# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035943
**Filing Date:** 2023-2
**Character Count:** 1327200
**Document Hash:** 32cb157d6391ac50d4ee4fbeb1aff73a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035943.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035943

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657649

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

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

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000018401 | AST BALANCED ASSET ALLOCATION PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11131126742.89

**Total Liabilities:** $178455139.85

**Net Assets:** $10952671603.04

**Cash Not Reported:** $42126249.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3843.56895000 | **1-Year:** 108434.75231000 | **5-Year:** 366625.69133000 | **10-Year:** 148286.11673000 | **30-Year:** 52905.48840000

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

- **3-Month:** 199.36788000 | **1-Year:** 22260.18921000 | **5-Year:** 79871.02546000 | **10-Year:** 33398.07817000 | **30-Year:** 3470.46905000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018401 | 4.18%                | 5.28%                | -3.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-58157401.63            | $334470293.67                              |
| Month 2  | $-24017353.56            | $385855713.30                              |
| Month 3  | $-24923567.73            | $-257705155.88                             |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tesla Inc                                           | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      230574 | NS      | $28402105.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       75330 | NS      | $5935250.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      417000 | PA      | $353634.52     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $31648.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      825000 | PA      | $722637.56     | 0.01%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                   | At Home Group Inc                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |      188000 | PA      | $132835.14     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2073634.46    | 0.02%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                   | Nedbank Group Ltd                                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |       31067 | NS      | $388612.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      368524 | NS      | $2283941.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34800000 | PA      | $24892875.00   | 0.23%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                          | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        5361 | NS      | $344980.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8828.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3930.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      475000 | PA      | $362440.26     | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       36807 | NS      | $2171613.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31415LCN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55818 | PA      | $56878.36      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                      | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        1360 | NS      | $805624.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      380880 | PA      | $343167.44     | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        7946 | NS      | $666192.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                    | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |     1090000 | PA      | $1036833.49    | 0.01%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                            | United States Steel Corp                                                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       36400 | NS      | $911820.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                          | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        2509 | NS      | $850801.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $161790.69     | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                             | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |      284000 | PA      | $186396.46     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                             | Thermo Fisher Scientific Finance I BV                                           | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      985000 | PA      | $851504.90     | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Target Corp                                         | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       10455 | NS      | $1558213.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMALL-CAP GROWTH                                    | AST SMALL-CAP GROWTH PORTFOLIO                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |     2209676 | NS      | $131696714.20  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2021-C59                                  | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $115170.52     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                         | Southern Co/The                                                                 | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2972409.60    | 0.03%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31419ABL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19916 | PA      | $20600.52      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1477.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        8058 | NS      | $12472595.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $688122.85     | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-357.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                 | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      773000 | PA      | $919535.35     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    16980000 | OU      | $33559.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      320000 | PA      | $257365.89     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-200.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37232.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                  | Elmwood CLO IV Ltd                                                              | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1297000 | PA      | $1276257.73    | 0.01%             | 2033-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1410000 | PA      | $1240817.77    | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities                       | GoldenTree Loan Opportunities IX Ltd                                            | CUSIP: 38123HAN4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |      324232 | PA      | $321470.98     | 0.00%             | 2029-10-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                   | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        4740 | NS      | $386641.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain CLO 2016-2 Ltd                                                     | CUSIP: 09628WAW2<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |    21750000 | PA      | $21346983.38   | 0.19%             | 2032-08-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20553.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36295NM20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16138 | PA      | $16421.57      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-38357.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        3624 | NS      | $334458.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      601000 | PA      | $306020.82     | 0.00%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      474000 | PA      | $256077.39     | 0.00%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21179.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery                      | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |      231100 | NS      | $5150397.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                              | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         216 | NS      | $476033.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | CME E-MINI RUSSELL 2000 INDEX                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         570 | NC      | $-1271227.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $397812.55     | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1068000 | PA      | $914227.03     | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                               | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       13383 | NS      | $450605.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                          | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      100076 | NS      | $6670065.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bezeq The Israeli Telecommunic                      | Bezeq The Israeli Telecommunication Corp Ltd                                    | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |      972984 | NS      | $1669164.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 3622A2TK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       97121 | PA      | $99010.46      | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1235000 | PA      | $1373832.95    | 0.01%             | 2030-08-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                         | Aker BP ASA                                                                     | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      880000 | PA      | $811593.64     | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                         | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      321500 | NS      | $5654261.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $334983.91     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                      | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $392274.38     | 0.00%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43390.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                       | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       30000 | NS      | $306681.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                   | Remy Cointreau SA                                                               | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |        8706 | NS      | $1467950.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-20019.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      243937 | NS      | $29355378.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UAE INT'L GOVT BOND                                 | UAE INTERNATIONAL GOVERNMENT BOND                                               | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $196725.00     | 0.00%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                 | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6340000 | PA      | $6168349.57    | 0.06%             | 2035-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      815000 | PA      | $853854.69     | 0.01%             | 2024-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                        | Spirax-Sarco Engineering PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        4814 | NS      | $614895.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4570000 | PA      | $3738117.19    | 0.03%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3166.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                         | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      225242 | NS      | $8095259.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                             | Toromont Industries Ltd                                                         | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |       10397 | NS      | $750288.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      196611 | PA      | $183254.57     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $129301.20     | 0.00%             | 2033-08-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $158073.30     | 0.00%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Growth ETF                     | iShares Russell 1000 Growth ETF                                                 | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |      292064 | NS      | $62571791.36   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-268.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      718000 | PA      | $690248.73     | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20280000 | OU      | $-11124.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      837000 | PA      | $1029268.75    | 0.01%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       72693 | NS      | $10823260.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $94410.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR Inc                                             | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        7270 | NS      | $383856.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92702 | PA      | $88929.94      | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $78685.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                          | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       32897 | NS      | $2070208.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                           | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       12900 | NS      | $808564.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       40557 | NS      | $2529540.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-720.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                        | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      150000 | PA      | $147351.95     | 0.00%             | 2034-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     4243662 | NS      | $8074892.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                            | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      228515 | NS      | $7079394.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $933501.56     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6744.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1259000 | PA      | $1246055.09    | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                 | OMERS Finance Trust                                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     1840000 | PA      | $1664216.15    | 0.02%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                           | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      118782 | NS      | $1931395.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4586.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TH MSR ISSUER TRUST                                 | TH MSR issuer Trust                                                             | CUSIP: 87271AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      590000 | PA      | $552026.30     | 0.01%             | 2024-06-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                        | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       12123 | NS      | $1180834.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $309353.36     | 0.00%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       55000 | PA      | $59715.77      | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CCA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9183 | PA      | $7917.09       | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                    | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      179849 | NS      | $4812759.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH ACQUISITION SUB                                | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $822124.49     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                           | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      124600 | NS      | $2661754.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141696.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3671.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                         | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       20132 | NS      | $735623.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                            | Israel Discount Bank Ltd                                                        | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       89398 | NS      | $469332.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $196447.07     | 0.00%             | 2041-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      295000 | PA      | $281679.93     | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                      | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        3764 | NS      | $391154.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                       | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        5217 | NS      | $305121.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                      | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      300000 | PA      | $319008.23     | 0.00%             | 2031-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      545000 | PA      | $567368.71     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      757000 | PA      | $601735.33     | 0.01%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24877.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                               | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $170794.17     | 0.00%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22940000 | OU      | $76475.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L5F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158719 | PA      | $131003.39     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| News Corp                                           | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        9061 | NS      | $164910.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1016.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                        | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       75721 | NS      | $4129516.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      214000 | PA      | $187208.40     | 0.00%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33665.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                           | Power Assets Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       72000 | NS      | $393513.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                             | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    70000000 | PA      | $136819.95     | 0.00%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                            | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     3510000 | PA      | $3037012.03    | 0.03%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   303050000 | PA      | $213842.01     | 0.00%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23853.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                    | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $123290.53     | 0.00%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27506.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                      | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $270653.65     | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-104719.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      127792 | NS      | $10172243.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       43606 | NS      | $6840909.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     3752000 | PA      | $3750937.45    | 0.03%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98273 | PA      | $95347.33      | 0.00%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                               | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      209612 | NS      | $1727845.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1225000 | PA      | $1297275.00    | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                    | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        6100 | NS      | $1437465.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287317 | PA      | $266267.16     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                        | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $270677.70     | 0.00%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3475.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels SPV LLC                                      | Wheels SPV 2 LLC                                                                | CUSIP: 96328DBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1179184 | PA      | $1165266.46    | 0.01%             | 2029-08-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31535 | PA      | $30145.82      | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30803 | PA      | $28676.85      | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                      | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380596 | PA      | $347676.08     | 0.00%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       21846 | NS      | $1371491.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1165637.05    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       50000 | PA      | $20188.69      | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                              | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        7628 | NS      | $2522350.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      195000 | PA      | $176266.98     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                      | ICG US CLO 2014-3 Ltd                                                           | CUSIP: 44929FBA9<br>LEI: 635400HSQQQ24A9NAK80 | Long             | ABS-CBDO         | CORP              | KY        |     8479270 | PA      | $8376709.95    | 0.08%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1907.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9935000 | PA      | $8884063.28    | 0.08%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                      | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        7717 | NS      | $1211491.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38169 | PA      | $39580.78      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14370.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8SG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      401255 | PA      | $343281.31     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      116387 | NS      | $7891038.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2020-DNA5                                         | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63047 | PA      | $63542.47      | 0.00%             | 2050-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70589 | PA      | $67524.50      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                        | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      735000 | PA      | $824156.33     | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOTCHKIS & WILEY LRG CA                             | AST HOTCHKIS & WILEY LARGE CAP VALUE                                            | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |     4339115 | NS      | $189142043.26  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35020.99      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3118.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8252.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                 | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        9394 | NS      | $487339.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                      | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1533 | NS      | $154894.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                    | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100000.42     | 0.00%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1405000 | PA      | $1371917.57    | 0.01%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9BZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81257 | PA      | $77918.65      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      518000 | PA      | $353386.81     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       12837 | NS      | $3406297.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $113314.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      723000 | PA      | $683126.42     | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                            | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    15637000 | PA      | $435959.38     | 0.00%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       46437 | NS      | $15627443.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      887000 | PA      | $786103.75     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      252466 | NS      | $28011102.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                            | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1360143.67    | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      910000 | PA      | $602993.26     | 0.01%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      161767 | NS      | $8326164.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $81319.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                 | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      140770 | NS      | $6886587.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                      | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1812 | NS      | $426454.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRET                            | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2298193.43    | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99091 | PA      | $94727.15      | 0.00%             | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24419 | PA      | $23844.89      | 0.00%             | 2030-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3242.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      216000 | PA      | $117365.58     | 0.00%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28375.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6951 | PA      | $7215.13       | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -16980000 | OU      | $-9314.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp                                                                     | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      350000 | PA      | $305157.75     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                   | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        4043 | NS      | $265544.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33651.89      | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       41198 | NS      | $7161860.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      349546 | PA      | $293842.38     | 0.00%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        1533 | NS      | $518108.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2014-5 Ltd                                                              | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |     4427000 | PA      | $4368479.93    | 0.04%             | 2031-04-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      488000 | PA      | $455821.51     | 0.00%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $190162.50     | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       24571 | NS      | $13397389.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                      | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      235000 | PA      | $196871.94     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28828 | PA      | $26884.83      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4176000 | PA      | $3981016.81    | 0.04%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH FUNDING                                         | CRH Funding BV                                                                  | CUSIP: 000000000<br>LEI: 549300XYDB6706OPOS81 | Long             | DBT              | CORP              | NL        |      545000 | PA      | $574701.84     | 0.01%             | 2024-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-981.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      155000 | PA      | $154832.89     | 0.00%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                   | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       26678 | NS      | $846248.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      306256 | PA      | $273150.29     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      912000 | PA      | $810490.86     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22353.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       26430 | NS      | $5599459.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      325000 | PA      | $284903.52     | 0.00%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      565000 | PA      | $541919.64     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                          | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11549.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Catalent Inc                                        | Catalent Inc                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4182 | NS      | $188231.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                        | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     1037534 | PA      | $1080583.36    | 0.01%             | 2030-04-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1199474.21    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MCAFEE CORP                                         | McAfee Corp                                                                     | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     2269312 | PA      | $2107623.98    | 0.02%             | 2029-03-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AEON Financial Service Co Ltd                       | AEON Financial Service Co Ltd                                                   | CUSIP: 000000000<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |       38100 | NS      | $402738.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                              | Municipal Finance Authority of British Columbia                                 | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $422636.63     | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      816021 | PA      | $667111.13     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                            | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      128495 | NS      | $4763309.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      106447 | PA      | $107912.69     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4104560.93    | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     2400000 | PA      | $2076461.36    | 0.02%             | 2023-03-06      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                  | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       13940 | NS      | $884214.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite XVI Ltd                                                               | CUSIP: 55953RAL5<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |      814861 | PA      | $808749.20     | 0.01%             | 2028-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       11182 | NS      | $1116075.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3647.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                         | American Airlines Group Inc                                                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15195 | NS      | $193280.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23428.08      | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                              | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       41317 | NS      | $2701923.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                       | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        2788 | NS      | $391240.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209237.12     | 0.00%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       80000 | PA      | $54001.26      | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $359553.96     | 0.00%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      287842 | NS      | $13019093.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41540.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                     | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      319000 | PA      | $233210.91     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                      | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1217682 | PA      | $1137598.35    | 0.01%             | 2035-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       89000 | PA      | $53190.46      | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                               | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       60000 | PA      | $50997.33      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 3617U2BL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      340561 | PA      | $282819.63     | 0.00%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16300.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                  | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      140328 | NS      | $568007.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      485000 | PA      | $394406.29     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4635000 | PA      | $1945613.70    | 0.02%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JNRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307280 | PA      | $292992.95     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                  | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       52139 | NS      | $1267612.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                              | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $185250.00     | 0.00%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $305501.92     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                              | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |       18558 | NS      | $1373124.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20280000 | OU      | $-13881.36     | -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      | $-7355.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14063.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                            | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       50000 | PA      | $30082.99      | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138AUGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17614 | PA      | $17461.44      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                            | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1518000 | PA      | $1568805.72    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       25467 | NS      | $9888072.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat Inc                                   | Doosan Bobcat Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       14783 | NS      | $404481.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      430000 | PA      | $175392.97     | 0.00%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195936 | PA      | $151259.78     | 0.00%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                 | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       41000 | PA      | $30319.41      | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $836239.14     | 0.01%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       81785 | NS      | $6790608.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL INTL FINANCE LTD                            | Digicel International Finance Ltd                                               | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |     1311165 | PA      | $1094823.04    | 0.01%             | 2024-05-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $959879.61     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                        | CD 2017-CD5 Mortgage Trust                                                      | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      345000 | PA      | $313746.07     | 0.00%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39825.61      | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                            | Univision Communications Inc                                                    | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1394695.09    | 0.01%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5485.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20280000 | OU      | $-35843.98     | -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      | $-102714.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                               | Medipal Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |       53200 | NS      | $703157.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                        | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        3624 | NS      | $732772.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5324.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1613000 | PA      | $1429569.32    | 0.01%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1104872.56    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426139 | PA      | $363394.26     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                 | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        7017 | NS      | $450945.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5777.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25385 | PA      | $21619.22      | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $85641.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2130000 | PA      | $1938799.23    | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11789.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F5A37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259154 | PA      | $231801.04     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      136197 | NS      | $4333788.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                           | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        8208 | NS      | $3109436.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       74160 | NS      | $2436897.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aalberts NV                                         | Aalberts NV                                                                     | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |       15134 | NS      | $589504.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7988.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                            | OZLM XVIII Ltd                                                                  | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     1365000 | PA      | $1331840.06    | 0.01%             | 2031-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-225446.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                  | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       24000 | NS      | $923280.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $123086.65     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      660000 | PA      | $649277.69     | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-693.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $112625.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37686.12      | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8BC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170155 | PA      | $150427.34     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1631.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      274719 | PA      | $245468.91     | 0.00%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88912.51      | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7023.92      | -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      | $-65066.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                       | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22200 | NS      | $539016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO Limite                      | Bain Capital Credit Clo 2019-3 Ltd                                              | CUSIP: 05683TAN9<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1207668.25    | 0.01%             | 2034-10-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Freddie Mac Coupon Strips                                                       | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      140000 | PA      | $87994.95      | 0.00%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18990000 | PA      | $14509546.88   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-85196.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                           | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       19094 | NS      | $4359733.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $340371.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18500000 | PA      | $2827861.34    | 0.03%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                | Juniper Networks Inc                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        7528 | NS      | $240594.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                             | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       27555 | NS      | $3449886.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-127366.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      250000 | PA      | $197698.47     | 0.00%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                  | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      120912 | NS      | $2507714.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                         | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       13526 | NS      | $4546629.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        6413 | NS      | $821377.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                        | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      185877 | NS      | $657029.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                         | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       12710 | NS      | $776611.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                        | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       53672 | NS      | $2182709.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7873.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $117555.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      545613 | NS      | $48139434.99   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                               | Genting Singapore Ltd                                                           | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |      443700 | NS      | $316650.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                         | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      200000 | PA      | $163076.17     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133L74L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      800612 | PA      | $714092.09     | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      163540 | PA      | $147020.89     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                 | Oportun Funding XIII LLC                                                        | CUSIP: 68377FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108369 | PA      | $106977.31     | 0.00%             | 2025-08-08      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                              | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      250000 | PA      | $132180.64     | 0.00%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46553.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME4C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48643 | PA      | $47488.88      | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      505000 | PA      | $432235.22     | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70183 | PA      | $66919.90      | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30754.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                 | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      907000 | PA      | $829434.89     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FHLB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101515 | PA      | $90895.07      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12538.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                  | Harbour Energy PLC                                                              | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |       64456 | NS      | $237860.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                     | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      258200 | NS      | $8382409.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31635000 | PA      | $14440883.36   | 0.13%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                      | Whirlpool Corp                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        1255 | NS      | $177532.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS Group AG                                        | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      566484 | NS      | $10528799.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WF4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39793 | PA      | $38115.62      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352329 | PA      | $322352.44     | 0.00%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO IX                                 | Ocean Trails CLO IX                                                             | CUSIP: 67515XAN4<br>LEI: 549300LD2JF1INLMST94 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4818922.50    | 0.04%             | 2034-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1342874.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120187 | PA      | $115618.51     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                      | ICG US CLO 2015-1 Ltd                                                           | CUSIP: 44931AAJ8<br>LEI: 254900IL8TH4VLG5DO47 | Long             | ABS-CBDO         | CORP              | KY        |     1058951 | PA      | $1044655.70    | 0.01%             | 2028-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                 | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155000 | PA      | $144332.62     | 0.00%             | 2028-03-08      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19140.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       37143 | NS      | $18069698.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HAITIAN INT'L                                       | Haitian International Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | CN        |       94000 | NS      | $250531.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      180527 | NS      | $4283905.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                      | University of California                                                        | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      905000 | PA      | $713360.97     | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -364 | NC      | $3215825.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55344.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      204648 | NS      | $6137393.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Auto Securitization Trust                      | Ford Auto Securitization Trust 2021-A                                           | CUSIP: 345213JP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      500000 | PA      | $333818.32     | 0.00%             | 2029-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1441.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1942.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                  | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      740000 | PA      | $155921.27     | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | CUSIP: 94988XAT3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |       87182 | PA      | $84875.77      | 0.00%             | 2050-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305810 | PA      | $268995.30     | 0.00%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CYF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67118 | PA      | $63043.82      | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1325.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                             | American Axle & Manufacturing Inc                                               | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1036000 | PA      | $939272.75     | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45457.20     | -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      | $-15593.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134384 | PA      | $120241.24     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        7992 | NS      | $6745487.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $608.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1037049.89    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26307.72      | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                     | PerkinElmer Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        2788 | NS      | $390933.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA FINANCING LUX SARL                             | Dana Financing Luxembourg Sarl                                                  | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $147187.50     | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-38095.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                            | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      418000 | PA      | $334054.46     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | 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      | $-13895.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $231724.77     | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9577.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                              | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       29391 | NS      | $820947.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $39449.11      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20741 | PA      | $19447.75      | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       20013 | NS      | $3363985.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      360000 | PA      | $272644.52     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2409715.49    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                   | Israel Government Bond - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      975000 | PA      | $230884.86     | 0.00%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XHKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      337746 | PA      | $297582.94     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       26208 | NS      | $1866533.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          71 | NC      | $-457951.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                            | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       81722 | NS      | $4165370.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9913.82       | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                    | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1004932.46    | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                      | Ford Credit Auto Owner Trust 2020-REV2                                          | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $140031.44     | 0.00%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -17820000 | OU      | $-1142.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4187234 | PA      | $3417057.71    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                 | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      290700 | NS      | $5783937.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $204120.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                         | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      476333 | PA      | $541967.81     | 0.00%             | 2031-08-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                      | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      500000 | PA      | $455093.75     | 0.00%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4927.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24391 | PA      | $23301.24      | 0.00%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-115264.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      100000 | PA      | $90907.97      | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                      | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       15245 | NS      | $5106160.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      230000 | PA      | $206148.84     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      494035 | PA      | $403466.95     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        8649 | NS      | $765350.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8082 | PA      | $7746.01       | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                           | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         976 | NS      | $295074.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                               | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       26132 | NS      | $1793439.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Shin-Etsu Chemical Co Ltd                           | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       41600 | NS      | $5079868.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16465.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                          | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       34678 | NS      | $4845210.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       26583 | NS      | $7448290.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF POLAND                                  | Republic of Poland Government International Bond                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      220000 | PA      | $224934.60     | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                     | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       41600 | NS      | $1749137.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                              | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     1000000 | PA      | $149928.48     | 0.00%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      582000 | PA      | $378659.99     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22563.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3568894.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       10873 | NS      | $1131661.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      392984 | NS      | $4656231.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                              | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      645000 | PA      | $655060.32     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X65T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286695 | PA      | $259834.80     | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                    | Campbell Soup Co                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        4600 | NS      | $261050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GMO Payment Gateway Inc                             | GMO Payment Gateway Inc                                                         | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        5551 | NS      | $459062.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $168962.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2013-CCRE12 Mortgage Trust                                                 | CUSIP: 12591KAE5<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $245321.65     | 0.00%             | 2046-10-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       53807 | NS      | $13350054.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        9637 | NS      | $4943491.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                     | Sealed Air Corp                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        3346 | NS      | $166898.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      185355 | NS      | $20350125.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                            | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        1998 | NS      | $2773723.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10355.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $652167.71     | 0.01%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3797.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $380344.00     | 0.00%             | 2033-07-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                          | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       29278 | NS      | $1281552.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                            | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |     1400000 | PA      | $1359351.07    | 0.01%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       46283 | NS      | $7591800.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54292.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                   | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |      194000 | PA      | $150575.79     | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       74140 | NS      | $4546264.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QEC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152796 | PA      | $125406.40     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                              | City of Toronto Canada                                                          | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $198716.77     | 0.00%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21578.05      | 0.00%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    13680000 | PA      | $10677645.52   | 0.10%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      637000 | PA      | $555918.49     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      980000 | PA      | $1143138.60    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                               | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        7398 | NS      | $756223.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                       | Welltower Inc                                                                   | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      980000 | PA      | $898134.03     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19694.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                   | Kimco Realty Corp                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      690000 | PA      | $578829.97     | 0.01%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                    | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $135163.93     | 0.00%             | 2042-03-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                       | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      371883 | NS      | $11519799.22   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      550000 | PA      | $488902.00     | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133AJGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59737 | PA      | $49305.38      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133ASJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      326813 | PA      | $277449.16     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        4740 | NS      | $670425.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      720000 | PA      | $583947.85     | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                   | CPPIB Capital Inc                                                               | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     4272000 | PA      | $4014832.34    | 0.04%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust 2021-1                                               | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171695 | PA      | $170817.27     | 0.00%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                         | NetEase Inc                                                                     | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |       10069 | NS      | $731311.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      260000 | PA      | $209920.86     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                                  | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      711193 | PA      | $311300.57     | 0.00%             | 2043-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      975000 | PA      | $853127.18     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                          | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       26183 | NS      | $9376073.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $591317.59     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK OF AUSTRALIA                      | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              | CORP              | US        |           1 | NC      | $122567.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                           | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      140197 | NS      | $345285.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                              | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        5576 | NS      | $449481.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | Chesapeake Energy Corp                                                          | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1856000 | PA      | $1768126.38    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3393399 | PA      | $2943479.31    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-72242.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $565423.90     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $106264.22     | 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      | $-89994.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                      | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        3665 | NS      | $639029.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO, Limit                      | Bain Capital Credit CLO 2018-1                                                  | CUSIP: 05683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1920000 | PA      | $1894089.79    | 0.02%             | 2031-04-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Cor                      | Voltronic Power Technology Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       10000 | NS      | $501717.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                   | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1042449.32    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                     | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        3903 | NS      | $323480.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3280000 | PA      | $1996941.33    | 0.02%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      245000 | PA      | $197547.18     | 0.00%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       75000 | PA      | $81160.35      | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                               | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     7000000 | PA      | $5481772.73    | 0.05%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39222.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $204.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4899.69       | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      114685 | NS      | $7139141.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                            | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       23300 | NS      | $758032.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      681006 | NS      | $7655576.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9901.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                      | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        3067 | NS      | $175555.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-82229.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       78494 | NS      | $20685523.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      515000 | PA      | $495655.98     | 0.00%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       15125 | NS      | $1173246.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                             | Activision Blizzard Inc                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      110402 | NS      | $8451273.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parallel Ltd                                        | Parallel 2020-1 Ltd                                                             | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      810000 | PA      | $783892.65     | 0.01%             | 2034-07-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7006 | PA      | $6702.75       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        4322 | NS      | $899883.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247812.01     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4948.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        2509 | NS      | $646243.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Univar Solutions Inc                                | Univar Solutions Inc                                                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       24851 | NS      | $790261.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SINGAPORE GOVERNMENT                                | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1769000 | PA      | $1353085.57    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13571.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                            | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $213311.42     | 0.00%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146067 | PA      | $128190.18     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $141843.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION               | CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8285.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline Inc                                                                   | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34149.50      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                           | Anchorage Capital CLO 21 Ltd                                                    | CUSIP: 03331KAA7<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7251738.00    | 0.07%             | 2034-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                          | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        5297 | NS      | $308974.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20347.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7F20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111802 | PA      | $107208.01     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                            | Summit Materials LLC / Summit Materials Finance Corp                            | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $226547.84     | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICBC                                                | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      430000 | NS      | $220542.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                             | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      894765 | NS      | $8895761.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $545993.03     | 0.00%             | 2036-10-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                        | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     1753642 | NS      | $11694419.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $13610.31      | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-UBS6 Mortgage Trust                                                   | CUSIP: 12592PBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252512 | PA      | $241966.81     | 0.00%             | 2047-12-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                         | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        3206 | NS      | $776781.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11961.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                          | Tosoh Corp                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      401000 | NS      | $4768546.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2199.08      | -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      | $-10221.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       11152 | NS      | $431582.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                               | Northrop Grumman Corp                                                           | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      875000 | PA      | $866857.81     | 0.01%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                           | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       16552 | NS      | $966471.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                        | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     3350000 | NS      | $1953848.14    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                 | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       35653 | NS      | $4024811.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                            | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      880000 | PA      | $853271.75     | 0.01%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                       | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      276000 | NS      | $894580.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14174.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $657.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1366000 | PA      | $1220849.90    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                    | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     1360000 | PA      | $1178721.19    | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -35640000 | OU      | $-204167.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1670000 | PA      | $1606428.33    | 0.01%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                  | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $175331.45     | 0.00%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                             | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $42320.97      | 0.00%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                      | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1167153.60    | 0.01%             | 2037-01-15      | Floating      | 5.26%                 | 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      | $22227.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      985000 | PA      | $940676.67     | 0.01%             | 2050-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1175000 | PA      | $929812.94     | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-151428.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       73851 | NS      | $12220863.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY HEALTH CORP                                 | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |      288000 | PA      | $197741.10     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40999.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      461000 | PA      | $375581.96     | 0.00%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                 | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1812 | NS      | $327972.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5340000 | PA      | $4533084.46    | 0.04%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      400000 | PA      | $323693.88     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54774 | PA      | $54264.07      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                              | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      337497 | NS      | $9401160.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      245000 | PA      | $191946.66     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QKRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2939266 | PA      | $2412329.75    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-287437.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      155000 | PA      | $136247.02     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                           | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       43591 | NS      | $4407314.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      260000 | PA      | $101653.91     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      355000 | PA      | $367577.97     | 0.00%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $857788.62     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     2533000 | PA      | $2359171.46    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                      | Bain Capital Credit CLO 2017-2 Ltd                                              | CUSIP: 05683HAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1491000 | PA      | $1430577.37    | 0.01%             | 2034-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      480000 | PA      | $438474.91     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2017-BNK6                                                                  | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $106367.81     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      505000 | PA      | $479580.72     | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                      | Broad River Bsl Funding Clo Ltd 2020-1                                          | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3879044.80    | 0.04%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      315000 | PA      | $333883.06     | 0.00%             | 2025-07-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299443 | PA      | $244965.46     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       54416 | NS      | $12997805.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                     | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |       80183 | NS      | $908924.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45589.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                            | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     3100000 | PA      | $3240012.85    | 0.03%             | 2023-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                         | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      112223 | NS      | $2278531.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       15474 | NS      | $507701.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                        | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      257125 | NS      | $12981686.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      310000 | PA      | $210230.34     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-339849.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20672.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2704000 | PA      | $1536856.17    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       89636 | NS      | $1042466.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      689000 | PA      | $656026.06     | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6697.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $198711.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |     4056000 | OU      | $49425.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23616 | PA      | $24174.13      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      570000 | PA      | $542161.03     | 0.00%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: —       |
| ICICI Bank Ltd                                      | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       89888 | NS      | $1967648.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                        | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $690.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3818.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       56163 | NS      | $3556802.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1195000 | PA      | $711578.81     | 0.01%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3035000 | PA      | $2634180.42    | 0.02%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      350000 | PA      | $324762.23     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Electronic Arts Inc                                 | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       39455 | NS      | $4820611.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      405000 | PA      | $489681.06     | 0.00%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      195000 | PA      | $175661.67     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                            | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     6604000 | PA      | $220015.59     | 0.00%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                             | Greenwood Park CLO Ltd                                                          | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4665000 | PA      | $4603826.93    | 0.04%             | 2031-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KGR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $124149.87     | 0.00%             | 2033-12-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L5F92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187145 | PA      | $154117.08     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12547.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                            | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       21300 | NS      | $3393303.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-149281.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL Core CLO 2 LTD.                                 | AGL Core CLO 2 Ltd                                                              | CUSIP: 001200AA2<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |     4395000 | PA      | $4327470.83    | 0.04%             | 2032-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                           | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        2788 | NS      | $255269.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE                                | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      160000 | PA      | $121152.89     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      460000 | PA      | $475311.17     | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21409.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132CWMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      147824 | PA      | $145693.99     | 0.00%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $29632.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106708 | PA      | $95808.49      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      580000 | PA      | $676338.39     | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3385000 | PA      | $3184880.80    | 0.03%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                | Signal Peak CLO 5 Ltd                                                           | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4395000 | PA      | $4306386.25    | 0.04%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                          | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       24000 | NS      | $588815.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                        | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |       14461 | NS      | $489770.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                  | Hikari Tsushin Inc                                                              | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |        2800 | NS      | $394111.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       19000 | PA      | $15179.00      | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                  | Roche Holdings Inc                                                              | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1318495.69    | 0.01%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $187537.50     | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                               | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      411000 | PA      | $400891.85     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27425.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51117.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       81082 | NS      | $29663038.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                        | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       73683 | NS      | $8306284.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                             | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      880000 | PA      | $923054.82     | 0.01%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                            | Ziggo BV                                                                        | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     2210000 | PA      | $1891595.60    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-412779.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                    | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       25503 | NS      | $2131285.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                            | NCR Corp                                                                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       22500 | NS      | $526725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                            | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1065596.19    | 0.01%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                      | Benefit Street Partners CLO XXI Ltd                                             | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22225000 | PA      | $21611123.28   | 0.20%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                      | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149979 | PA      | $140699.74     | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      785000 | PA      | $763698.71     | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                             | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       30118 | NS      | $310153.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        7528 | NS      | $252413.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       68632 | NS      | $21566751.93   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20530000 | OU      | $-1557.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                       | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      284247 | NS      | $8172466.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                       | Citigroup Commercial Mortgage Trust 2013-GC17                                   | CUSIP: 17321RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $256247.99     | 0.00%             | 2046-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-363785.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Syneos Health Inc                                   | Syneos Health Inc                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       15800 | NS      | $579544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       25900 | NS      | $1098169.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Euro-BTP Italian Bond                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -163 | NC      | $1372472.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-294977.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28726.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-83211.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $289136.18     | 0.00%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      501323 | NS      | $6106698.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $739477.05     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                | Lockheed Martin Corp                                                            | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      515000 | PA      | $518801.24     | 0.00%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      349074 | NS      | $15020654.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418AX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275672 | PA      | $257582.90     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                            | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1030000 | PA      | $1110340.00    | 0.01%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                         | Isle of Man Government International Bond                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      735000 | PA      | $934517.75     | 0.01%             | 2034-08-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                        | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        1533 | NS      | $191716.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1529 | NC      | $-6617687.02   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                      | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        7801 | NS      | $572593.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Prysmian SpA                                        | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       17474 | NS      | $649255.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      855000 | PA      | $801073.53     | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Edenred                                             | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       16496 | NS      | $897801.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $376950.00     | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                            | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |       87740 | NS      | $33710585.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                       | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       51409 | NS      | $3516889.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      700000 | PA      | $759699.98     | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199674 | PA      | $179037.71     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                        | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       36423 | NS      | $2987050.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                              | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1206392.49    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                | Canada Housing Trust No 1                                                       | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      825000 | PA      | $574651.50     | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment Inc                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1046000 | PA      | $947583.65     | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8803.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      825000 | PA      | $686418.69     | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                              | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      103000 | PA      | $88366.29      | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                            | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      111420 | NS      | $1849572.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                             | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     1169387 | PA      | $1150872.58    | 0.01%             | 2028-04-21      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                  | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      290660 | NS      | $2374692.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Euro Funding                           | Madison Park Euro Funding XVI DAC                                               | CUSIP: 000000000<br>LEI: 635400X2NOVLPNW79680 | Long             | ABS-CBDO         | CORP              | IE        |     3000000 | PA      | $3059817.63    | 0.03%             | 2034-05-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      354785 | PA      | $316447.62     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      969000 | PA      | $465120.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America I                      | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        8023 | NS      | $1139988.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                  | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       49070 | NS      | $4794139.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      437000 | PA      | $432157.73     | 0.00%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $318627.64     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6249.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                       | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      376000 | NS      | $6250281.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1495650 | PA      | $1270040.06    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      425000 | PA      | $282336.54     | 0.00%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                               | Mountain View CLO X Ltd                                                         | CUSIP: 62432CAU5<br>LEI: 549300RHYK4B5L898W39 | Long             | ABS-CBDO         | CORP              | KY        |      318000 | PA      | $314804.23     | 0.00%             | 2027-10-13      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-92001.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-238506.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1436000 | PA      | $1738569.48    | 0.02%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                   | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        7200 | NS      | $518976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGION OF LAZIO                                     | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |      760325 | PA      | $668736.76     | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                           | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        7434 | NS      | $402699.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                              | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |       66221 | NS      | $233239.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2953000 | PA      | $2431903.83    | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                              | Hirose Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2500 | NS      | $313553.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     1395000 | PA      | $998417.00     | 0.01%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                            | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $303541.56     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                         | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      520000 | PA      | $457052.49     | 0.00%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                              | Assicurazioni Generali SpA                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     2035000 | PA      | $2114514.15    | 0.02%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $273644.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                            | State of North Rhine-Westphalia Germany                                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      681000 | PA      | $532156.96     | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                             | Wintershall Dea Finance BV                                                      | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $473001.35     | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                               | Lincoln National Corp                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        4182 | NS      | $128471.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Natural Resources Co                        | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       44958 | NS      | $10267957.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE UK                                 | Swiss Re Finance UK PLC                                                         | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $830246.37     | 0.01%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Amorepacific Corp                                   | Amorepacific Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        5361 | NS      | $586732.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      480000 | PA      | $419380.51     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3804000 | PA      | $1723334.23    | 0.02%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      240000 | PA      | $176931.41     | 0.00%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      152431 | NS      | $22276266.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12547.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                       | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9561 | NS      | $1561031.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                     | PSP Capital Inc                                                                 | CUSIP: 69376Q2B8<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      801000 | PA      | $682000.72     | 0.01%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1417000 | PA      | $964820.70     | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4411 | NS      | $6120218.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13629.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                             | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       49639 | NS      | $747302.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                              | Hamamatsu Photonics KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       49000 | NS      | $2338658.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $686121.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                           | Alcon Inc                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       24598 | NS      | $1687889.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                          | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       10734 | NS      | $1573067.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2735.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      455000 | PA      | $339575.29     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                               | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      121675 | NS      | $5127384.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                      | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       12007 | NS      | $1061652.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12648.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      557581 | PA      | $517369.59     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     5349000 | PA      | $4765419.49    | 0.04%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1469180000 | PA      | $828991.09     | 0.01%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575000 | PA      | $524500.17     | 0.00%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       45894 | NS      | $5851485.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-732572.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                             | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       28000 | NS      | $735889.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                      | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      120823 | NS      | $7640846.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Euro CLO                                    | Carlyle Euro CLO 2021-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |    12510000 | PA      | $12795499.70   | 0.12%             | 2035-10-15      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Lazard Ltd                                          | Lazard Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        8987 | NS      | $311579.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMCO Corp                                          | SUMCO Corp                                                                      | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      408600 | NS      | $5413376.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1170000 | PA      | $963429.09     | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $56753.45      | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                       | RCI Banque SA                                                                   | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     2220000 | PA      | $2310212.01    | 0.02%             | 2024-07-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                 | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       13383 | NS      | $1285570.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding                      | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |      888345 | NS      | $2181788.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                             | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       65633 | NS      | $1170632.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                    | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       12546 | NS      | $526179.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24672.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2265.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      259000 | PA      | $194986.31     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       53094 | NS      | $6212528.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       30000 | PA      | $12858.98      | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   658500000 | PA      | $4569392.41    | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       12854 | NS      | $5402536.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-150905.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      202000 | PA      | $182989.86     | 0.00%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |        5019 | NS      | $248089.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232390 | PA      | $207269.60     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      535000 | PA      | $422286.58     | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       95000 | PA      | $85363.37      | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      174299 | PA      | $155748.58     | 0.00%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                      | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        2485 | NS      | $1219825.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176568.80     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                         | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        1394 | NS      | $477556.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         836 | NS      | $192848.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    23520000 | OU      | $70435.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                   | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        6300 | NS      | $568638.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                          | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      159958 | NS      | $7206107.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-231492.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      480826 | NS      | $19853305.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-326168.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                      | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      547400 | NS      | $4979171.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        2509 | NS      | $314804.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $401188.59     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      129546 | NS      | $40016759.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $255641.37     | 0.00%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      583000 | PA      | $578084.46     | 0.01%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $197626.60     | 0.00%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                        | Hydro-Quebec                                                                    | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $123437.59     | 0.00%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4108373.91    | 0.04%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                   | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      770000 | PA      | $667282.27     | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        3624 | NS      | $226500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Asset-Backed Certi                      | CWABS Asset-Backed Certificates Trust 2004-BC4                                  | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9148 | PA      | $8994.57       | 0.00%             | 2034-11-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1038.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                               | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      674000 | PA      | $624067.69     | 0.01%             | 2025-02-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | DEUTSCHE BANK AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $140731.43     | 0.00%             | 2025-04-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      570000 | PA      | $538740.49     | 0.00%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                  | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       18401 | NS      | $452112.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1465000 | PA      | $1266538.28    | 0.01%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     1779000 | PA      | $1445437.50    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEMG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8330 | PA      | $7578.64       | 0.00%             | 2030-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA MET TRANSP                      | Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue      | CUSIP: 5447122H4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |       55000 | PA      | $56852.25      | 0.00%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sotera Health Co                                    | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      522250 | NS      | $4350342.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11141.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28968.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    17820000 | OU      | $2735.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                            | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |        5700 | NS      | $226292.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                        | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       79143 | NS      | $2983691.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      145000 | PA      | $131991.58     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1753409.27    | 0.02%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KTMR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      441847 | PA      | $380468.66     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3077808 | PA      | $106955.07     | 0.00%             | 2026-03-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-58032.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2783000 | PA      | $1792031.30    | 0.02%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                          | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       89258 | NS      | $5475978.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $107483.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                            | Masonite International Corp                                                     | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |      365000 | PA      | $293825.00     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1023763.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7611.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 3622A2JQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54559 | PA      | $52851.22      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      554000 | PA      | $529086.00     | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Greywolf CLO Ltd                                    | Greywolf CLO III Ltd                                                            | CUSIP: 39809CAN4<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |     2930000 | PA      | $2867208.05    | 0.03%             | 2033-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVIII Ltd                          | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21750000 | PA      | $21009571.28   | 0.19%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      392000 | PA      | $460521.66     | 0.00%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        3903 | NS      | $399628.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        1533 | NS      | $154311.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                            | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18117000 | PA      | $620017.51     | 0.01%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43670.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                              | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        2925 | NS      | $6547919.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14972.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                      | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       24401 | NS      | $1495049.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132A9UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52716 | PA      | $50702.02      | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      238731 | NS      | $28170258.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31246.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                      | Santander Drive Auto Receivables Trust 2021-2                                   | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $177638.81     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1665000 | PA      | $663528.52     | 0.01%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      978000 | PA      | $849968.46     | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $119012.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    20048000 | PA      | $10321931.67   | 0.09%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       75000 | PA      | $70412.86      | 0.00%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9NB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      283093 | PA      | $254997.74     | 0.00%             | 2040-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                    | TSTAT 2022-1 Ltd                                                                | CUSIP: 872899AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     9500000 | PA      | $9469178.20    | 0.09%             | 2031-07-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      195665 | PA      | $179791.77     | 0.00%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-154325.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Gr                      | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       22879 | NS      | $1734914.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        1400 | NS      | $838012.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      398900 | PA      | $346249.50     | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                    | Public Service Co of New Hampshire                                              | CUSIP: 744482BL3<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493507.56     | 0.00%             | 2023-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                       | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      115000 | PA      | $104925.35     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-46718.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                            | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       48360 | NS      | $7237074.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VW CREDIT INC 0 CP 11/01/2023                       | VW CREDIT INC 0 CP 11/01/2023                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1897086.03    | 0.02%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                     | Oaktree CLO 2019-1 Ltd                                                          | CUSIP: 67401XAS0<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |    21500000 | PA      | $20950644.90   | 0.19%             | 2030-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                           | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        7249 | NS      | $370713.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                      | Telkom Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |     3515400 | NS      | $846551.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44829.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132M6W48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      120250 | PA      | $115310.88     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1176296.21    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      190903 | PA      | $165975.93     | 0.00%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22281.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                     | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       92064 | NS      | $687935.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1552600000 | PA      | $209917.25     | 0.00%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $1968921.07    | 0.02%             | 2030-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     6783262 | NS      | $6783261.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                           | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       57000 | NS      | $2674440.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    20280000 | OU      | $46521.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                   | CDP Financial Inc                                                               | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1430000 | PA      | $1391308.07    | 0.01%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $62890.36      | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-99670.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXX LTD                                                    | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |     1721590 | PA      | $1699622.86    | 0.02%             | 2029-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6497.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                            | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       33019 | NS      | $2142272.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $129567.41     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23974 | PA      | $22059.36      | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2153000 | PA      | $1382256.82    | 0.01%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                          | Signature Bank/New York NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        7723 | NS      | $889844.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        2788 | NS      | $681889.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2248000 | PA      | $2273671.39    | 0.02%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      717000 | PA      | $345780.42     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                  | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     4255000 | PA      | $2969991.29    | 0.03%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   931590000 | PA      | $709431.75     | 0.01%             | 2024-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5760.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      925000 | PA      | $853858.28     | 0.01%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                      | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      209789 | NS      | $1961447.81    | 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      | $12444.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                          | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       13368 | NS      | $502131.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2542000 | PA      | $2479887.02    | 0.02%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      781000 | PA      | $456665.18     | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16885.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                      | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       65000 | PA      | $40959.24      | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X65H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      610343 | PA      | $522886.75     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                          | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       37626 | NS      | $16132523.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                            | OZLM VII Ltd                                                                    | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2136490 | PA      | $2109960.42    | 0.02%             | 2029-07-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |        3174 | NS      | $1034601.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-143681.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                            | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     4700000 | PA      | $4690641.34    | 0.04%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGTH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63661 | PA      | $54214.92      | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      331422 | NS      | $6744776.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                  | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      102700 | NS      | $2342485.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        3485 | NS      | $614823.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      678000 | PA      | $844635.19     | 0.01%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      101010 | NS      | $35124207.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      380000 | PA      | $392451.38     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      157648 | NS      | $15638681.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                      | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |      285582 | NS      | $43308510.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKET BIDCO FINCO PLC                              | Market Bidco Finco PLC                                                          | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     3997000 | PA      | $3670518.72    | 0.03%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      381000 | PA      | $360677.20     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1389974.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $67117.48      | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Total Bond Market ETF                      | Vanguard Total Bond Market ETF                                                  | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |      400994 | NS      | $28807408.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                             | Consolidated Edison Inc                                                         | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |      875000 | PA      | $840475.12     | 0.01%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                       | Sankyo Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       21000 | NS      | $857979.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                           | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      275000 | PA      | $176453.82     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19420000 | OU      | $-75291.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                        | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        1115 | NS      | $265057.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                        | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       40251 | NS      | $335872.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-110513.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      203000 | PA      | $135853.00     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QD2M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      403840 | PA      | $355224.17     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105905 | PA      | $98664.19      | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       36673 | NS      | $2819053.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      217000 | PA      | $187778.08     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-357627.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144671 | PA      | $140829.48     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                          | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        1394 | NS      | $104089.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   318800000 | PA      | $2850630.46    | 0.03%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                         | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        4182 | NS      | $335898.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19980000 | OU      | $-46407.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                     | Serco Group PLC                                                                 | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |      278208 | NS      | $522239.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35566 | PA      | $32995.50      | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                      | BHG Securitization Trust 2021-B                                                 | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146885 | PA      | $138262.23     | 0.00%             | 2034-10-17      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-682570.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      275000 | PA      | $215998.82     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      620000 | PA      | $620942.03     | 0.01%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                      | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      600000 | PA      | $587316.06     | 0.01%             | 2034-04-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1698.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24905.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6070000 | PA      | $6106961.41    | 0.06%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      912000 | PA      | $746150.97     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                            | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       86210 | NS      | $7703725.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       51264 | NS      | $485982.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      320000 | PA      | $121700.00     | 0.00%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                   | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |        7490 | NS      | $488488.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                   | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        1115 | NS      | $117822.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   403300000 | PA      | $2876032.05    | 0.03%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                      | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      160000 | PA      | $182096.06     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16980000 | PA      | $15642825.00   | 0.14%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                    | Seiko Epson Corp                                                                | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      292100 | NS      | $4249772.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                              | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |       21056 | NS      | $752804.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                        | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       15700 | NS      | $551680.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-547180.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                           | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       44779 | NS      | $1862806.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                               | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1537850000 | PA      | $11776817.57   | 0.11%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                              | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       10644 | NS      | $407799.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                      | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       16736 | NS      | $1288002.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                 | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      140000 | PA      | $98097.51      | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                              | Advance Auto Parts Inc                                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        7918 | NS      | $1164183.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        1000 | PA      | $933.57        | 0.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17229.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                           | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      162834 | NS      | $18808863.15   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                            | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1346400 | PA      | $1090584.00    | 0.01%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                   | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        5855 | NS      | $333559.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      813000 | PA      | $727561.07     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      844000 | PA      | $790214.58     | 0.01%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      985000 | PA      | $780778.20     | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                            | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |       10000 | NS      | $350692.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21586.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133AP4W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182508 | PA      | $155497.25     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4884324.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                            | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        3914 | NS      | $829454.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management                                 | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3519000 | PA      | $3389932.58    | 0.03%             | 2034-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98042 | PA      | $19103.08      | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                          | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       14564 | NS      | $1245222.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9417.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     5721000 | PA      | $5560125.48    | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                             | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-198396.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       84500 | NS      | $939640.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2019-MEAD                                        | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $591715.32     | 0.01%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                              | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3500000 | PA      | $504901.50     | 0.00%             | 2031-11-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      335000 | PA      | $321104.87     | 0.00%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19574.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31307S2J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       89197 | PA      | $85242.67      | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      104047 | NS      | $22952768.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F5BH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91011 | PA      | $84915.52      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        7249 | NS      | $228705.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                      | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5158 | NS      | $234843.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2071969.76    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                              | Petroleo Brasileiro SA                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |       40571 | NS      | $432081.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      610000 | PA      | $583473.49     | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                  | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      405000 | PA      | $389485.25     | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN WTR CAP CORP 0 CP 05/01/2023               | AMERICAN WTR CAP CORP 0 CP 05/01/2023                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4746495.31    | 0.04%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70462.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                   | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       14853 | NS      | $402070.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL Discount 01-27-23               | GENERAL MOTORS FINL Discount 01-27-23                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1554004.92    | 0.01%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                           | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |      112000 | NS      | $670975.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $883001.11     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      105000 | PA      | $72974.92      | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26820.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13043805 | PA      | $190348.25     | 0.00%             | 2025-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65531.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                            | Province of British Columbia Canada                                             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      524000 | PA      | $405746.86     | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133B4CV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122725 | PA      | $111547.34     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                          | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      285000 | PA      | $259809.66     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PARAMETRIC EMERGING MAR                             | AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO                                | CUSIP: 000000000<br>LEI: N4QJ62UMJLEFUPW82466 | Long             | EC               | RF                | US        |      889669 | NS      | $7152940.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1368.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10599.48     | -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      | $-601258.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $109174.15     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                            | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      675000 | PA      | $511620.49     | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    21400000 | OU      | $99460.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2655000 | PA      | $2689817.73    | 0.02%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XFPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      797732 | PA      | $679256.47     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                    | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $636643.50     | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                    | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        4981 | NS      | $4215121.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                             | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       16100 | NS      | $272766.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      114699 | NS      | $4756567.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank and Trust Company                 | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1326.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $555755.28     | 0.01%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1256.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26694.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                      | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145213 | PA      | $139591.14     | 0.00%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YN2T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277739 | PA      | $249602.87     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                      | Barings CLO Ltd 2018-III                                                        | CUSIP: 06760PAC5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |      877180 | PA      | $869651.14     | 0.01%             | 2029-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      280000 | PA      | $245172.07     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $408209.52     | 0.00%             | 2024-04-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12773.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                        | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        5855 | NS      | $222958.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                 | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       70402 | NS      | $2904082.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      705000 | PA      | $414400.39     | 0.00%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23785.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                       | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      331632 | NS      | $645541.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                               | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      125900 | NS      | $3756856.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       69405 | NS      | $6444254.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                         | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       81900 | NS      | $2569428.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3648588.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                      | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $397750.00     | 0.00%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MYAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      819194 | PA      | $809238.69     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                 | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      156000 | PA      | $150900.97     | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| InterContinental Hotels Group                       | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       10891 | NS      | $624912.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                      | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22006 | PA      | $21381.07      | 0.00%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        5716 | NS      | $315580.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21874.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12597.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1083960000 | PA      | $744483.02     | 0.01%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24              | SFE 10 YEAR AUSTRALIAN BOND                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          21 | NC      | $-92123.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                 | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       39516 | NS      | $5925819.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                            | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       14477 | NS      | $4025908.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                                 | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      280000 | PA      | $240548.49     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                    | City of Montreal Canada                                                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147433.53     | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                      | ICG US CLO 2018-1 LTD                                                           | CUSIP: 449258AA0<br>LEI: 63540028G9FPZW4LFZ33 | Long             | ABS-CBDO         | CORP              | KY        |     1621000 | PA      | $1602795.36    | 0.01%             | 2031-04-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      234332 | PA      | $197839.61     | 0.00%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                               | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      440850 | NS      | $28937394.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association               | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $110383.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                 | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       16072 | NS      | $514227.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                            | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       15204 | NS      | $506279.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        9340 | NS      | $488015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2340000 | PA      | $2292834.38    | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                          | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       43176 | NS      | $14305935.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                                         | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      425000 | PA      | $302437.46     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                          | Henley CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |     1465000 | PA      | $1504454.64    | 0.01%             | 2034-04-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-78480.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                 | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      314000 | NS      | $384374.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2137.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     1173000 | PA      | $1159535.37    | 0.01%             | 2031-01-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      522000 | PA      | $474457.09     | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                       | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       27246 | NS      | $1900136.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      581073 | PA      | $533209.04     | 0.00%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                    | NTT Finance Corp                                                                | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2450000 | PA      | $2430871.14    | 0.02%             | 2023-03-03      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                              | TK Elevator Midco GmbH                                                          | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     4815000 | PA      | $4552513.49    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      175000 | PA      | $150855.47     | 0.00%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SMALL CAP VALUE PORTFOL                             | AST SMALL CAP VALUE PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: VJDLIUI6Q37FYO8JPJ71 | Long             | EC               | RF                | US        |     3983819 | NS      | $132701027.48  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                       | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       36092 | NS      | $2495400.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      300000 | PA      | $251438.34     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION               | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-10420.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                          | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      164300 | NS      | $3392795.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-690999.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle Global Market Strategies CLO 2014-3-R Ltd                               | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6694871 | PA      | $6602822.29    | 0.06%             | 2031-07-27      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                      | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       21642 | NS      | $674955.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment C                      | Japan Real Estate Investment Corp                                               | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |         183 | NS      | $803789.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4870.48       | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     1171000 | PA      | $962641.03     | 0.01%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                      | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        9488 | NS      | $1272625.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D            | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   116936349 | NS      | $116889574.50  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                            | Howden Joinery Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |       88761 | NS      | $599347.99     | 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      | $56988.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                       | Exeter Automobile Receivables Trust 2018-3                                      | CUSIP: 30166PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61778 | PA      | $61718.50      | 0.00%             | 2024-06-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27217.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      640000 | PA      | $633465.80     | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                     | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       19200 | NS      | $2875968.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8043.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                       | Credicorp Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |        3148 | NS      | $427057.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                              | Rockford Tower CLO 2018-2 Ltd                                                   | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     4395000 | PA      | $4314812.35    | 0.04%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1991.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A                      | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       21754 | NS      | $5057429.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                          | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        5716 | NS      | $832020.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418B3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32667 | PA      | $29714.50      | 0.00%             | 2031-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                           | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |       34990 | NS      | $416730.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      108978 | NS      | $9265309.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                                         | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1311000 | PA      | $924888.19     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                   | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       45027 | NS      | $814088.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                          | Kellogg Co                                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        5855 | NS      | $417110.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1370000 | PA      | $1109700.00    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                          | Aurium CLO II DAC                                                               | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |     5000000 | PA      | $5130200.67    | 0.05%             | 2034-06-22      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                 | Gilead Sciences Inc                                                             | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      475000 | PA      | $460151.16     | 0.00%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                              | Persol Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |       34000 | NS      | $723171.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $76046.18      | 0.00%             | 2033-08-25      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1423938.26    | 0.01%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-82055.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | French Government Bond s                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -20 | NC      | $80756.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       86593 | NS      | $11717711.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $133084.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122328 | PA      | $120307.92     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YGW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9639 | PA      | $8311.04       | 0.00%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      493178 | NS      | $51995756.54   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                 | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        6962 | NS      | $537678.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                      | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |       15726 | NS      | $827344.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     4033000 | PA      | $4093219.10    | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                  | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       13900 | NS      | $537513.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8417.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       45000 | PA      | $35429.22      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                       | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       21837 | NS      | $1536976.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       55969 | NS      | $8839743.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    -4056000 | OU      | $-25518.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $367044.00     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19028.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        5297 | NS      | $1314238.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEMP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17813 | PA      | $17413.87      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       57000 | PA      | $27645.00      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F5CV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      442615 | PA      | $396037.32     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-147020.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96298 | PA      | $84641.39      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                            | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       11314 | NS      | $931368.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      150000 | PA      | $122526.19     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JAD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197701 | PA      | $189163.57     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -29 | NC      | $89315.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd                                | Pilbara Minerals Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      162908 | NS      | $412523.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NTC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      192158 | PA      | $175400.98     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC              | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-55235.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                | Straumann Holding AG                                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        4247 | NS      | $487008.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                              | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      800000 | PA      | $678290.64     | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                            | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      600000 | PA      | $643776.12     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                               | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2346000 | PA      | $2312302.29    | 0.02%             | 2030-10-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                          | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      523576 | NS      | $26828034.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $393816.90     | 0.00%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138W6RG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198466 | PA      | $185782.25     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $99290.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XFM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      718231 | PA      | $609542.67     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182473 | PA      | $167394.84     | 0.00%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                        | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       16589 | NS      | $619765.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1044581.53    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                      | Crown City CLO IV                                                               | CUSIP: 228233AA0<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3989889.60    | 0.04%             | 2033-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                        | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       20407 | NS      | $3411564.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $99992.29      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                      | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $182551.72     | 0.00%             | 2030-09-25      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10707.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65192.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      275000 | PA      | $296169.45     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      135231 | NS      | $19174403.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3012311.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                          | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       88411 | NS      | $8750036.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-690.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                  | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       97862 | NS      | $913422.54     | 0.01%             |  |  |  | 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      | $109926.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-220676.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     6972000 | PA      | $6488201.83    | 0.06%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                         | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       87628 | NS      | $11361843.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                   | GBP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DFE              | CORP              | DE        |      286000 | NC      | $4080.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X3CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168792 | PA      | $149665.61     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   367050000 | PA      | $2124996.88    | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                            | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         836 | NS      | $233152.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8BD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175543 | PA      | $155168.96     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27024.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $255033.00     | 0.00%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | SWOP CDS CDX.NA.IG.38.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -12550000 | OU      | $-41.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      101000 | PA      | $82843.84      | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                              | ICE US MINI MSCI EAFE INDEX                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        1802 | NC      | $-3054750.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       43225 | NS      | $6679991.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3184300 | PA      | $151026.91     | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      165498 | PA      | $151073.63     | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                        | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       39101 | NS      | $1072149.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18273.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17400.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      765251 | PA      | $653904.12     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     1224105 | NS      | $159047962.65  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $163475.00     | 0.00%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        3920 | NC      | $-2702395.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                          | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      289000 | NS      | $981096.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                 | Boxer Parent Co Inc                                                             | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |      484000 | PA      | $457445.01     | 0.00%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                           | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      149900 | NS      | $4546001.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69498 | PA      | $64582.57      | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                           | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        2230 | NS      | $285239.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   429050000 | PA      | $2822007.39    | 0.03%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                      | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      156136 | NS      | $2201441.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                             | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      145000 | PA      | $139635.00     | 0.00%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2427662.07    | 0.02%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       97614 | NS      | $12661511.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                               | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   265650000 | PA      | $2019163.67    | 0.02%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                            | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      558000 | PA      | $471392.20     | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22212 | PA      | $21820.03      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                         | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       16242 | NS      | $1529870.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                          | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        5283 | NS      | $973287.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                             | Magna International Inc                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       15580 | NS      | $875284.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OVINTIV INC 0 CP 20/01/2023                         | OVINTIV INC 0 CP 20/01/2023                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4395000 | PA      | $4382296.60    | 0.04%             | 2023-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.IG.38.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-214324.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                           | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       12253 | NS      | $1565551.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                       | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      112300 | NS      | $5712795.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      165000 | PA      | $147276.48     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                | China Government International Bond                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2060000 | PA      | $1759338.53    | 0.02%             | 2030-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                   | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       13770 | NS      | $687398.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                         | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       88310 | NS      | $6121328.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                        | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      196700 | NS      | $3469313.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                              | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       21747 | NS      | $468865.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39785.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                       | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $907508.80     | 0.01%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                         | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      230100 | NS      | $4852809.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                    | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       23900 | NS      | $385103.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        9258 | NS      | $3603398.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       57267 | NS      | $2752824.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                             | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      527227 | NS      | $5208996.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85681.24      | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| American Express Co                                 | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       36514 | NS      | $5394943.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXI Ltd                                                    | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2770000 | PA      | $2720594.56    | 0.02%             | 2032-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $589081.86     | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                   | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1265806.23    | 0.01%             | 2023-10-02      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8025000 | PA      | $3760464.84    | 0.03%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      963000 | PA      | $977891.93     | 0.01%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1903638.41    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UGI INTERNATIONAL LLC                               | UGI International LLC                                                           | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |      700000 | PA      | $571595.47     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |        9300 | NS      | $350975.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                         | Balboa Bay Loan Funding 2020-1 Ltd                                              | CUSIP: 05766BAJ7<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9754794.00    | 0.09%             | 2032-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                          | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |       21885 | NS      | $610955.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                        | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       14777 | NS      | $722447.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OBRIGACOES DO TESOURO                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     5125000 | PA      | $2679005.85    | 0.02%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1174908.39    | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450235 | PA      | $415723.58     | 0.00%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4682.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32805.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115723 | PA      | $110635.37     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21617.08      | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       31963 | NS      | $2433662.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $332219.88     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       59790 | NS      | $7927556.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ace Securities Corp.                                | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24862 | PA      | $23112.91      | 0.00%             | 2034-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42718 | PA      | $40864.91      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      180000 | PA      | $110466.43     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      255000 | PA      | $252287.67     | 0.00%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Robert Half International Inc                       | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        2370 | NS      | $174977.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Volvo AB                                            | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      308415 | NS      | $5571084.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                       | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       41198 | NS      | $2911462.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                      | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $775396.88     | 0.01%             | 2027-09-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                       | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $346481.55     | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                              | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     2035000 | PA      | $1759896.24    | 0.02%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| IBM                                                 | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       74564 | NS      | $10505321.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-157654.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       13800 | NS      | $1302720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                     | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      379024 | NS      | $3914712.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                           | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        2370 | NS      | $214816.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       59228 | NS      | $8291920.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13405.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1134000 | PA      | $934512.05     | 0.01%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2317800000 | PA      | $17649248.73   | 0.16%             | 2023-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27184.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                     | Masterbrand Inc                                                                 | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |        8683 | NS      | $65556.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                                 | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1470000 | PA      | $1158892.88    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $897316.06     | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                              | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       21900 | NS      | $347574.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                               | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       30000 | PA      | $20873.20      | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                       | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       68021 | NS      | $1463081.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $303775.89     | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                               | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      320000 | PA      | $352530.36     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Otis Worldwide Corp                                 | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       43843 | NS      | $3433345.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EFSF                                                | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      565000 | PA      | $557158.86     | 0.01%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                   | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12080000 | PA      | $11724188.43   | 0.11%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16078.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2630000 | PA      | $2765664.13    | 0.03%             | 2023-11-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                         | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      386600 | NS      | $5853154.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                              | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $310828.71     | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $211795.10     | 0.00%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                 | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       10720 | NS      | $1877179.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp                                   | Oji Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |       70700 | NS      | $285556.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      525000 | PA      | $493080.07     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127640 | PA      | $108528.39     | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                            | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $374546.17     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20530000 | OU      | $-98120.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-283065.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X92L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54805 | PA      | $52779.23      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $197022.00     | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     3185000 | PA      | $2492915.11    | 0.02%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      342000 | PA      | $192106.00     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $176500.64     | 0.00%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       76804 | NS      | $18912985.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20518.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2350000 | PA      | $2055367.70    | 0.02%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       81195 | NS      | $6636879.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                       | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       15900 | NS      | $535194.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| carsales.com Ltd                                    | carsales.com Ltd                                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |       24380 | NS      | $343088.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                    | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     2346000 | PA      | $2307963.13    | 0.02%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       14934 | NS      | $2398997.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                         | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        7388 | NS      | $853757.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding 2021-4 Ltd                                           | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      337252 | PA      | $332096.51     | 0.00%             | 2029-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31905000 | PA      | $28006607.81   | 0.26%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      579000 | PA      | $530099.85     | 0.00%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                    | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      145311 | NS      | $3833617.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133L8DT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47810 | PA      | $42642.31      | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                      | William Carter Co/The                                                           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2470868.37    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                            | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2265073.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -447 | NC      | $353186.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10007.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44819.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 060505FJ8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      450000 | PA      | $329752.12     | 0.00%             | 2024-04-24      | Fixed         | 3.30%                 | 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      | $-93797.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION               | TRS BCOMTR INDEX                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $408086.96     | 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      | $-658841.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                   | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      365000 | PA      | $311522.31     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46122.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      443204 | PA      | $68252.05      | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                        | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $820889.86     | 0.01%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137703 | PA      | $123832.94     | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3611.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      680000 | PA      | $710994.71     | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       41876 | NS      | $13659113.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                              | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        9354 | NS      | $1550051.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advi                      | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7253152.50    | 0.07%             | 2034-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1673 | NS      | $293711.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB CAPITAL INC                                   | CPPIB Capital Inc                                                               | CUSIP: 22411VAX6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     3419000 | PA      | $3242595.67    | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      175000 | PA      | $159456.11     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                  | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      117827 | NS      | $7527062.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                              | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        3764 | NS      | $343013.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                                 | Province of Alberta Canada                                                      | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1210000 | PA      | $839689.96     | 0.01%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                           | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       12546 | NS      | $314528.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XF2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      973058 | PA      | $828667.17     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      509000 | PA      | $430237.10     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10149.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                                           | Bunge Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |       26100 | NS      | $2603997.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1212000 | PA      | $1179985.42    | 0.01%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | CDS REPUBLIC OF POLAND                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $2460.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YR6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40115 | PA      | $37603.35      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                              | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10840000 | PA      | $1571891.63    | 0.01%             | 2025-11-27      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                        | Anchorage Capital Europe CLO 6 DAC                                              | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1029450.59    | 0.01%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                         | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       28299 | NS      | $314967.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $815901.44     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                           | Gates Industrial Corp PLC                                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |       77884 | NS      | $888656.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage                       | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385000 | PA      | $326821.88     | 0.00%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                   | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |       46500 | NS      | $407613.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                            | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     6250000 | PA      | $6125957.43    | 0.06%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                    | Ocean Trails CLO VII                                                            | CUSIP: 67515WBU9<br>LEI: 549300D1D91PFKUUCT75 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1343128.92    | 0.01%             | 2030-04-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      643366 | PA      | $528645.28     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                 | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      176000 | PA      | $161461.88     | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AST Western Asset Emerging Markets Debt Portfolio   | AST Western Asset Emerging Markets Debt Portfolio                               | CUSIP: 00767H196<br>LEI: X6JO84W15Q5TRG58BQ07 | Long             | EC               | RF                | US        |     1338014 | NS      | $14276604.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE3H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49448 | PA      | $46360.39      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-105529.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      525000 | PA      | $499432.90     | 0.00%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177939.88     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1706982.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1629367.56    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $392044.00     | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                      | CUSIP: 61762DAV3<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |       88628 | PA      | $88321.31      | 0.00%             | 2046-05-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                         | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       18400 | NS      | $2453044.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49997.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                   | Jamestown CLO VI-R Ltd                                                          | CUSIP: 47047LAA7<br>LEI: 254900G01W2J355PT310 | Long             | ABS-CBDO         | CORP              | KY        |      686244 | PA      | $673340.41     | 0.01%             | 2030-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WFBN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58056 | PA      | $52269.02      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                      | Barings Clo Ltd 2020-IIII                                                       | CUSIP: 06762CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      810000 | PA      | $793672.83     | 0.01%             | 2033-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      106703 | NS      | $3805028.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                             | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E5F7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      290000 | PA      | $199251.47     | 0.00%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      754000 | PA      | $663802.62     | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                            | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1451476.08    | 0.01%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48665.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                          | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      146985 | NS      | $4161145.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1106197.85    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      861000 | PA      | $661376.15     | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2270000 | PA      | $1793300.00    | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APA Group                                           | APA Group                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       32613 | NS      | $238381.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3230000 | PA      | $2222683.43    | 0.02%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                      | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     1390000 | NS      | $3080851.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      720000 | PA      | $649852.02     | 0.01%             | 2026-03-25      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $771330.93     | 0.01%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47325.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      940000 | PA      | $846496.97     | 0.01%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56576.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4272000 | PA      | $2832704.20    | 0.03%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                            | Diamond Sports Group LLC / Diamond Sports Finance Co                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3675000 | PA      | $437541.49     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91104 | PA      | $83937.12      | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                       | Citigroup Commercial Mortgage Trust 2015-GC31                                   | CUSIP: 17323YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      787912 | PA      | $750247.92     | 0.01%             | 2048-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132L62M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21381 | PA      | $21107.63      | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      664000 | PA      | $661385.29     | 0.01%             | 2026-04-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13383 | NS      | $396672.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                        | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        3067 | NS      | $205028.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                            | OZLM VI Ltd                                                                     | CUSIP: 67108LAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7221537 | PA      | $7057246.75    | 0.06%             | 2031-04-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7257.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                             | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2927 | NS      | $430795.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Inc                            | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      122099 | NS      | $8577454.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                               | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        5716 | NS      | $473799.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      580744 | PA      | $493085.84     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3141.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       38710 | NS      | $653424.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                        | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-487.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1414.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33674.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15882.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                            | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       93082 | NS      | $9279066.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1381000 | PA      | $1404737.58    | 0.01%             | 2024-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8580.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                     | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       24417 | NS      | $1743617.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                           | BPR Trust 2021-TY                                                               | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $543618.06     | 0.00%             | 2038-09-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                          | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       13516 | NS      | $1329489.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     2205000 | PA      | $1952888.17    | 0.02%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                          | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        8277 | NS      | $1596967.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings In                      | Nomura Real Estate Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       17300 | NS      | $369922.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1160000 | PA      | $1001282.54    | 0.01%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Venture Corp Ltd                                    | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |      101000 | NS      | $1287364.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telos CLO Ltd                                       | Telos CLO 2013-4 Ltd                                                            | CUSIP: 87974HAS0<br>LEI: 635400UODWAQKOLDKL79 | Long             | ABS-CBDO         | CORP              | KY        |     1681373 | PA      | $1655578.29    | 0.02%             | 2030-01-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                    | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |     2930000 | PA      | $2843489.70    | 0.03%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      687000 | PA      | $654991.62     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       53028 | NS      | $18208754.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198044.66     | 0.00%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                           | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       49832 | NS      | $7067174.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      457000 | PA      | $47736.04      | 0.00%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                         | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1360000 | PA      | $1106390.19    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EP6F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101594 | PA      | $97565.95      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2560812.69    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BPR Trust                                           | BPR Trust 2021-TY                                                               | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1119868.92    | 0.01%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5563.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                                   | XPO LOGISTICS INC                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       58937 | NS      | $1962012.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      590000 | PA      | $537783.96     | 0.00%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9091.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                       | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        5716 | NS      | $479686.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                            | OZLM XI Ltd                                                                     | CUSIP: 67109UAS1<br>LEI: 5493009CITK5BZZY6417 | Long             | ABS-CBDO         | CORP              | KY        |     3556127 | PA      | $3502809.82    | 0.03%             | 2030-10-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | IRS COP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-41354.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5165000 | PA      | $992778.48     | 0.01%             | 2028-06-20      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -21400000 | OU      | $-29326.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13651.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                           | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       21181 | NS      | $2653004.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $287014.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8ZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      701782 | PA      | $628110.78     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                               | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        8900 | NS      | $5415948.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                              | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc           | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1036000 | PA      | $925897.29     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                      | HPS Loan Management 11-2017 Ltd                                                 | CUSIP: 40436VAE1<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |     1675532 | PA      | $1661602.55    | 0.02%             | 2030-05-06      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      380000 | PA      | $227115.62     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      175000 | PA      | $149090.56     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      328000 | PA      | $209920.61     | 0.00%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WASTE MGMT INC 0 CP 23/01/2023                      | WASTE MGMT INC 0 CP 23/01/2023                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3813157.80    | 0.03%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      550000 | PA      | $486964.85     | 0.00%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                | New England Power Co                                                            | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |      284000 | PA      | $173592.07     | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3599.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Static Senior Loan Fund                       | Atlas Static Senior Loan Fund I Ltd                                             | CUSIP: 04942PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9750000 | PA      | $9713049.45    | 0.09%             | 2030-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                        | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      760000 | PA      | $612428.23     | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                        | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      590000 | PA      | $590513.74     | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                         | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      292900 | NS      | $6330777.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                   | Montreal Exchange 10 Year Canadian Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -57 | NC      | $105864.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                            | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       82919 | NS      | $4428703.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       47776 | NS      | $4901339.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      330000 | PA      | $265229.38     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Cantor Commercial Real Estate                       | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1070000 | PA      | $907466.04     | 0.01%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      170000 | PA      | $132741.85     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CPIC                                                | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      485000 | NS      | $1072488.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23862.09      | 0.00%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $457635.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                      | University of California                                                        | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      485000 | PA      | $419291.77     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2096949.64    | 0.02%             | 2027-01-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418MC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20341 | PA      | $21153.48      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24439.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $400078.55     | 0.00%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON                                          | CON EDISON                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5682265.42    | 0.05%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                          | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        5855 | NS      | $771747.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                            | Adtalem Global Education Inc                                                    | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |      200487 | PA      | $198624.94     | 0.00%             | 2028-08-12      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QKRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267683 | PA      | $218428.64     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                         | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      221860 | NS      | $9591007.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-361915.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $74842.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                   | Pension Insurance Corp PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |     1360000 | PA      | $1475512.84    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                             | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102129.75     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                              | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      421500 | NS      | $2818522.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        3206 | NS      | $359296.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      244755 | NS      | $8801308.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                              | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     1428010 | NS      | $8239533.67    | 0.08%             |  |  |  | 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      | $-23209.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1235000 | PA      | $1050748.99    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63197.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                       | Mastr Asset Backed Securities Trust 2004-OPT2                                   | CUSIP: 57643LEV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20762 | PA      | $16612.53      | 0.00%             | 2034-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YNB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83231 | PA      | $79623.45      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                      | Santander Drive Auto Receivables Trust 2021-1                                   | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      345000 | PA      | $325886.66     | 0.00%             | 2026-11-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                 | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       81000 | PA      | $77452.05      | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       22041 | NS      | $5431343.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2081671.47    | 0.02%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       65017 | NS      | $13463070.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      526000 | PA      | $286858.36     | 0.00%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1691500.99    | 0.02%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        1394 | NS      | $196400.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                  | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        1533 | NS      | $544858.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      885000 | PA      | $838547.05     | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      518000 | PA      | $448019.27     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                  | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $990703.80     | 0.01%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     1621538 | NS      | $8720865.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties Inc                               | Boston Properties Inc                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        8409 | NS      | $568280.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Symrise AG                                          | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       22159 | NS      | $2406579.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                   | Battalion CLO XII Ltd                                                           | CUSIP: 07133RAA3<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |     1465000 | PA      | $1434700.14    | 0.01%             | 2031-05-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      520000 | PA      | $399880.55     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1392929.64    | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                      | ICG US Clo 2020-1 Ltd                                                           | CUSIP: 449251AL1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |     7750000 | PA      | $7473218.83    | 0.07%             | 2035-01-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                                | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       78093 | NS      | $3353313.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FINNISH GOVERNMENT                                  | Finland Government Bond                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      399000 | PA      | $259772.30     | 0.00%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SCSK Corp                                           | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       24900 | NS      | $376904.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Group Inc                              | Berry Global Group Inc                                                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       69900 | NS      | $4224057.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                               | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     3504349 | NS      | $5325303.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227158 | PA      | $215444.68     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $823.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                       | Welltower Inc                                                                   | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1034832.79    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20201.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                           | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $179595.73     | 0.00%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      225000 | PA      | $243903.72     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                  | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      311238 | NS      | $963361.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      735000 | PA      | $560728.81     | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAA3<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1757000 | PA      | $1733646.31    | 0.02%             | 2031-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OSG Corp                                            | OSG Corp                                                                        | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |       40800 | NS      | $558651.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $248766.20     | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39804 | PA      | $36306.30      | 0.00%             | 2030-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4265000 | PA      | $2787220.20    | 0.03%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61504.40      | 0.00%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                         | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        5716 | NS      | $289000.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42081 | PA      | $40253.53      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture 32 CLO Ltd                                                              | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5857353.00    | 0.05%             | 2031-07-18      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38635.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      436298 | PA      | $387738.58     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4342.58      | -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      | $58813.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                           | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       66300 | NS      | $727504.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FTAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78226 | PA      | $74782.71      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4980000 | PA      | $2064560.14    | 0.02%             | 2043-05-15      | None          | 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      | $-7758.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                            | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      408238 | NS      | $5840289.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      420000 | PA      | $378973.16     | 0.00%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18095.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      128000 | PA      | $109621.69     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63622.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                            | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       17147 | NS      | $501035.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WKNC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327065 | PA      | $303381.14     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                   | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       23039 | NS      | $1931820.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6GL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      641079 | PA      | $594723.52     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                        | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        7675 | NS      | $2979778.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                       | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      232972 | NS      | $2739833.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORR COMM/HLDGS                              | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc               | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1096000 | PA      | $1087780.00    | 0.01%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2021-4                                             | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      535673 | PA      | $518542.64     | 0.00%             | 2031-09-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       37000 | PA      | $27316.45      | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33546.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2630.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                    | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        5158 | NS      | $374316.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      355000 | PA      | $358120.60     | 0.00%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2901.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1232665.27    | 0.01%             | 2024-06-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $50726.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       20244 | NS      | $6303374.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XCB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      414190 | PA      | $353725.67     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      107847 | NS      | $9258664.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1874274.75    | 0.02%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| SOUTH COAST BRIT COL TRA                            | South Coast British Columbia Transportation Authority                           | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $355428.36     | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      475000 | PA      | $476971.30     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       14574 | NS      | $4492581.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $122849.28     | 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      | $-17599.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       22412 | NS      | $3251084.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                       | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       10455 | NS      | $685325.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receiva                      | Americredit Automobile Receivables Trust 2019-2                                 | CUSIP: 03066KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138774 | PA      | $137396.97     | 0.00%             | 2025-04-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      215000 | PA      | $153583.30     | 0.00%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      775000 | PA      | $647296.31     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4831000000 | PA      | $298446.72     | 0.00%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2831000 | PA      | $2609828.13    | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27399.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2014-1 Ltd                                                    | CUSIP: 69688XAS0<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     1173000 | PA      | $1161182.96    | 0.01%             | 2031-01-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| City Developments Ltd                               | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |      379000 | NS      | $2329835.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      170000 | PA      | $141557.43     | 0.00%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                               | Aeroporti di Roma SpA                                                           | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     1155000 | PA      | $916716.61     | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                     | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      220266 | NS      | $2359479.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RUC0QBLBRPRCU4W1NE59 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1251817.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      452781 | NS      | $458539.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13491.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       25527 | NS      | $2047520.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $729186.87     | 0.01%             | 2052-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WNG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      235329 | PA      | $218166.69     | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                              | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      431200 | NS      | $10914363.52   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227098 | PA      | $215379.83     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                         | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       83981 | NS      | $1948359.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      590748 | PA      | $502442.23     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                        | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       35794 | NS      | $2299764.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52425.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-282999.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                      | Kane Bidco Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |     3150000 | PA      | $3160799.77    | 0.03%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                      | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385000 | PA      | $335684.77     | 0.00%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3119000 | PA      | $1490663.67    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                                        | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         976 | NS      | $243638.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       39291 | NS      | $4573079.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                        | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        8398 | NS      | $3316168.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-701281.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       32333 | NS      | $2754771.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                | Everest Re Group Ltd                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         976 | NS      | $323319.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      182000 | PA      | $178713.25     | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      215000 | PA      | $187624.00     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      230000 | PA      | $193558.39     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                   | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        6800 | NS      | $1392232.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON GAS COMPANY                                  | Boston Gas Co                                                                   | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      374000 | PA      | $321649.16     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      506000 | PA      | $463426.57     | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XEC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269290 | PA      | $247252.21     | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      345000 | PA      | $243549.93     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                               | BOC Aviation USA Corp                                                           | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |      628000 | PA      | $596265.28     | 0.01%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $769172.03     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      392202 | NS      | $34800083.46   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1591957.78    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                           | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1115640.20    | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EFSF                                                | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      953000 | PA      | $771753.20     | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      735000 | PA      | $557778.38     | 0.01%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47223 | PA      | $43328.31      | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                       | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        7249 | NS      | $646175.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| COMM Mortgage Trust                                 | COMM 2015-LC21 Mortgage Trust                                                   | CUSIP: 12593FBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      621637 | PA      | $589074.04     | 0.01%             | 2048-07-10      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11095.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22940000 | OU      | $-39058.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-932.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc                                         | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        2649 | NS      | $514859.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-129626.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                   | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       43495 | NS      | $354432.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                           | FleetCor Technologies Inc                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        1812 | NS      | $332828.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      850000 | PA      | $726568.83     | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7770.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                 | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      144900 | NS      | $453453.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                  | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     4175000 | PA      | $3833115.86    | 0.03%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YVEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176899 | PA      | $158805.48     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       32950 | NS      | $4799826.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      315000 | PA      | $259072.65     | 0.00%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      421000 | PA      | $354408.91     | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION           | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3197.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                               | Kirin Holdings Co Ltd                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       73300 | NS      | $1117197.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        9772 | NS      | $3900591.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                  | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      370969 | NS      | $3619349.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                              | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     3019000 | PA      | $2570194.98    | 0.02%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418NZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7106 | PA      | $7023.59       | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2100000 | PA      | $1957983.70    | 0.02%             | 2027-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         836 | NS      | $335411.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43629 | PA      | $40519.00      | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -515 | NC      | $1740008.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                            | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $306701.65     | 0.00%             | 2029-03-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      232085 | NS      | $31122598.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust 2019-2                                                   | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228721 | PA      | $221966.31     | 0.00%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75984.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                      | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $262071.12     | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $83240.87      | 0.00%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $144764.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37280.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67442.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                          | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       23482 | NS      | $424356.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4197.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      425000 | PA      | $414919.23     | 0.00%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YD4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7744 | PA      | $7260.93       | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       22764 | NS      | $2344464.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1795.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                 | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1199 | NS      | $754950.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI BANQUE SA                                       | RCI Banque SA                                                                   | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $532130.97     | 0.00%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        6816 | NS      | $703688.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138A9NJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72505 | PA      | $69630.53      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                    | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       80668 | NS      | $726328.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                         | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        6273 | NS      | $613687.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FXGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218665 | PA      | $214291.15     | 0.00%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                  | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     1220000 | PA      | $971009.59     | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASHLAND SERVICES BV                                 | Ashland Services BV                                                             | CUSIP: 000000000<br>LEI: 549300S52OPXPKGJS029 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $1907785.96    | 0.02%             | 2028-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $48836.11      | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1668.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1041000 | PA      | $894334.88     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -311 | NC      | $371545.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       38305 | NS      | $1241082.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Unibail-Rodamco-Westfield                           | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       12400 | NS      | $648224.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                               | KKR CLO 18 Ltd                                                                  | CUSIP: 48251JAL7<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |      848819 | PA      | $838729.18     | 0.01%             | 2030-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      185000 | PA      | $187517.55     | 0.00%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     2035000 | PA      | $2022381.26    | 0.02%             | 2025-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169223 | PA      | $143845.05     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                      | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $140762.37     | 0.00%             | 2030-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      125000 | PA      | $133841.08     | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                           | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       10037 | NS      | $659430.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3176.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties                       | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       19188 | NS      | $999502.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL EURO FINCO                                  | Digital Euro Finco LLC                                                          | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1757786.93    | 0.02%             | 2028-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                            | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        5014 | NS      | $973969.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        2370 | NS      | $265155.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co Ltd                                       | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |        8800 | NS      | $317349.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $346578.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                           | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       42457 | NS      | $773104.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                       | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        2370 | NS      | $242308.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $908464.62     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      173798 | NS      | $10909857.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Aristocrat Leisure Ltd                              | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      162642 | NS      | $3351369.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      872915 | PA      | $711723.38     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      135000 | PA      | $79868.20      | 0.00%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      112936 | NS      | $59876408.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6749.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp                                          | Lixil Corp                                                                      | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |       25100 | NS      | $378410.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                        | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      165607 | NS      | $3822313.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                          | GLP J-Reit                                                                      | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |         348 | NS      | $400783.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2459000 | PA      | $2014303.64    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                      | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    11595000 | PA      | $11378411.20   | 0.10%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| St Pauls CLO                                        | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    10500000 | PA      | $10926786.33   | 0.10%             | 2032-01-17      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1765000 | PA      | $1453968.48    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159363 | PA      | $135376.84     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      135000 | PA      | $112921.89     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-486969.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $936414.40     | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      355000 | PA      | $333200.78     | 0.00%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2899.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                   | Bank of China Ltd                                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |      781000 | NS      | $282666.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                              | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1577003.23    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12439.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                         | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      283623 | NS      | $777589.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                           | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       29100 | NS      | $2784243.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                            | ZOZO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       40200 | NS      | $992769.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      799082 | PA      | $683057.37     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                             | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      790000 | PA      | $170416.11     | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                        | Organon & Co                                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        5716 | NS      | $159647.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      399000 | PA      | $218184.64     | 0.00%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                             | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        3534 | NS      | $298693.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                             | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     2000000 | PA      | $270163.42     | 0.00%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312946JS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      104695 | PA      | $103904.47     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2927 | NS      | $351444.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                        | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |        2720 | NS      | $375652.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    19420000 | OU      | $4650.21       | 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      | $-242.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                 | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44722.22      | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                      | Credit Acceptance Auto Loan Trust 2021-2                                        | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      867000 | PA      | $833789.74     | 0.01%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       47805 | NS      | $4250820.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1525422.41    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3624 | NS      | $75415.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      222833 | NS      | $33772569.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |       75000 | PA      | $88627.43      | 0.00%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                          | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      213381 | NS      | $34484503.41   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                | BANK 2019-BNK24                                                                 | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $165061.17     | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO X LTD                                                             | CUSIP: 94949WAM8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |     3977000 | PA      | $3829299.79    | 0.03%             | 2032-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       70582 | NS      | $15125722.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5943.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      155000 | PA      | $125155.17     | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2494000 | PA      | $2564051.77    | 0.02%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2126545.16    | 0.02%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        2649 | NS      | $595945.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                         | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        3206 | NS      | $572527.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                | Range Resources Corp                                                            | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2111249.09    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      198462 | NS      | $604928.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                             | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      177000 | NS      | $1162844.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17104.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       19656 | NS      | $1914101.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       16000 | PA      | $15892.50      | 0.00%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                          | Diageo PLC                                                                      | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       11030 | NS      | $1965435.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Natural Resources Ltd                      | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        3836 | NS      | $213019.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41383.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGH YIELD BOND PORT                                | AST HIGH YIELD BOND PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: 549300PINZDPHVMK2484 | Long             | EC               | RF                | US        |     2166217 | NS      | $23806723.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      455000 | PA      | $460573.14     | 0.00%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                             | New Fortress Energy Inc                                                         | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11330 | NS      | $480618.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -17820000 | OU      | $-1276.30      | -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      | $-307532.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28198 | PA      | $29278.37      | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -312 | NC      | $423483.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAPITAL PLC                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202609.84     | 0.00%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      182000 | PA      | $145607.29     | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-292659.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                             | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        3624 | NS      | $305503.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc                                  | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        4879 | NS      | $1170764.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26495000 | PA      | $19920928.13   | 0.18%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                         | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     1807378 | PA      | $1932521.53    | 0.02%             | 2031-08-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      311000 | PA      | $278330.98     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      273110 | NS      | $9187420.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                              | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        6413 | NS      | $169174.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BAT INTL FINANCE PLC                                | BAT International Finance PLC                                                   | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      830000 | PA      | $796977.87     | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1043758.74    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23573.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                            | Capital One Financial Corp                                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1128116.89    | 0.01%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                     | Hanesbrands Inc                                                                 | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40467.69      | 0.00%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29943.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1025000 | PA      | $804530.81     | 0.01%             | 2032-05-12      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7851.73       | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129951.42     | 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      | $12710.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      195000 | PA      | $161776.19     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                   | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       17200 | NS      | $858162.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                     | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $585904.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26683.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27152000 | PA      | $25595002.50   | 0.23%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-809.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J7TX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162055 | PA      | $151539.69     | 0.00%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                             | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      296139 | NS      | $6090673.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $81376.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      506000 | PA      | $390885.00     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75284 | PA      | $74715.54      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                               | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       12756 | NS      | $1653815.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                       | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      311284 | NS      | $8268029.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                             | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        4050 | NS      | $789726.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-102671.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      835000 | PA      | $708550.61     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                              | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $145736.42     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $188653.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                      | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $412701.27     | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      248169 | PA      | $223249.22     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12180.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      925000 | PA      | $891677.68     | 0.01%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     4143000 | PA      | $3961963.58    | 0.04%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-249681.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HESS CORP                                           | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      486000 | PA      | $465119.07     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                            | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        2788 | NS      | $333946.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                       | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      176135 | NS      | $13689212.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       55000 | PA      | $24483.59      | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                         | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      170452 | NS      | $5993092.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42408000 | PA      | $29069358.75   | 0.27%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                            | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7238.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund                      | Nomura Real Estate Master Fund Inc                                              | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |         314 | NS      | $389012.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      373469 | PA      | $334204.26     | 0.00%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36019.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                           | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |        7000 | NS      | $670450.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                      | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       48072 | NS      | $11132033.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36184LF59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29581 | PA      | $29392.55      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-336.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                      | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      337000 | PA      | $325310.28     | 0.00%             | 2026-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       41551 | NS      | $6521429.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      463816 | PA      | $426027.18     | 0.00%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                   | Montreal Exchange 5 Year Canadian Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -5 | NC      | $455.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1090000 | PA      | $927048.93     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VF Corp                                             | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        7667 | NS      | $211685.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kongsberg Gruppen ASA                               | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        8264 | NS      | $351747.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                         | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2091 | NS      | $944337.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argent Securities Inc.                              | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10    | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16068 | PA      | $15374.58      | 0.00%             | 2034-10-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                              | First Republic Bank/CA                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        4182 | NS      | $509743.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                       | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      694000 | PA      | $563850.50     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                          | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      181961 | NS      | $2543297.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       90000 | PA      | $71356.47      | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        3485 | NS      | $362893.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      166212 | PA      | $149606.44     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                               | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     2930000 | PA      | $2871502.26    | 0.03%             | 2031-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1083760.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79019 | PA      | $77490.52      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                      | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       33150 | NS      | $24123032.21   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-75909.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                               | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        7495 | NS      | $1052557.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture 39 CLO Ltd                                                              | CUSIP: 92332TAB8<br>LEI: 549300VI1BOFEK7C6D74 | Long             | ABS-CBDO         | CORP              | KY        |      867000 | PA      | $840563.35     | 0.01%             | 2033-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| KFW                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1215000 | PA      | $917016.04     | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                            | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     1500000 | PA      | $1282801.21    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108223 | PA      | $91226.31      | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                              | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      111003 | NS      | $4874916.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                          | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       14498 | NS      | $1465312.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CP COMBOIOS DE PORTUGAL                             | CP - Comboios de Portugal EPE                                                   | CUSIP: 000000000<br>LEI: 549300VXFS1QY0HKKT27 | Long             | DBT              | CORP              | PT        |     1450000 | PA      | $1683961.29    | 0.02%             | 2030-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                   | ONEOK Partners LP                                                               | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      800000 | PA      | $797359.46     | 0.01%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7726.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                    | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      294595 | NS      | $5653889.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      389000 | PA      | $365698.88     | 0.00%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $181522.00     | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                         | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       39324 | NS      | $11595861.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                             | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      255000 | PA      | $237589.98     | 0.00%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85888.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                      | PDC Energy Inc                                                                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |        7970 | NS      | $505935.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5010.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31410G4K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22062 | PA      | $22816.47      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                      | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        8683 | NS      | $495886.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                            | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     3400000 | PA      | $2753455.12    | 0.03%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      585000 | PA      | $514696.77     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13769.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      245000 | PA      | $236311.81     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -976 | NC      | $3102861.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2006.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      105000 | PA      | $95582.81      | 0.00%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34929 | PA      | $34625.94      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        4404 | NC      | $-4225494.82   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                           | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       16868 | NS      | $1062515.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                             | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        2509 | NS      | $301180.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93043 | PA      | $86061.29      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                            | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52480.80      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shimano Inc                                         | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        4500 | NS      | $711085.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                            | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104414.56     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                 | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4285000 | PA      | $936960.73     | 0.01%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      155000 | PA      | $147322.39     | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2669763.11    | 0.02%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26512 | PA      | $25501.70      | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 29878TBE3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      300000 | PA      | $227381.83     | 0.00%             | 2037-01-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1076000 | PA      | $935877.07     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                              | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4089000 | PA      | $806274.07     | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                              | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1394 | NS      | $200052.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $534174.96     | 0.00%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing                      | Capitaland Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      166700 | NS      | $460707.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      298682 | PA      | $273510.40     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                    | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |      101600 | NS      | $3187261.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                           | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       16150 | NS      | $384611.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                          | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        2927 | NS      | $178576.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAPITAL PLC                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1055000 | PA      | $1080746.22    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                    | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        9758 | NS      | $1323575.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                          | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       47640 | NS      | $3642078.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      791000 | PA      | $702487.10     | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                    | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |      360000 | PA      | $363588.16     | 0.00%             | 2024-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $273388.60     | 0.00%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      665000 | PA      | $519807.82     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      993630 | PA      | $956450.12     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      831932 | PA      | $776041.37     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCSoft Corp                                         | NCSoft Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         931 | NS      | $332575.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       35000 | PA      | $30529.90      | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70393.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      118000 | PA      | $106556.96     | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      630000 | PA      | $484438.87     | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $141329.63     | 0.00%             | 2025-06-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                             | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      724833 | NS      | $6036994.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      426000 | PA      | $402476.06     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1555034.97    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                  | TSE Japanese 10 Year Bond s                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         -13 | NC      | $289379.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                       | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      111500 | NS      | $1084895.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                       | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        3800 | NS      | $549062.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insuranc                      | Samsung Fire & Marine Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |        5459 | NS      | $863832.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                     | Xcel Energy Inc                                                                 | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      785000 | PA      | $755702.98     | 0.01%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                            | Regie Autonome des Transports Parisiens                                         | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      378893 | PA      | $345195.23     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      353175 | PA      | $289864.26     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                              | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      668000 | PA      | $350738.76     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clariant AG                                         | Clariant AG                                                                     | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |       24510 | NS      | $389254.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      925000 | PA      | $825010.82     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        6691 | NS      | $333546.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      285000 | PA      | $237400.00     | 0.00%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                   | Komercni Banka AS                                                               | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |       18305 | NS      | $528976.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                      | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       33644 | NS      | $3194497.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3752.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2021-Z1                                       | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      359040 | PA      | $348925.83     | 0.00%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                      | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        5500 | NS      | $520905.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                             | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        5513 | NS      | $345058.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux SAEM                          | La Francaise des Jeux SAEM                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       59425 | NS      | $2391175.10    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       48213 | NS      | $6544914.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2664000 | PA      | $231620.13     | 0.00%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      365472 | PA      | $313560.71     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                             | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2499105.72    | 0.02%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14760.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30426 | PA      | $30202.06      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    -4056000 | OU      | $-14936.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      118000 | PA      | $84762.65      | 0.00%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56971.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                                        | China Petroleum & Chemical Corp                                                 | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |     1800000 | NS      | $867261.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                           | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      316347 | NS      | $852513.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      675000 | PA      | $588783.33     | 0.01%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2118470.76    | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                      | Westlake Automobile Receivables Trust 2019-2                                    | CUSIP: 96041LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      795000 | PA      | $791788.36     | 0.01%             | 2025-04-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BWJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20616 | PA      | $19722.84      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      691000 | PA      | $558733.02     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4000000 | PA      | $3827500.00    | 0.03%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11875.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                            | Microchip Technology Inc                                                        | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1443407.69    | 0.01%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       32481 | NS      | $1234278.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39936 | PA      | $39038.78      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2245.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1129497.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138AJNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101085 | PA      | $99917.95      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $967.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      230000 | PA      | $167770.41     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                      | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       24825 | NS      | $1841766.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                         | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       11999 | NS      | $875997.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                               | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        2788 | NS      | $436154.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      284000 | PA      | $179593.82     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31292LNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41537 | PA      | $39934.19      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $127857.65     | 0.00%             | 2034-01-25      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      150000 | PA      | $123010.78     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $113592.96     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Co                      | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       19763 | NS      | $2065628.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9516.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                  | Balder Finland Oyj                                                              | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |     1155000 | PA      | $819920.24     | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1327049.99    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Advanced Micro Devices Inc                          | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       58455 | NS      | $3786130.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        3206 | NS      | $456855.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      605000 | PA      | $590115.51     | 0.01%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TROWE NATURAL RESOURCES                             | AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1093493 | NS      | $31623810.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications PLC                                                  | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      330000 | PA      | $292437.37     | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $289158.00     | 0.00%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                         | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |     2930000 | PA      | $2863527.67    | 0.03%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $164117.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                           | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       10626 | NS      | $5080049.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214633 | PA      | $4965.41       | 0.00%             | 2027-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12490.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9426.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65253.07      | 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      | $118087.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      305000 | PA      | $306524.04     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Japan Post Holdings Co Ltd                          | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      896400 | NS      | $7542271.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LUSZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138378 | PA      | $129528.95     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22354.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                    | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        2509 | NS      | $206917.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIG CLO Ltd                                         | AIG CLO 2019-2 Ltd                                                              | CUSIP: 00142MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2080000 | PA      | $2038438.27    | 0.02%             | 2033-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                       | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      658400 | NS      | $7542596.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       78937 | NS      | $24933040.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3206.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11376.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   167300000 | PA      | $1416600.51    | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                        | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       38585 | NS      | $645370.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117582.68     | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | SOUND POINT CLO III-R LTD                                                       | CUSIP: 83611LAA8<br>LEI: 5493006VH6ZUE3FHGC30 | Long             | ABS-CBDO         | CORP              | KY        |      854079 | PA      | $843534.80     | 0.01%             | 2029-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50047 | PA      | $46927.08      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43849.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                  | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        2370 | NS      | $375550.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8284995 | PA      | $7771632.20    | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6863.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                        | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      226136 | NS      | $305351.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19558 | PA      | $18730.73      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                           | Anhui Conch Cement Co Ltd                                                       | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |       80500 | NS      | $280499.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                              | Teck Resources Ltd                                                              | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |          -0 | PA      | $0.00          | 0.00%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corp                                      | Hoshizaki Corp                                                                  | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |       11500 | NS      | $404363.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2933.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14139.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                   | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |       51518 | NS      | $826451.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XTAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1604888 | PA      | $1529358.04    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                           | IQVIA Inc                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $4571312.94    | 0.04%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                        | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      331977 | NS      | $5353907.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       96000 | PA      | $80694.44      | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                      | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       23400 | NS      | $748093.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                  | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       35800 | NS      | $1316879.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                             | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $515605.61     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                        | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         432 | NS      | $1065389.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       17916 | NS      | $4152033.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                         | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       12702 | NS      | $8320191.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8398.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                 | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      185786 | NS      | $4628140.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      346807 | PA      | $342011.24     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       47000 | PA      | $44420.59      | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29971.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37011.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27996.45      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                         | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      385000 | PA      | $368810.06     | 0.00%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      425000 | PA      | $385041.82     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68093 | PA      | $60947.73      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                      | CarVal CLO IV Ltd                                                               | CUSIP: 14687EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3412963.40    | 0.03%             | 2034-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5930000 | PA      | $5148907.81    | 0.05%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45510.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      865434 | PA      | $706778.30     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      145000 | PA      | $137116.64     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                              | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       17792 | NS      | $1277433.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      955000 | PA      | $910907.84     | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                         | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       13243 | NS      | $626658.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      400000 | PA      | $326950.00     | 0.00%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                    | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       19100 | NS      | $1100058.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23520000 | OU      | $-64569.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                  | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |   145742814 | NS      | $1434109284.94 | 13.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                             | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      720000 | PA      | $588306.35     | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                 | LCM 34 Ltd                                                                      | CUSIP: 50203CAA1<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22088632.48   | 0.20%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                      | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         502 | NS      | $725615.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      645000 | PA      | $648755.19     | 0.01%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                       | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       12546 | NS      | $2389887.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                           | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |        9401 | NS      | $1117802.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                             | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      270000 | PA      | $226428.75     | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                              | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       85000 | PA      | $56119.30      | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      460000 | PA      | $373579.34     | 0.00%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                      | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        2745 | NS      | $604449.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16612.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                         | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      450000 | PA      | $348896.74     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      628000 | PA      | $505736.25     | 0.00%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                 | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       95000 | PA      | $86410.96      | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                | BAT International Finance PLC                                                   | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     2035000 | PA      | $1926052.83    | 0.02%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                          | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       34400 | NS      | $5006031.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      874770 | PA      | $717685.08     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29802 | PA      | $28676.56      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                       | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        2091 | NS      | $593383.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                           | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       90767 | NS      | $1444740.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      304780 | PA      | $268072.19     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21257.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                         | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1305000 | PA      | $1187550.00    | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1065460.40    | 0.01%             | 2038-06-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1839600.14    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2021-Z2                                       | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663096 | PA      | $634372.16     | 0.01%             | 2026-11-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133A1EH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      171539 | PA      | $152095.14     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                              | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        2927 | NS      | $404891.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       96515 | NS      | $3171482.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AST T Rowe Price Large-Cap Growth Portfolio         | AST T Rowe Price Large-Cap Growth Portfolio                                     | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |     7193393 | NS      | $363050550.56  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1520000 | PA      | $1341123.99    | 0.01%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     4080000 | PA      | $4226313.22    | 0.04%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                   | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       63658 | NS      | $1686937.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-550213.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                      | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346135 | PA      | $319952.59     | 0.00%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1598000 | PA      | $896769.04     | 0.01%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      330000 | PA      | $258183.28     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2314000 | PA      | $2014981.86    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4323.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                            | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      105000 | PA      | $86883.89      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29073.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                              | Marlette Funding Trust 2021-3                                                   | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180525 | PA      | $178172.15     | 0.00%             | 2031-12-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      165571 | PA      | $151143.06     | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                     | PSP Capital Inc                                                                 | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     2007000 | PA      | $1708833.26    | 0.02%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                   | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      421100 | NS      | $8489474.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       17637 | NS      | $4185789.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                         | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       15354 | NS      | $2757885.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19942.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      480000 | PA      | $542932.70     | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      377000 | PA      | $311724.67     | 0.00%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31402.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                             | Bank of New York Mellon/The                                                     | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      715000 | PA      | $714401.72     | 0.01%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    12114500 | PA      | $603715.40     | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      364297 | PA      | $310249.91     | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-131.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                       | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       90046 | NS      | $4014250.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      975000 | PA      | $939076.84     | 0.01%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: —       |
| HubSpot Inc                                         | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        3222 | NS      | $931576.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                      | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        1115 | NS      | $242958.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                  | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       12564 | NS      | $1032886.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                          | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23881 | NS      | $4410581.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39055.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                         | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        6300 | NS      | $651987.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                            | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        4200 | NS      | $561540.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       21829 | NS      | $12021012.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      510000 | PA      | $441859.95     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TFI International Inc                               | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       18772 | NS      | $1881705.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME6B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94206 | PA      | $88183.80      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                 | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       16540 | NS      | $1347017.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      194551 | NS      | $16198316.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                          | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       10500 | NS      | $514080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $227859.38     | 0.00%             | 2025-09-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                               | KKR CLO 11 Ltd                                                                  | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $7925688.00    | 0.07%             | 2031-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33391.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                              | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      940000 | PA      | $537695.86     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       21206 | NS      | $603310.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2431.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                          | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       47374 | NS      | $8205176.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                        | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       47519 | NS      | $26569298.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                           | Towd Point Mortgage Trust 2019-MH1                                              | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64196 | PA      | $62907.85      | 0.00%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L23B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140488 | PA      | $114709.71     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                        | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      130000 | PA      | $86490.22      | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1986000 | PA      | $1865807.67    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6152.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1216.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                          | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $206421.30     | 0.00%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $789038.73     | 0.01%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132KE4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72697 | PA      | $68240.75      | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1047746.15    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                     | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $47027.50      | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $156549.80     | 0.00%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                               | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328100000 | PA      | $2421088.00    | 0.02%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                    | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        3600 | NS      | $368578.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                           | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $229636.50     | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        3485 | NS      | $970990.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      783000 | PA      | $578169.14     | 0.01%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      850000 | PA      | $732456.11     | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                      | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      331014 | PA      | $337378.77     | 0.00%             | 2060-11-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                             | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      222000 | PA      | $164289.49     | 0.00%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 0 CP 17/01/2023                        | NISOURCE INC 0 CP 17/01/2023                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4938523.43    | 0.05%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      224000 | PA      | $213629.57     | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141073.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      288000 | PA      | $206420.79     | 0.00%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                             | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      190000 | PA      | $155972.52     | 0.00%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                      | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       32710 | NS      | $1870684.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       95000 | PA      | $67403.99      | 0.00%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                   | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      228638 | NS      | $4027695.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      355000 | PA      | $288574.74     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $116363.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                            | Province of Saskatchewan Canada                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     1351000 | PA      | $1286777.24    | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       15156 | NS      | $4855679.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                               | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   150000000 | PA      | $143018.73     | 0.00%             | 2033-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BASF SE                                             | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        7924 | NS      | $390166.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                           | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       24477 | NS      | $640983.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp                                            | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       53247 | NS      | $3758705.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                          | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        3206 | NS      | $887805.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                              | WESCO Distribution Inc                                                          | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      568000 | PA      | $575770.25     | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $411462.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                              | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $265497.46     | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132D6A67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93282 | PA      | $85589.20      | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12211.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         976 | NS      | $345123.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       39865 | NS      | $18198372.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-62616.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1322.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      222876 | PA      | $213167.30     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-814695.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                 | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      974000 | PA      | $801056.68     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        3412 | NC      | $-16965454.37  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Ltd                               | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |      662618 | NS      | $2268653.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                            | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $123838.43     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                 | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       34714 | NS      | $2908686.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS Loan Management 6-2015, Lt                      | HPS Loan Management 6-2015 Ltd                                                  | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |      382387 | PA      | $378067.77     | 0.00%             | 2031-02-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                             | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       90000 | PA      | $96320.76      | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1769070000 | PA      | $955718.49     | 0.01%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $910444.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $868.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                      | CK Infrastructure Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | HK        |       62000 | NS      | $323518.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                   | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      290000 | PA      | $230975.50     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                            | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1111559.86    | 0.01%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476624 | PA      | $404532.44     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                              | Kazakhstan Temir Zholy National Co JSC                                          | CUSIP: 000000000<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |     1250000 | PA      | $1302012.92    | 0.01%             | 2023-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                               | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       12000 | NS      | $585480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      329717 | PA      | $293636.80     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                   | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       14359 | NS      | $304123.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4705000 | PA      | $4111960.73    | 0.04%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                            | Israel Electric Corp Ltd                                                        | CUSIP: 46507NAE0<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      755000 | PA      | $757972.81     | 0.01%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                            | Ceridian HCM Holding Inc                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       27346 | NS      | $1754245.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1706264 | PA      | $1626370.43    | 0.01%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $39824.54      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $254896.08     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $479242.89     | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14261.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ESDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178484 | PA      | $170722.94     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $183825.00     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES/AADVAN                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      110000 | PA      | $105782.60     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      376000 | PA      | $332193.69     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      860000 | PA      | $800841.46     | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $175328.34     | 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      | $-278265.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J5HH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114194 | PA      | $109143.10     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATES OF GUERNSEY                                  | States of Guernsey Bond                                                         | CUSIP: 000000000<br>LEI: 549300LMWTIK7DAC7T07 | Long             | DBT              | NUSS              | GG        |      200000 | PA      | $190385.45     | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86811.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       15450 | NS      | $994753.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                       | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      285000 | PA      | $273585.03     | 0.00%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Hol                      | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        1952 | NS      | $459656.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WFRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34211 | PA      | $31739.81      | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $99955.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                         | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       36910 | NS      | $2169569.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    20530000 | OU      | $5955.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      335000 | PA      | $314799.07     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      370000 | PA      | $345123.48     | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                          | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $860204.87     | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | CARLYLE US CLO 2021-11 LTD                                                      | CUSIP: 143122AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14603748.00   | 0.13%             | 2033-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      131000 | PA      | $110249.43     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Daqo New Energy Corp                                | Daqo New Energy Corp                                                            | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | CN        |        4599 | NS      | $177567.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20967 | PA      | $20105.25      | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                      | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      435756 | NS      | $1773526.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyota Motor Corp                                   | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      292900 | NS      | $3995901.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                         | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       76200 | NS      | $3834100.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       21216 | NS      | $4173668.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                  | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       25796 | NS      | $5285342.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc                                | Transcontinental Inc                                                            | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |       24749 | NS      | $279294.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPG Trust                                           | OPG Trust 2021-PORT                                                             | CUSIP: 67118AAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1953316 | PA      | $1806361.64    | 0.02%             | 2036-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1225.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21081000000 | PA      | $1318281.90    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-355858.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     4924000 | PA      | $4407608.20    | 0.04%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Dexcom Inc                                          | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       78938 | NS      | $8938939.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                          | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      413900 | NS      | $4447530.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $410660.19     | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                   | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      263383 | NS      | $712304.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1520000 | PA      | $1552136.44    | 0.01%             | 2025-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          24 | NC      | $-29324.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                             | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |       10867 | NS      | $3261621.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1369000 | PA      | $882481.77     | 0.01%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9796.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                           | BPR Trust 2021-TY                                                               | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $275585.16     | 0.00%             | 2038-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49226.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4140000 | PA      | $3845995.33    | 0.04%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                            | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      345000 | PA      | $355696.35     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                         | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      577000 | PA      | $736873.84     | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1333.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                       | NTT Data Corp                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |      185400 | NS      | $2701785.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                    | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44094.70      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                              | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      180000 | PA      | $130277.21     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO 2018-1 Ltd                                                        | CUSIP: 94950JAA9<br>LEI: 25490019KM1XIY7M0487 | Long             | ABS-CBDO         | CORP              | KY        |     2566000 | PA      | $2512328.26    | 0.02%             | 2031-07-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1490000 | PA      | $1211300.27    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                             | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       80000 | PA      | $58226.10      | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                       | Aroundtown SA                                                                   | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $1855036.58    | 0.02%             | 2025-01-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140K3J29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169891 | PA      | $150640.55     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                           | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       55280 | NS      | $4765688.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                 | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      117300 | NS      | $1783620.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                         | China Shenhua Energy Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |      203500 | NS      | $586218.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      465000 | PA      | $464882.25     | 0.00%             | 2026-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $163283.77     | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                   | CDP Financial Inc                                                               | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     3502000 | PA      | $3407245.37    | 0.03%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2021-BNK34                                                                 | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $186560.54     | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60782.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                                 | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6095000 | PA      | $5918576.57    | 0.05%             | 2034-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                         | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      160533 | NS      | $6564547.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3485 | NS      | $261793.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4099000 | PA      | $3307918.04    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-757668.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                                | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       30210 | NS      | $2250342.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4966.05       | 0.00%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        2509 | NS      | $190784.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1038776.85    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86583.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13261.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75455.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1325000 | PA      | $939441.64     | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $3109178.40    | 0.03%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       13491 | NS      | $4421540.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                      | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      210000 | PA      | $196750.53     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $176455.64     | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                              | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1470000 | PA      | $1356075.00    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3641000 | PA      | $2369494.53    | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20701.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QP5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78429 | PA      | $70623.23      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $141372.03     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2629695.97    | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Julius Baer Group Ltd                               | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       68666 | NS      | $3996438.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                           | Opendoor Technologies Inc                                                       | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      678900 | NS      | $787524.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-186863.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                              | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      163634 | NS      | $15778668.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                          | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        5158 | NS      | $240723.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EFSF                                                | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      910000 | PA      | $900433.22     | 0.01%             | 2026-01-26      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      156031 | NS      | $5133419.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-28746.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4732.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1109159.37    | 0.01%             | 2026-04-28      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                         | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      531000 | PA      | $561292.81     | 0.01%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      825000 | PA      | $819482.01     | 0.01%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      190000 | PA      | $163286.16     | 0.00%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13900.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                           | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       25790 | NS      | $6773485.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $181270.00     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                            | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         558 | NS      | $234633.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                          | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31312.93      | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2833.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                             | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5474000 | PA      | $5312801.87    | 0.05%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      675000 | PA      | $573812.90     | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                            | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      147673 | NS      | $4488067.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      198027 | NS      | $3911058.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $73501.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                             | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      192384 | NS      | $0.26          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      159000 | PA      | $144631.75     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                             | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      683000 | PA      | $581104.94     | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                    | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       35000 | NS      | $405750.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   247850000 | PA      | $1467316.38    | 0.01%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $183475.00     | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $267.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101939.52     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBG SMITH Properties                                | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29900 | NS      | $567502.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                         | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       27338 | NS      | $6415681.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       80000 | PA      | $31037.50      | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                         | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       60327 | NS      | $1026106.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      709000 | PA      | $638986.25     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Jones Lang LaSalle Inc                              | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        3400 | NS      | $541858.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      394704 | NS      | $5612480.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                            | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        6552 | NS      | $656969.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      760000 | PA      | $558056.00     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-255175.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                         | LUKOIL PJSC                                                                     | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        9456 | NS      | $0.95          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      356494 | PA      | $291076.32     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        3624 | NS      | $178155.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                            | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       46339 | NS      | $1424541.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $956954.58     | 0.01%             | 2038-06-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAQ9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       76000 | PA      | $61569.62      | 0.00%             | 2032-01-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      119637 | NS      | $4714894.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QRMV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94153 | PA      | $87724.49      | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                         | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       30100 | NS      | $350283.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                 | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       41647 | NS      | $5053863.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         864 | NS      | $278562.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                       | Metropolitan Transportation Authority                                           | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      430000 | PA      | $442243.45     | 0.00%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                        | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       65000 | NS      | $4146350.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        1636 | NS      | $893910.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EXELON CORP                                         | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      125000 | PA      | $109800.57     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $150139.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1385000 | PA      | $1457641.03    | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $191282.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      330000 | PA      | $237909.38     | 0.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                        | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       11900 | NS      | $371835.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6809000 | PA      | $4481173.13    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2662.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      917000 | PA      | $789206.27     | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2544167.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $439468.75     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                            | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $90521.11      | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      264000 | PA      | $251171.25     | 0.00%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13601.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-275.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                       | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      850000 | PA      | $652221.41     | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      648000 | PA      | $635936.53     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       49212 | NS      | $9804998.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                            | Export-Import Bank of China/The                                                 | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $904217.78     | 0.01%             | 2027-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YVEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31270 | PA      | $28047.37      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                      | Csail 2015-C2 Commercial Mortgage Trust                                         | CUSIP: 12634NAS7<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     1510051 | PA      | $1434485.88    | 0.01%             | 2057-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                        | St Paul's CLO V DAC                                                             | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |     5842366 | PA      | $6112633.51    | 0.06%             | 2030-02-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                  | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       12045 | NS      | $2074030.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15271.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -16980000 | OU      | $-30011.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BVRT_21-4F                                          | BVRT_21-4F                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377760 | PA      | $375871.61     | 0.00%             | 2026-09-12      | Floating      | 2.05%                 | No            |                  3 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        6273 | NS      | $1381941.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31416CBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28353 | PA      | $29445.79      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                               | Envista Holdings Corp                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       18191 | NS      | $612490.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      233441 | NS      | $9185903.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      160000 | PA      | $154593.04     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       26000 | NS      | $1945320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311155 | PA      | $285949.99     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      208559 | NS      | $37434254.91   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $55850.00      | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    17820000 | OU      | $3110.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                            | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       39940 | NS      | $680589.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      835000 | PA      | $330314.26     | 0.00%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-216924.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                           | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     1040079 | NS      | $4831896.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $991.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                      | Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5                     | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22351 | PA      | $21232.73      | 0.00%             | 2033-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38835.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $779.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      450000 | PA      | $298014.43     | 0.00%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60004 | PA      | $57405.69      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      123154 | NS      | $5370745.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-49941.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      336426 | PA      | $301552.43     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       86909 | NS      | $4021279.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                  | Cooper Cos Inc/The                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        2109 | NS      | $697383.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                | GCAT 2021-1 Asset-Backed Notes                                                  | CUSIP: 36169CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1006539 | PA      | $930709.12     | 0.01%             | 2049-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $517931.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12257.63      | 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      | $-6202.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43408 | PA      | $38265.01      | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 0 CP 18/01/2023                         | ORACLE CORP 0 CP 18/01/2023                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5536616.62    | 0.05%             | 2023-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                              | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        2600 | NS      | $505076.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                       | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      584681 | NS      | $8308529.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                            | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       97200 | NS      | $859079.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2018-I Ltd                                                         | CUSIP: 12551RAA6<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      972000 | PA      | $956945.57     | 0.01%             | 2031-04-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20992.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                    | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      357690 | NS      | $22752660.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      175000 | PA      | $185309.59     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $381945.88     | 0.00%             | 2039-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                      | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $181233.66     | 0.00%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                           | BIM Birlesik Magazalar AS                                                       | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |       69282 | NS      | $506302.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      195000 | PA      | $179063.06     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5507.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      383775 | PA      | $334596.71     | 0.00%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2152.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $162022.00     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                            | Endeavor Energy Resources LP / EER Finance Inc                                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $698988.42     | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                             | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      102293 | NS      | $3117636.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22940000 | OU      | $95289.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54025.19     | -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      | $-60755.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $189993.75     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust 2021-2                                                   | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $227431.47     | 0.00%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      835000 | PA      | $688875.00     | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      170000 | PA      | $135637.79     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAD5<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |      207873 | PA      | $199263.07     | 0.00%             | 2047-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16249.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36180SNG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23628 | PA      | $22220.20      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61907.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                     | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       22800 | NS      | $537638.73     | 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      | $-1248481.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76745 | PA      | $73822.91      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                  | Kalbe Farma Tbk PT                                                              | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |     1792500 | NS      | $240637.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363504 | PA      | $298137.16     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                       | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67774.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        4461 | NS      | $476657.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1658000 | PA      | $1431994.72    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $238742.31     | 0.00%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                      | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       38288 | NS      | $2450432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                       | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       16669 | NS      | $482189.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                             | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       39356 | NS      | $1983148.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6576 | PA      | $6459.68       | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                 | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      541156 | NS      | $6167680.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                    | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     1507000 | PA      | $1325569.01    | 0.01%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                           | Towd Point Mortgage Trust 2019-HY3                                              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33934 | PA      | $33564.44      | 0.00%             | 2059-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      445000 | PA      | $467270.63     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $1640453.43    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                        | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       17983 | NS      | $848797.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      155091 | PA      | $139660.62     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     2050000 | PA      | $2412079.61    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eagle Materials Inc                                 | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       44873 | NS      | $5961378.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328925 | PA      | $278938.68     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21207.42      | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      649105 | NS      | $155668361.10  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      815000 | PA      | $713965.53     | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                       | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       17229 | NS      | $2024924.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY PARTNERSHIP FUNDING PLC                      | Newday Partnership Funding 2020-1 PLC                                           | CUSIP: 000000000<br>LEI: 2138003JMQKL1SKS2Y68 | Long             | ABS-O            | CORP              | GB        |      105000 | PA      | $125942.51     | 0.00%             | 2028-11-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1601.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $877906.21     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      125000 | PA      | $103199.57     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                            | QatarEnergy Trading LLC                                                         | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      250000 | PA      | $191140.63     | 0.00%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        1896 | NS      | $773492.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $122643.52     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2655000 | PA      | $1970730.67    | 0.02%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87740 | PA      | $82204.31      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                 | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        5556 | NS      | $385101.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7645000 | PA      | $4211255.08    | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XA6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256125 | PA      | $228464.48     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4123.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1305000 | PA      | $1261865.44    | 0.01%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       53831 | NS      | $8506912.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                           | ANSYS Inc                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        1952 | NS      | $471583.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9183.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                          | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      245000 | PA      | $228259.67     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Rohm Co Ltd                                         | Rohm Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |        5600 | NS      | $401460.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                              | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       21050 | NS      | $565613.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Funding II LLC                           | Chesapeake Funding II LLC                                                       | CUSIP: 165183CP7<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      494739 | PA      | $486927.37     | 0.00%             | 2033-04-15      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                         | ABIOMED Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         976 | NS      | $0.10          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-39292.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc                                            | Coty Inc                                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       67100 | NS      | $574376.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                  | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      260000 | PA      | $176306.17     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21966.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $645285.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                     | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        6413 | NS      | $266075.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                        | Eagle RE 2019-1 Ltd                                                             | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |      294767 | PA      | $288547.15     | 0.00%             | 2029-04-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | CME British Pound Currency                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -107 | NC      | $-39867.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OBRIGACOES DO TESOURO                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      483000 | PA      | $371753.01     | 0.00%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      689443 | PA      | $600164.92     | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                       | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       22444 | NS      | $180898.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHESAPEAKE ENERGY CORP                              | Chesapeake Energy Corp                                                          | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      720000 | PA      | $694982.76     | 0.01%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                    | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     3519000 | PA      | $3648873.93    | 0.03%             | 2031-07-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      236748 | PA      | $199778.00     | 0.00%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                              | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      223890 | NS      | $3606624.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -21400000 | OU      | $-19966.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $120062.87     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                            | Visa Inc                                                                        | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136819.07     | 0.00%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67099.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust 2020-4                                               | CUSIP: 33845XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12809 | PA      | $12789.88      | 0.00%             | 2025-04-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8751.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       28584 | NS      | $8012381.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co Ltd                              | Yamato Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       58400 | NS      | $925421.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1137470000 | PA      | $841100.28     | 0.01%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47795.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                          | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      535000 | PA      | $554375.44     | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6085000 | PA      | $5785806.39    | 0.05%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $319546.57     | 0.00%             | 2036-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                         | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       19400 | NS      | $611495.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                               | Nederlandse Waterschapsbank NV                                                  | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     6019000 | PA      | $5726817.50    | 0.05%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $181772.00     | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                           | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      225100 | NS      | $3603097.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      213735 | PA      | $205207.51     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $193126.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      184000 | PA      | $186988.02     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Deco                                                | Deco 2019-RAM DAC                                                               | CUSIP: 000000000<br>LEI: 549300BXZQDWLENUZL17 | Long             | ABS-MBS          | CORP              | IE        |     1481174 | PA      | $1651910.74    | 0.02%             | 2030-08-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $852948.55     | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                           | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      159625 | NS      | $1152066.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114581 | PA      | $115275.56     | 0.00%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                         | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       34490 | NS      | $3121345.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                              | Dr Ing hc F Porsche AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |       12220 | NS      | $1233163.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      448116 | PA      | $444145.18     | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                         | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        1255 | NS      | $286754.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $927742.72     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                     | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $278028.28     | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                              | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       12428 | NS      | $1355397.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HESS CORP                                           | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      380000 | PA      | $413035.60     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6400.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     1415000 | PA      | $1491082.78    | 0.01%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                  | Whitebox Clo I Ltd                                                              | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    21500000 | PA      | $21050658.60   | 0.19%             | 2032-07-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                              | SWF Escrow Issuer Corp                                                          | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      266000 | PA      | $154253.26     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                      | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      771083 | PA      | $739760.55     | 0.01%             | 2047-11-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1490000 | PA      | $1360783.03    | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23588 | PA      | $21073.98      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1087 | NS      | $278717.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                            | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $935448.91     | 0.01%             | N/A             | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5227000 | PA      | $4243670.63    | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-81104.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                    | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       14946 | NS      | $2593280.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-119382.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      455000 | PA      | $382121.20     | 0.00%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1019000 | PA      | $691908.99     | 0.01%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                         | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       99871 | NS      | $745014.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                   | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      375000 | PA      | $364055.50     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                     | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      110975 | NS      | $3277091.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56615 | PA      | $56737.87      | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      105000 | PA      | $19810.02      | 0.00%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $962978.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                              | Rockford Tower CLO 2021-3 Ltd                                                   | CUSIP: 77341NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7306304.25    | 0.07%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                               | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      315711 | NS      | $502274.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                 | HeidelbergCement AG                                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        8955 | NS      | $507435.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                           | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       92809 | NS      | $4847368.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      125000 | PA      | $113887.50     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22940000 | OU      | $-24288.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                               | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        8643 | NS      | $877523.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                               | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     7320000 | PA      | $6846437.63    | 0.06%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                             | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      597000 | PA      | $570737.66     | 0.01%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      598000 | PA      | $290101.76     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                        | Avangrid Inc                                                                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       63800 | NS      | $2742124.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      162816 | PA      | $155385.08     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       97000 | PA      | $83894.47      | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                      | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       75506 | NS      | $3039116.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THYSSENKRUPP AG                                     | thyssenkrupp AG                                                                 | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |     4180000 | PA      | $4452108.60    | 0.04%             | 2023-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                 | OMERS Finance Trust                                                             | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      708000 | PA      | $640361.43     | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                        | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      328222 | NS      | $12983856.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LOAN TRUST 1                                 | Brazil Loan Trust 1                                                             | CUSIP: 000000000<br>LEI: 549300V5WCG7Q7KQX569 | Long             | DBT              | CORP              | US        |       48445 | PA      | $48241.65      | 0.00%             | 2023-07-24      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                          | SolarEdge Technologies Inc                                                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |        1115 | NS      | $315846.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Ireland Group PLC                           | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       63574 | NS      | $605817.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                             | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    89750000 | PA      | $161920.91     | 0.00%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      237000 | PA      | $119371.88     | 0.00%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $216906.42     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      391337 | NS      | $43164471.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River CLO Ltd                                  | Wind River 2016-1K CLO Ltd                                                      | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4295000 | PA      | $4161864.45    | 0.04%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                        | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        4043 | NS      | $447034.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $925323.44     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $30051.75      | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18320.83      | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                            | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      170000 | PA      | $115121.81     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $216349.70     | 0.00%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                              | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1950000 | PA      | $1925783.17    | 0.02%             | 2026-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      765000 | PA      | $457526.45     | 0.00%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34100.35      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLVO CAR AB                                        | Volvo Car AB                                                                    | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | DBT              | CORP              | SE        |     3640000 | PA      | $3416041.09    | 0.03%             | 2027-10-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1360000 | PA      | $1246091.36    | 0.01%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26008.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       45000 | PA      | $35429.22      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132D55F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22486 | PA      | $21106.44      | 0.00%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       51095 | NS      | $3582270.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $96900.00      | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52563 | PA      | $52107.15      | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS&FRAGRANC 0 CP 19/01/2023      | INTERNATIONAL FLAVORS&FRAGRANC 0 CP 19/01/2023                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2992251.66    | 0.03%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment C                      | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |       73000 | NS      | $425162.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5540000 | PA      | $5641039.28    | 0.05%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      440000 | PA      | $308213.56     | 0.00%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                        | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       53200 | NS      | $1356960.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      101383 | NS      | $1081721.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        5576 | NS      | $1045444.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WK6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108954 | PA      | $103687.22     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                 | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      550000 | PA      | $312512.61     | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        1617 | NS      | $341025.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                            | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       41593 | NS      | $4473769.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                           | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      375000 | PA      | $376363.79     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $410999.56     | 0.00%             | 2051-08-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       48544 | NS      | $14018536.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                     | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        6415 | NS      | $3009084.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                            | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       24910 | NS      | $756516.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      685000 | PA      | $495589.60     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8740.30       | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $165230.00     | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2015-I Ltd                                                         | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1480488.90    | 0.01%             | 2031-01-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-LC23 Mortgage Trust                                                   | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $493469.13     | 0.00%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                              | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       12641 | NS      | $319690.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                       | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       44294 | NS      | $11819410.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      175000 | PA      | $33016.69      | 0.00%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      195000 | PA      | $182629.69     | 0.00%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      344210 | PA      | $302220.21     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1501000 | PA      | $1515500.79    | 0.01%             | 2025-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      425000 | PA      | $420235.85     | 0.00%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1520000 | PA      | $1181484.27    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC. Discount 01-10-23                 | CROWN CASTLE INC. Discount 01-10-23                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5425000 | PA      | $5416899.12    | 0.05%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                        | Shinhan Bank Co Ltd                                                             | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $176912.50     | 0.00%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      311265 | NS      | $119037073.95  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-122794.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -59 | NC      | $1499664.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31811 | PA      | $30630.84      | 0.00%             | 2035-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1048973.75    | 0.01%             | 2039-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1997.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                           | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      103117 | NS      | $2278494.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                   | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       23900 | NS      | $765453.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-77605.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      410000 | PA      | $298249.45     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $116791.79     | 0.00%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Unum Group                                          | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       67572 | NS      | $2772479.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      162000 | PA      | $122139.55     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      315000 | PA      | $256075.16     | 0.00%             | 2033-01-25      | Fixed         | 2.96%                 | 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      | $-1086961.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                            | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     3422527 | NS      | $1876702.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                    | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       93957 | NS      | $7260996.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      545055 | PA      | $511282.07     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                             | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        6721 | NS      | $679933.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL Discount 01-03-23              | EDISON INTERNATIONAL Discount 01-03-23                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1355303.78    | 0.01%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                  | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       36493 | NS      | $708028.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41735.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                             | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        4725 | NS      | $773246.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                              | Penn Entertainment Inc                                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9799 | NS      | $291030.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SHERWIN WILLIAMS CO 0 CP 17/01/2023                 | SHERWIN WILLIAMS CO 0 CP 17/01/2023                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4265434.69    | 0.04%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      589000 | PA      | $555170.56     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                   | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6945 | NS      | $608382.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                       | Aroundtown SA                                                                   | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |      121060 | NS      | $281999.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1789910000 | PA      | $1306874.79    | 0.01%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Inc                                   | Acuity Brands Inc                                                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8000 | NS      | $1324880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31307NNZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32863 | PA      | $30779.07      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140GQ4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49744 | PA      | $46022.17      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      235000 | PA      | $228576.99     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | 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      | $-10255.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       34939 | NS      | $4393229.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                     | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2380000 | PA      | $2443009.36    | 0.02%             | 2029-06-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-91255.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                   | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      397690 | NS      | $9183470.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152669.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                      | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    21060000 | PA      | $812550.19     | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                              | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     2035000 | PA      | $1934549.99    | 0.02%             | 2025-07-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23600000 | PA      | $16697000.00   | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                      | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       63100 | NS      | $3284986.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVI Ltd                                             | AVI Ltd                                                                         | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |       75716 | NS      | $335403.78     | 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      | $-239792.21    | -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      | $-2405.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50181.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TRS TRSBENCH8 INDEX                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1997702.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     1003153 | NS      | $18468046.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       41739 | NS      | $5383913.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                        | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      177648 | NS      | $6994001.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                         | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      197900 | NS      | $17909446.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      591968 | PA      | $547699.78     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       13409 | NS      | $3409908.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                        | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        8353 | NS      | $1716040.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      597062 | PA      | $509830.47     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1691000 | PA      | $1049414.25    | 0.01%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      237145 | NS      | $19825322.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4267000 | PA      | $2058827.50    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLLD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85374 | PA      | $80102.24      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                      | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $123887.19     | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q7QD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218990 | PA      | $202973.06     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2304.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                       | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2445000 | PA      | $2167500.32    | 0.02%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      476291 | NS      | $16655896.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $153799.88     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                    | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       26900 | NS      | $526696.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        7946 | NS      | $757333.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33394.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      151564 | NS      | $2432602.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LA POSTE SA                                         | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $577521.12     | 0.01%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22940000 | OU      | $-28790.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912833Z60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      855000 | PA      | $453684.38     | 0.00%             | 2038-02-15      | None          | 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      | $23548.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      646759 | PA      | $631849.14     | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       38715 | NS      | $4892027.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                   | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        6691 | NS      | $304775.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                           | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      166500 | NS      | $915211.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc                                       | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        6889 | NS      | $4881752.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11509.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      755000 | PA      | $716329.68     | 0.01%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      523249 | NS      | $24927582.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335CB60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      452980 | PA      | $420455.86     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      690000 | PA      | $486350.23     | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      810000 | PA      | $829219.36     | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72210.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36296UZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28844 | PA      | $29522.66      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                           | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      619324 | NS      | $17459249.65   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28581.83      | 0.00%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1732487.38    | 0.02%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2231846.49    | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEARBRIDGE DIVIDEND GR                             | AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO                                       | CUSIP: 000000000<br>LEI: 549300NNF4XLLBXQ0J86 | Long             | EC               | RF                | US        |     8300811 | NS      | $223706862.78  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                         | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      122536 | NS      | $8867930.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36516.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                 | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       39900 | NS      | $1975449.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VECTOR GROUP LTD                                    | Vector Group Ltd                                                                | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     3889000 | PA      | $3375073.12    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3790000 | PA      | $2904055.25    | 0.03%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1968000 | PA      | $2093192.56    | 0.02%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                      | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      200000 | PA      | $177752.16     | 0.00%             | 2034-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      675000 | PA      | $647760.79     | 0.01%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31419A3Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48239 | PA      | $50282.71      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                            | Golden Entertainment Inc                                                        | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |     1567000 | PA      | $1545215.75    | 0.01%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       14777 | NS      | $908933.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      395991 | PA      | $351911.35     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sankyu Inc                                          | Sankyu Inc                                                                      | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |       16900 | NS      | $618302.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                   | Generate CLO 2 Ltd                                                              | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3950717.20    | 0.04%             | 2031-01-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                           | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407628.18     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-538534.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                         | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1009000 | PA      | $1177261.35    | 0.01%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      140000 | PA      | $106805.49     | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       45391 | NS      | $7632950.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                      | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189828 | PA      | $171778.95     | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36402.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $107864.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                  | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |        5600 | NS      | $326592.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   348650000 | PA      | $2511203.69    | 0.02%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19420000 | OU      | $-1562.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47591.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                                    | Mazda Motor Corp                                                                | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       90500 | NS      | $678392.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                        | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      424526 | NS      | $4955705.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO 2019-3 Ltd                                                             | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $441365.22     | 0.00%             | 2032-10-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-209.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50208 | PA      | $47078.17      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3267000 | PA      | $2606011.74    | 0.02%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2786931.88    | 0.03%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      126202 | NS      | $3912262.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       24953 | NS      | $1247150.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4975.83       | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $150300.00     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XBBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644863 | PA      | $529263.35     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $133.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29907.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19980000 | OU      | $-9876.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15900.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       32480 | NS      | $2423332.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42277 | PA      | $41429.76      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35365.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-322.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                   | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      395000 | PA      | $354404.97     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       21891 | NS      | $9458882.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                         | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30800 | NS      | $1561868.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      129669 | PA      | $130695.62     | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                          | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        6632 | NS      | $3396844.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO Ltd                                   | Elevation CLO 2018-9 Ltd                                                        | CUSIP: 28622XAA4<br>LEI: 549300BOE42FYBAXFR86 | Long             | ABS-CBDO         | CORP              | KY        |     2930000 | PA      | $2869583.99    | 0.03%             | 2031-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300124.13     | 0.00%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                          | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        9479 | NS      | $577176.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                     | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       18485 | NS      | $2145553.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscofan SA                                         | Viscofan SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |        3645 | NS      | $234767.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                      | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      173257 | NS      | $7886658.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3355000 | PA      | $2358560.04    | 0.02%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                            | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      350000 | PA      | $356696.13     | 0.00%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35692.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                           | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      136600 | NS      | $3192831.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                   | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     1551254 | NS      | $4947304.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                       | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       23088 | NS      | $1822233.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                              | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |       84200 | NS      | $347650.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-503419.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                  | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    12010000 | PA      | $954778.56     | 0.01%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -115 | NC      | $58571.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog                      | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       28034 | NS      | $3536769.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       39097 | NS      | $10377125.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                         | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      103587 | NS      | $3308568.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital Europe CLO                        | Anchorage Capital Europe CLO 2021-4 DAC                                         | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |     2418000 | PA      | $2482973.86    | 0.02%             | 2034-04-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                            | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        4322 | NS      | $222669.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1578786 | PA      | $89886.42      | 0.00%             | 2029-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                      | Norwegian Cruise Line Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9619 | NS      | $117736.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82928 | PA      | $79431.91      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                  | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       32976 | NS      | $8737320.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                                  | Kontoor Brands Inc                                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      398000 | PA      | $320312.78     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                       | Ares European CLO XI DAC                                                        | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |     8063000 | PA      | $8384162.17    | 0.08%             | 2032-04-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                     | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       30000 | NS      | $2286648.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                 | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        5019 | NS      | $159804.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      123589 | NS      | $13587374.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      231000 | PA      | $225770.90     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                              | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       71190 | PA      | $11110.21      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288234 | PA      | $257093.55     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                              | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25720000 | PA      | $3813198.95    | 0.03%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $110260.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                      | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       57773 | NS      | $426665.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        7249 | NS      | $679666.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                           | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       21416 | NS      | $3459112.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1269000 | PA      | $1262590.01    | 0.01%             | 2023-03-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |      520000 | NC      | $3984.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36183V2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25323 | PA      | $22623.64      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                             | IMCD NV                                                                         | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |        3867 | NS      | $553141.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3601.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                               | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9769 | NS      | $643777.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       77374 | NS      | $4922533.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimaran CAVU Ltd                                   | Trimaran Cavu 2021-1 Ltd                                                        | CUSIP: 89624NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3465000 | PA      | $3396260.29    | 0.03%             | 2032-04-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      805000 | PA      | $765936.25     | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                      | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      103280 | NS      | $7173296.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         725 | NS      | $251140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                                     | Gruma SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |       29726 | NS      | $397109.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                        | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       30059 | NS      | $9597538.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26709.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                        | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      122435 | NS      | $3521230.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      835000 | PA      | $902802.35     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19291.99      | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10034.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                              | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       21747 | NS      | $113519.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7406 | PA      | $7536.38       | 0.00%             | 2042-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                   | Elevation CLO 2017-6 Ltd                                                        | CUSIP: 28622PAA1<br>LEI: 549300TLJB7OIA4JRG73 | Long             | ABS-CBDO         | CORP              | KY        |      607923 | PA      | $601167.04     | 0.01%             | 2029-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36689.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1173000 | PA      | $1184344.49    | 0.01%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XH3L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122450 | PA      | $107869.53     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $452561.49     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                          | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      337032 | NS      | $1333506.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $176004.38     | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385000 | PA      | $350629.43     | 0.00%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550271 | PA      | $477240.79     | 0.00%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1778644.95    | 0.02%             | 2048-02-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      662000 | PA      | $780223.65     | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Munich Re                                           | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        3425 | NS      | $1107887.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                         | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        5716 | NS      | $427613.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132CWRM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      298327 | PA      | $266215.37     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                           | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       25480 | NS      | $409901.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $229360.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLP Trust                                          | DOLP Trust 2021-NYC                                                             | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195000 | PA      | $154877.37     | 0.00%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID GAS PLC                               | National Grid Gas PLC                                                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $294703.46     | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1975000 | PA      | $2066533.79    | 0.02%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13954.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      250000 | PA      | $200625.00     | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17617.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        5206 | NS      | $704580.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                              | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      663000 | PA      | $99222.64      | 0.00%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1108955.73    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2280734.36    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16108.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3657.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       41738 | NS      | $6895952.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                         | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |      101154 | NS      | $1487975.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriquest Mortgage Securities                      | Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1                       | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5884 | PA      | $5345.23       | 0.00%             | 2034-02-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| APA Corp                                            | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        7528 | NS      | $351407.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      146000 | PA      | $104583.81     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                   | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      397700 | NS      | $6900548.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-159822.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                   | Israel Government Bond - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2736000 | PA      | $726779.47     | 0.01%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                 | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |        7388 | NS      | $848142.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                           | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     2200000 | PA      | $311529.18     | 0.00%             | 2025-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28417.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                      | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      107259 | PA      | $99599.26      | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                        | Indutrade AB                                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |       13720 | NS      | $278234.66     | 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      | $-626597.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                              | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      546000 | PA      | $553564.26     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      121345 | NS      | $5546679.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7833.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                          | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      402900 | NS      | $9098841.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                    | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     2300000 | PA      | $2023098.03    | 0.02%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE Inc                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      640000 | PA      | $541101.57     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                            | OZLM IX Ltd                                                                     | CUSIP: 67109KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9741198.00    | 0.09%             | 2031-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                    | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1270412.31    | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                   | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       77563 | NS      | $8115828.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                     | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       13801 | NS      | $295755.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1011.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143768 | PA      | $142032.15     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       94342 | NS      | $11968226.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                          | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        5019 | NS      | $301441.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       30356 | NS      | $1728446.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                      | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                         | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15622 | PA      | $15025.98      | 0.00%             | 2035-01-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       62496 | NS      | $1545526.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                           | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       13522 | NS      | $972772.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                      | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      105239 | NS      | $10651239.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      381996 | NS      | $27484612.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                                     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91920000 | PA      | $91140206.79   | 0.83%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capitaland India Trust                              | Capitaland India Trust                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      311800 | NS      | $263001.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEREGA SA                                           | Terega SA                                                                       | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1047025.77    | 0.01%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7786.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                 | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7127000 | PA      | $1591901.60    | 0.01%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3056000 | PA      | $2851659.77    | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     9890000 | PA      | $7742289.67    | 0.07%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2018-BNK13                                                                 | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $404421.02     | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                            | Baxter International Inc                                                        | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3173897.60    | 0.03%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                              | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1200000 | PA      | $228195.42     | 0.00%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                            | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        8364 | NS      | $282954.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp                                           | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       29296 | NS      | $4063062.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      535000 | PA      | $449403.61     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16549.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3901000 | PA      | $2372415.17    | 0.02%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                          | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        2370 | NS      | $326707.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2253 | NC      | $-201910.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                           | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        6273 | NS      | $584204.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                          | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       40700 | NS      | $2640616.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32777.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $182388.00     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77579 | PA      | $74483.50      | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $183652.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO 2017-3 Ltd                                                        | CUSIP: 94950HAA3<br>LEI: 254900TEETF3L54VTH19 | Long             | ABS-CBDO         | CORP              | KY        |     1627000 | PA      | $1595732.80    | 0.01%             | 2031-01-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      418000 | PA      | $369094.00     | 0.00%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ibstock PLC                                         | Ibstock PLC                                                                     | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |      112192 | NS      | $209732.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                                  | Sigma Alimentos SA de CV                                                        | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $378325.00     | 0.00%             | 2026-05-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                          | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1110802.10    | 0.01%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $382161.25     | 0.00%             | 2041-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      306153 | PA      | $236527.16     | 0.00%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                              | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        3764 | NS      | $970020.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    19980000 | OU      | $34117.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                            | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $227131.48     | 0.00%             | 2026-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                         | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       33689 | NS      | $626773.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                     | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  1721407206 | NS      | $1721407205.54 | 15.72%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                            | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87355.37      | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                   | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RAC2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14492503.50   | 0.13%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      672000 | PA      | $594592.47     | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2018-II Ltd                                                        | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |     4809000 | PA      | $4729321.12    | 0.04%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| USS Co Ltd                                          | USS Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |       86400 | NS      | $1370915.48    | 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      | $-26432.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                      | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $253882.78     | 0.00%             | 2051-08-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      642901 | NS      | $21292881.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-127075.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                     | Allegro CLO VIII Ltd                                                            | CUSIP: 01750LAA1<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |     1465000 | PA      | $1432682.98    | 0.01%             | 2031-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      375000 | PA      | $360877.96     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                          | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       80251 | NS      | $7460132.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                       | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      133000 | NS      | $1468771.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $421642.47     | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       25884 | NS      | $3540413.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1032982.38    | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                  | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3176000 | PA      | $565922.16     | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $498729.05     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GSK PLC                                             | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      581386 | NS      | $10048230.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life Inc                                      | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        2509 | NS      | $302459.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-619859.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                   | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       31379 | NS      | $4064208.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio                      | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       10296 | NS      | $294605.43     | 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      | $48279.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     1306000 | PA      | $1054398.41    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                             | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     7000000 | PA      | $968360.14     | 0.01%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                               | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       61863 | NS      | $7418610.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      192000 | PA      | $146008.83     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                               | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      520000 | PA      | $445629.73     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      395000 | PA      | $320221.31     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                 | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       15700 | NS      | $663999.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        2824 | NS      | $5691150.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1663.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1723.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IFF                                                 | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        5855 | NS      | $613838.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45222.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $253099.06     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                            | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    11291451 | NS      | $6161902.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                         | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |        8475 | NS      | $376051.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161694 | PA      | $154876.62     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19089 | PA      | $17897.93      | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                             | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          70 | NS      | $322880.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-123585.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                          | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        3346 | NS      | $696402.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -23520000 | OU      | $-22942.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                               | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27859.14      | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                          | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        6500 | NS      | $998660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86032.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      245000 | PA      | $238833.31     | 0.00%             | 2028-07-25      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      201929 | PA      | $179235.90     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2022-X1                                       | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220039 | PA      | $213915.48     | 0.00%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10537.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                       | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      872000 | PA      | $848387.37     | 0.01%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      848677 | PA      | $695529.99     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QRW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57414 | PA      | $55055.85      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65000 | PA      | $56593.70      | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                         | Energisa SA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       81900 | NS      | $686013.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                            | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |       75600 | NS      | $923832.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      885000 | PA      | $682326.42     | 0.01%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      211617 | NS      | $2930466.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29069.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.HY.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $85393.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                            | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22360.16      | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        9479 | NS      | $6839003.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       10976 | NS      | $2069415.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JACV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      425110 | PA      | $394017.90     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $570527.30     | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      381054 | PA      | $321630.40     | 0.00%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-249782.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                         | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       78482 | NS      | $5556525.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                             | Aethon United BR LP / Aethon United Finance Corp                                | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $506443.84     | 0.00%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138XSP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37967 | PA      | $36366.49      | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $632062.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      564043 | PA      | $478731.16     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      315194 | NS      | $12418643.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                           | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       22219 | NS      | $739229.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                            | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        2927 | NS      | $365289.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11487.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-18498.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                              | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       70000 | PA      | $53596.67      | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                               | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       18317 | NS      | $6048639.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                        | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       12351 | NS      | $3019695.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings Loan Partners CLO Ltd.                      | Barings Loan Partners CLO Ltd 3                                                 | CUSIP: 06763BAA7<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |    10450000 | PA      | $10174949.73   | 0.09%             | 2034-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                         | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       23450 | NS      | $3574249.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                               | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |       82982 | NS      | $2948853.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                        | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       33457 | NS      | $471743.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BP67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26516 | PA      | $25398.28      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                          | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      119747 | NS      | $12084867.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                             | Volkswagen Leasing GmbH                                                         | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      520000 | PA      | $555165.27     | 0.01%             | 2023-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                     | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       40739 | NS      | $9759434.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2235.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      572000 | PA      | $542506.03     | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                           | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        1497 | NS      | $1325569.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                          | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3624 | NS      | $220665.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc                                   | Newell Brands Inc                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        8782 | NS      | $114868.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Software Inc/Can                      | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         591 | NS      | $922710.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                     | MEG Energy Corp                                                                 | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      348000 | PA      | $354525.00     | 0.00%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| BELLEMEADE RE LT                                    | Bellemeade Re 2020-3 Ltd                                                        | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      296769 | PA      | $298550.16     | 0.00%             | 2030-10-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      340000 | PA      | $316336.15     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31417D2J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170204 | PA      | $154868.48     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    20280000 | OU      | $40082.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Or                      | Hellenic Telecommunications Organization SA                                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       36717 | NS      | $573487.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $165259.79     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      669506 | NS      | $56238504.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-77254.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76257.24      | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                        | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        2792 | NS      | $565212.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                              | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      885000 | PA      | $887839.21     | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                            | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        7447 | NS      | $3464120.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        3485 | NS      | $64263.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken                       | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       96507 | NS      | $1111072.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                   | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       86484 | NS      | $4912705.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $70779.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      157392 | NS      | $21376282.97   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                            | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     1657500 | NS      | $5163736.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                             | ASX Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        7605 | NS      | $350257.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      555000 | PA      | $459529.13     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $289788.00     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $248.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                    | Altria Group Inc                                                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $938249.92     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                             | CUSIP: 03027XAB6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      606000 | PA      | $605314.36     | 0.01%             | 2023-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                    | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |     2930000 | PA      | $3036153.79    | 0.03%             | 2031-04-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10650000 | PA      | $4794996.15    | 0.04%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       77122 | NS      | $1761113.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Inc                                          | Sunrun Inc                                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       64000 | NS      | $1537280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                        | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       21466 | NS      | $4011351.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132D56L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81116 | PA      | $74428.42      | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                               | KKR CLO 30 Ltd                                                                  | CUSIP: 48250EAN5<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |     2655000 | PA      | $2606617.67    | 0.02%             | 2031-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                       | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      108975 | NS      | $1739241.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      544000 | PA      | $507596.16     | 0.00%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13467.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3790000 | PA      | $3559515.20    | 0.03%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17830.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                              | Boston Scientific Corp                                                          | CUSIP: 000000000<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      605000 | PA      | $556299.09     | 0.01%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                 | Canadian Government Bond                                                        | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      827000 | PA      | $627029.69     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     1383000 | PA      | $1348522.57    | 0.01%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3122000 | PA      | $1225373.79    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11303.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2653000 | PA      | $2633024.90    | 0.02%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                      | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14500362.00   | 0.13%             | 2035-04-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       45713 | NS      | $5370363.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                              | Mondelez International Inc                                                      | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      855000 | PA      | $840909.91     | 0.01%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219350 | PA      | $203329.28     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    13250000 | PA      | $87830.45      | 0.00%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48244.67      | 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      | $45030.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                            | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |       53400 | NS      | $6076920.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |      609557 | NS      | $59120933.43   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      534000 | PA      | $408290.89     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       45000 | PA      | $37455.52      | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                            | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        6338 | NS      | $2389616.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |       42109 | NS      | $757540.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAP7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       81198 | PA      | $81088.24      | 0.00%             | 2047-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| YANGHE                                              | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                                       | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |        9700 | NS      | $224055.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                            | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       42657 | NS      | $1179382.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                 | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        4807 | NS      | $1034155.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $132256.65     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                                  | Hayfin Emerald CLO X DAC                                                        | CUSIP: 000000000<br>LEI: 635400QPLMTTI1BZII42 | Long             | ABS-CBDO         | CORP              | IE        |     6250000 | PA      | $6630979.46    | 0.06%             | 2035-04-15      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        5158 | NS      | $379113.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                               | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      925000 | PA      | $914469.22     | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                  | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       17983 | NS      | $732087.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE GOVERNMENT                                | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       95000 | PA      | $61942.92      | 0.00%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                               | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     5496000 | PA      | $5318410.50    | 0.05%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                      | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163397 | PA      | $161681.48     | 0.00%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      303000 | PA      | $211058.20     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                    | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |    10350000 | PA      | $10707416.31   | 0.10%             | 2032-08-26      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $76131.75      | 0.00%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6276.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       29753 | NS      | $6452235.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                             | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      245000 | PA      | $162362.65     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                           | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1313749.62    | 0.01%             | N/A             | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                         | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         600 | NS      | $328686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                 | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        6273 | NS      | $623034.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $57707.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      550000 | PA      | $447259.46     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                             | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31343.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38307 | PA      | $35867.70      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING Discount 01-11-23              | PENSKE TRUCK LEASING Discount 01-11-23                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5525000 | PA      | $5516349.67    | 0.05%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                               | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       17600 | NS      | $1494768.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                 | Canadian Government Bond                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      554000 | PA      | $444664.79     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26969.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $170886.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      375000 | PA      | $300366.58     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15435.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                         | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       61701 | NS      | $3934973.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $586098.89     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      870000 | PA      | $334066.41     | 0.00%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4075.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                          | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       17283 | NS      | $2340291.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150745.45     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36311.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      355000 | PA      | $335599.32     | 0.00%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      192575 | PA      | $157529.41     | 0.00%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132A5G33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127068 | PA      | $121394.77     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $168848.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                          | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      512626 | NS      | $13548705.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                       | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      102110 | NS      | $4479565.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                              | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |        6274 | NS      | $213360.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9419.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                              | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      780000 | PA      | $692537.35     | 0.01%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    23780800 | PA      | $1064201.94    | 0.01%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      776000 | PA      | $744119.25     | 0.01%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-143780.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2605000 | PA      | $2345466.59    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                      | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       43100 | NS      | $1734018.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                      | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53404 | PA      | $50874.71      | 0.00%             | 2034-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                       | Proximus SADP                                                                   | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |       27086 | NS      | $261511.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79877.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                  | Samsung SDI Co Ltd                                                              | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        3654 | NS      | $1715708.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11844.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112419 | PA      | $107168.21     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7474.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2618000 | PA      | $2802033.68    | 0.03%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                       | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       27055 | NS      | $836502.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      125000 | PA      | $89613.82      | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                  | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      210000 | PA      | $230982.27     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       22136 | NS      | $6441576.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                 | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       22773 | NS      | $7066689.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13955.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $24579.51      | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                            | Singapore Telecommunications Ltd                                                | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $114768.75     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                   | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        6413 | NS      | $869602.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22940000 | OU      | $-29389.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                 | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |       37975 | NS      | $1306052.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                          | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       30605 | NS      | $1343352.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1859000 | PA      | $1552984.17    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| International Paper Co                              | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        8364 | NS      | $289645.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $378496.92     | 0.00%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                               | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $390430.92     | 0.00%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     2801000 | PA      | $2308261.24    | 0.02%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                    | Schlumberger Ltd                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      106775 | NS      | $5708191.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7490.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9510.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41033.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                   | Iberdrola International BV                                                      | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1236485.89    | 0.01%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223925 | PA      | $190703.75     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/RON FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2645.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $274012.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1001000 | PA      | $952523.94     | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Endesa SA                                           | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      139007 | NS      | $2619802.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $585809.66     | 0.01%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                    | MGM Resorts International                                                       | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1208326.51    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      219007 | PA      | $8112.97       | 0.00%             | 2026-07-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3226.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36742.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                              | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      400000 | PA      | $371476.00     | 0.00%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2021-V Ltd                                                         | CUSIP: 12565EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3811000 | PA      | $3720463.22    | 0.03%             | 2034-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ERHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111305 | PA      | $107766.30     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      540000 | PA      | $559307.25     | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                     | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        2752 | NS      | $1530800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EPWN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205601 | PA      | $185344.39     | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $581.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      421000 | PA      | $381669.98     | 0.00%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                              | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      708000 | PA      | $761516.42     | 0.01%             | 2043-07-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                    | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      397000 | PA      | $391312.14     | 0.00%             | 2031-04-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                               | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |      509500 | NS      | $3124852.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22757327 | PA      | $1095474.00    | 0.01%             | 2031-07-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4912.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                         | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |        4043 | NS      | $181854.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $410.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/T                      | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        9061 | NS      | $301821.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias do Brasil SA                         | EDP - Energias do Brasil SA                                                     | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |       69979 | NS      | $276213.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                      | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHP2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |      454000 | PA      | $434613.20     | 0.00%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25461.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                            | Diamond Sports Group LLC                                                        | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     2269284 | PA      | $274204.38     | 0.00%             | 2026-08-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                   | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $265694.98     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                     | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      162671 | NS      | $15159310.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                  | Kyowa Kirin Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       35700 | NS      | $817672.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                          | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       32273 | NS      | $6920578.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        3206 | NS      | $256063.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68293 | PA      | $65473.29      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                      | Bear Stearns Asset Backed Securities Trust 2003-2                               | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12989 | PA      | $12553.04      | 0.00%             | 2043-03-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                | Ooredoo International Finance Ltd                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $343000.00     | 0.00%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6940000 | PA      | $7188077.32    | 0.07%             | 2024-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                             | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       42300 | NS      | $589589.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      208033 | NS      | $37583241.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NAT GRID ELECTY EM                                  | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      980000 | PA      | $1021299.11    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      217050 | NS      | $38341882.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-102284.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      167921 | NS      | $14588976.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      350000 | PA      | $336192.97     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      695000 | PA      | $667267.63     | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                           | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       23079 | NS      | $3948124.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $161600.00     | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       10761 | NS      | $4036666.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                | TCW CLO 2021-2 Ltd                                                              | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2930000 | PA      | $2852238.98    | 0.03%             | 2034-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                   | Barrick Gold Corp                                                               | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      114249 | NS      | $1962797.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66994 | PA      | $62220.74      | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-495517.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35047.43      | 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      | $65813.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | CME Euro Foreign Exchange Currency                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -648 | NC      | $-2564067.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44664.25      | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      563000 | PA      | $556112.79     | 0.01%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                              | Howard Hughes Corp/The                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |        4574 | NS      | $349545.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                        | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       14447 | NS      | $1261945.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      340000 | PA      | $283857.50     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -225 | NC      | $435546.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tisco Financial Group PCL                           | Tisco Financial Group PCL                                                       | CUSIP: 000000000<br>LEI: 529900OOUQI3OWX2WU06 | Long             | EC               | CORP              | TH        |      194000 | NS      | $555568.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2015-LC20                                 | CUSIP: 94989EAD9<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1754118.57    | 0.02%             | 2050-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                        | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     1528000 | NS      | $955595.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                       | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       22201 | NS      | $1506337.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      386600 | PA      | $336706.96     | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1456000 | PA      | $1333516.94    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                           | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       21400 | NS      | $1459480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2841611.25    | 0.03%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                             | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15970.60      | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $719.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      332000 | PA      | $143257.48     | 0.00%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       37697 | NS      | $3965347.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                               | Japan Government Forty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   306950000 | PA      | $1607754.24    | 0.01%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45975.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      700000 | PA      | $565381.25     | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6054000 | PA      | $5954388.09    | 0.05%             | 2032-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                   | Generate CLO 4 Ltd                                                              | CUSIP: 986252AQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4930203.50    | 0.05%             | 2032-04-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20280000 | OU      | $-26210.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         976 | NS      | $390312.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       23878 | NS      | $13028075.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      875000 | PA      | $528552.67     | 0.00%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                               | iA Financial Corp Inc                                                           | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        7529 | NS      | $440785.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       21747 | NS      | $378832.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2324000 | PA      | $2186012.50    | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23438.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                  | Finland Government Bond                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      909000 | PA      | $925973.15     | 0.01%             | 2025-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      260000 | PA      | $267305.69     | 0.00%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp                                        | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        4740 | NS      | $533250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                            | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       23800 | NS      | $343024.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      141000 | PA      | $128599.83     | 0.00%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M95Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37391 | PA      | $37108.95      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9719.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                 | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        1394 | NS      | $320815.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        2091 | NS      | $220098.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                   | DISH Network Corp                                                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |        5994 | NS      | $84155.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      159790 | NS      | $33197970.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2203.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1203000 | PA      | $647722.86     | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ericsson                                            | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      111747 | NS      | $654771.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      380000 | PA      | $279343.99     | 0.00%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $168620.20     | 0.00%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEVJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160005 | PA      | $1373.57       | 0.00%             | 2024-09-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         588 | NC      | $-1270051.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $83705.47      | 0.00%             | 2041-11-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                            | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $250788.32     | 0.00%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                             | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |        7110 | NS      | $275370.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75926.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

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