# EDGAR Filing Document

**Accession Number:** 0001707770
**File Stem:** 0001099263-25-000482
**Filing Date:** 2025-9
**Character Count:** 741614
**Document Hash:** dbd92aec9721ca5c2a04670625fb918c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-000482.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001099263-25-000482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Multi-Strategy Total Return Fund, Inc.
- **CENTRAL INDEX KEY:** 0001707770

**ORGANIZATION NAME:**
- **EIN:** 821995650
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23261
- **FILM NUMBER:** 251342215

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price Multi-Strategy Total Return Fund (Series ID: S000058608)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000192517 | T. Rowe Price Multi-Strategy Total Return Fund         | TMSRX           |
| C000192519 | T. Rowe Price Multi-Strategy Total Return Fund-I Class | TMSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

- **b. Investment Company Act file number:** 811-23261

- **c. CIK number of Registrant:** 0001707770

- **d. LEI of Registrant:** 5493003IUKLD53D0ET20

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Multi-Strategy Total Return Fund

- **b. EDGAR series identifier (if any):** S000058608

- **c. LEI of Series:** 549300KYJ7NTF2T39559

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $323558063.24

**Total Liabilities:** $16101176.87

**Net Assets:** $307456886.37

**Delayed Delivery Securities:** $339165.30

**Cash Not Reported:** $7706704.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -99.974109 | **1-Year:** -900.323196 | **5-Year:** -5136.408871 | **10-Year:** -2464.874815 | **30-Year:** -900.945109

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

- **3-Month:** -345.532448 | **1-Year:** -5515.698283 | **5-Year:** -8735.543854 | **10-Year:** -3556.754745 | **30-Year:** -927.916594

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192517 | 0.11%                | 0.98%                | 0.32%                |
| Class ID C000192519 | 0.11%                | 0.99%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $662582.04               | $2756031.30                                |
| Month 2  | $848586.01               | $2994670.29                                |
| Month 3  | $1690683.61              | $-2851462.11                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| N/A                                                                          | 10YR MINI JGB FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |         31 | NC      | $-11985.34    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 BC Ltd                                                               | 1261229 BC LTD                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $203250.00    | 0.07%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| 58.com Inc                                                                   | 58.COM DISSENTERS RIGHTS                                                     | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      22100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                          | ABL SPACE SYSTEMS SER A-9 CVT PFD STK PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1504 | NS      | $330.88       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Accelerant Holdings                                                          | ACCELERANT HOLDINGS                                                          | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Long             | EC               | CORP              | KY        |       1148 | NS      | $31615.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                                                       | ADVANCE AUTO PARTS INC                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     460000 | PA      | $462683.18    | 0.15%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Advanced Micro Devices Inc                                                   | ADVANCED MICRO DEVICES INC                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       5429 | NS      | $957186.99    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Adyen NV                                                                     | ADYEN NV                                                                     | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        317 | NS      | $543703.21    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                    | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $159279.90    | 0.05%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $143164.50    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                                                 | AES ANDES SA                                                                 | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     490000 | PA      | $514025.68    | 0.17%             | 2055-06-10      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Africell Holding Ltd                                                         | AFRICELL HOLDING LTD                                                         | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     575000 | PA      | $563212.49    | 0.18%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| Agrosuper SA                                                                 | AGROSUPER SA                                                                 | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $234384.63    | 0.08%             | 2032-01-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | AH PARENT,INC. SER A PREFERRED SHARES PP                                     | CUSIP: TC3I9NQ04<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        300 | NS      | $299277.00    | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Airbnb Inc                                                                   | AIRBNB INC                                                                   | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1451712.47   | 0.47%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                                    | AIRBUS SE                                                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       1117 | NS      | $224578.61    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| AirJoule Technologies Corp                                                   | AIRJOULE TECHNOLOGIES CORP                                                   | CUSIP: 612160119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36900 | NS      | $25258.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtac International Group                                                   | AIRTAC INTERNATIONAL GROUP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9000 | NS      | $255973.71    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Akbank TAS                                                                   | AKBANK TAS                                                                   | CUSIP: ZD4860692<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     210000 | PA      | $217900.43    | 0.07%             | N/A             | Variable      | 9.37%                 | No            | 2                  | On Loan: No      |
| Al Rajhi Bank                                                                | AL RAJHI BANK                                                                | CUSIP: ZB9749506<br>LEI: 558600BQZS4Y1DTU8589 | Long             | DBT              | CORP              | SA        |     230000 | PA      | $234340.22    | 0.08%             | N/A             | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Alchip Technologies Ltd                                                      | ALCHIP TECHNOLOGIES LTD                                                      | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | KY        |       2000 | NS      | $255674.17    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                        | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     230000 | PA      | $238532.74    | 0.08%             | 2055-04-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                | ALEN 2021-ACEN MORTGAGE TRUST                                                | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $71812.50     | 0.02%             | 2034-04-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                    | ALIBABA GROUP HOLDING LTD                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       6700 | NS      | $100733.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                    | ALIBABA GROUP HOLDING LTD                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $272418.35    | 0.09%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER               | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35875.00     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $400500.00    | 0.13%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | ALLIED UNIVERSAL HOLDCO                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     598446 | PA      | $599409.10    | 0.19%             | 2028-05-12      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                           | ALLY FINANCIAL INC                                                           | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73687.74     | 0.02%             | 2030-01-03      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Alpha Star Holding IX Ltd                                                    | ALPHA STAR HOLDING IX LTD                                                    | CUSIP: YR5941178<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |     240000 | PA      | $245806.20    | 0.08%             | 2028-08-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                 | ALPHABET INC                                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2152 | NS      | $412968.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France SA                                                             | ALTICE FRANCE SA                                                             | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     770000 | PA      | $669900.00    | 0.22%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                               | AMAZON.COM INC                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       5065 | NS      | $1185767.15   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Entertainment Holdings Inc                                               | AMC ENTERTAINMENT HLDGS                                                      | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     596013 | PA      | $599243.50    | 0.19%             | 2029-01-04      | Floating      | 11.35%                | No            | 2                  | On Loan: No      |
| American Airlines Group Inc                                                  | AMERICAN AIRLINES GROUP INC                                                  | CUSIP: 023771S66<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200747.40    | 0.07%             | 2026-02-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| American Airlines Group Inc                                                  | AMERICAN AIRLINES GROUP INC                                                  | CUSIP: 023771S82<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003737.00   | 0.33%             | 2026-02-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc                                               | AMERICAN ELECTRIC POWER CO INC                                               | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51997.50     | 0.02%             | 2025-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| American Express Co                                                          | AMERICAN EXPRESS CO                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80649.44     | 0.03%             | 2028-02-16      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                   | AMNEAL PHARMACEUTICALS LLC                                                   | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     796129 | PA      | $811056.45    | 0.26%             | 2028-05-04      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| Anduril Industries Inc                                                       | ANDURIL INDUSTRIES SER G CVT PFD PP                                          | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | EP               | CORP              | US        |        195 | NS      | $7972.15      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Anticimex Global AB                                                          | ANTICIMEX GLOBAL AB                                                          | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     579000 | PA      | $579515.31    | 0.19%             | 2028-11-16      | Floating      | 7.66%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                                    | APPLE INC                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       5123 | NS      | $1063381.11   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                    | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                    | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60677.38     | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                                          | APPLIED SYSTEMS INC                                                          | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     396258 | PA      | $396396.23    | 0.13%             | 2031-02-24      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp                                                                | APPLOVIN CORP                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        346 | NS      | $135182.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | ARCELORMITTAL CDS 12/20/2025                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $9658.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares Management Corp                                                         | ARES MANAGEMENT CORP                                                         | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       1551 | NS      | $87786.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                                                         | ARES MANAGEMENT CORP                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        630 | NS      | $116883.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentina Treasury Bond BONTE                                                | ARGENTINA TREASURY BOND BONTE                                                | CUSIP: YO9219487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   49195000 | PA      | $37153.75     | 0.01%             | 2030-05-30      | Fixed         | 29.50%                | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      33409 | PA      | $21507.10     | 0.01%             | 2046-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     230000 | PA      | $152375.00    | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     550000 | PA      | $336050.00    | 0.11%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     465000 | PA      | $327825.00    | 0.11%             | 2038-01-09      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Arista Networks Inc                                                          | ARISTA NETWORKS INC                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       2321 | NS      | $285993.62    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | ARSENAL BIOSCIENCES SER C CVT PFD PP                                         | CUSIP: TC5YX3EI8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        100 | NS      | $1858.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ascend Learning LLC                                                          | ASCEND LEARNING LLC                                                          | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     141060 | PA      | $140918.54    | 0.05%             | 2029-12-10      | Floating      | 10.21%                | No            | 2                  | On Loan: No      |
| ASG Finance Designated Activity Co                                           | ASG FINANCE DESIGNATED ACTIVITY CO                                           | CUSIP: ZB9786078<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     230000 | PA      | $215625.00    | 0.07%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ASG Finance Designated Activity Co                                           | ASG FINANCE DESIGNATED ACTIVITY CO                                           | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $187500.00    | 0.06%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Asics Corp                                                                   | ASICS CORP                                                                   | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      15000 | NS      | $352639.45    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM International NV                                                         | ASM INTERNATIONAL NV                                                         | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        724 | NS      | $350457.72    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AssuredPartners Inc                                                          | ASSUREDPARTNERS INC                                                          | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     800000 | PA      | $854000.00    | 0.28%             | 2032-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: —       |
| AssuredPartners Inc                                                          | ASSUREDPARTNERS INC                                                          | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800000.00    | 0.26%             | 2029-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| AssuredPartners Inc                                                          | ASSUREDPARTNERS INC                                                          | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     698232 | PA      | $699565.95    | 0.23%             | 2031-02-14      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                  | ASURION LLC                                                                  | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     398958 | PA      | $398742.90    | 0.13%             | 2027-07-31      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                  | ASURION LLC                                                                  | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     335000 | PA      | $327713.75    | 0.11%             | 2030-09-19      | Floating      | 8.61%                 | No            | 2                  | On Loan: No      |
| At Home Group Inc                                                            | AT HOME GROUP INC                                                            | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     240000 | PA      | $10800.00     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | AUD/USD FWD 20250822 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-1695.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | AUD/USD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-9571.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                             | AUXILIOR TERM FUNDING 2023-1 LLC                                             | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $238711.18    | 0.08%             | 2032-12-15      | Fixed         | 10.97%                | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100378.57    | 0.03%             | 2027-10-20      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100543.31    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd                                                  | AVOLON HOLDINGS FUNDING LTD                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      90000 | PA      | $93479.85     | 0.03%             | 2028-05-04      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Axian Telecom Holding & Management PLC                                       | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     510000 | PA      | $512087.29    | 0.17%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| Altera Infrastructure LP/Teekay Offshore Finance Corp                        | Altera Infrastructure LP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        700 | NS      | $17500.00     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Bally s Corp                                                                 | BALLY'S CORP                                                                 | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |     300000 | PA      | $294312.00    | 0.10%             | 2028-10-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Banco de Credito e Inversiones SA                                            | BANCO DE CREDITO E INVERSIONES SA                                            | CUSIP: YV6330414<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     230000 | PA      | $236037.50    | 0.08%             | N/A             | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN                                    | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $240707.28    | 0.08%             | N/A             | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                       | BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISLANDS                       | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $289363.89    | 0.09%             | 2031-08-11      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                                     | BANCO NACIONAL DE PANAMA                                                     | CUSIP: BK7981024<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     310000 | PA      | $264572.91    | 0.09%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                         | BANK OF AMERICA CORP                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      17360 | NS      | $820607.20    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     335000 | PA      | $341700.00    | 0.11%             | N/A             | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      98467 | NS      | $481308.74    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp                                                           | BAUSCH + LOMB CORP                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     378111 | PA      | $379150.42    | 0.12%             | 2031-01-15      | Floating      | 8.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | BAYVIEW FINANCING TRUST 2024-2F A                                            | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85958 | PA      | $86383.56     | 0.03%             | 2029-11-01      | Variable      | 7.07%                 | Yes           | 3                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                            | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                            | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     128634 | PA      | $129455.03    | 0.04%             | 2031-12-26      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                               | BBCMS 2019-BWAY MORTGAGE TRUST                                               | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $1300.00      | 0.00%             | 2034-11-15      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust 2015-SRCH                                                        | BBCMS TRUST 2015-SRCH                                                        | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93343.31     | 0.03%             | 2035-08-10      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $299314.73    | 0.10%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     235000 | PA      | $245740.85    | 0.08%             | 2039-01-08      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                                               | BE SEMICONDUCTOR INDUSTRIES NV                                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       2682 | NS      | $362370.00    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                            | BHARTI AIRTEL LTD                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |      22484 | NS      | $489457.59    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                   | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1                   | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     116436 | PA      | $116382.11    | 0.04%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| BlackLine Inc                                                                | BLACKLINE INC                                                                | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289132.50    | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                    | BLOCK INC                                                                    | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     433000 | PA      | $415834.58    | 0.14%             | 2026-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                    | BLOCK INC                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       6060 | NS      | $468195.60    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Gold Ltd                                                                | BLUE GOLD LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24850 | NS      | $11667.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                      | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                      | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251759.50    | 0.08%             | 2031-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | BLUEJAY THERAPEUTICS SER C CVT PFD PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        386 | NS      | $1637.53      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BMW International Investment BV                                              | BMW INTERNATIONAL INVESTMENT BV                                              | CUSIP: ZK8296384<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $133319.62    | 0.04%             | 2026-06-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP PARIBAS SA                                                               | CUSIP: AW7475154<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $131329.40    | 0.04%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                | BOEING CO/THE                                                                | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1855 | NS      | $131148.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                                                | BOEING CO/THE                                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       2109 | NS      | $467860.56    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          0 | NS      | $53758.13     | 0.02%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                          | BONA FIDE INVSTMNT HLDNGS III PP                                             | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |          0 | NS      | $33036.30     | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  665000000 | PA      | $703650.08    | 0.23%             | 2033-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  295000000 | PA      | $294298.52    | 0.10%             | 2030-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                     | BOOST NEWCO BORROWER LLC                                                     | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     997500 | PA      | $998956.35    | 0.32%             | 2031-01-31      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                     | BOOST NEWCO BORROWER LLC                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1480500.00   | 0.48%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Brandywine Operating Partnership LP                                          | BRANDYWINE OPERATING PARTNERSHIP LP                                          | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $214500.00    | 0.07%             | 2029-04-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   10647000 | PA      | $1727038.57   | 0.56%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   11560000 | PA      | $1780727.73   | 0.58%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                                      | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     345000 | PA      | $341562.78    | 0.11%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRC Inc                                                                      | BRC INC                                                                      | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        801 | NS      | $1361.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| BrightSpring Health Services Inc                                             | BRIGHTSPRING HEALTH SERVICES INC                                             | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3793 | NS      | $78325.45     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | BRL IRS 01/04/2027 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-62920.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | BRL IRS 1/2/2031 REC FIX_C                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $4429.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | BRL/USD FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-127.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | BRL/USD FWD 20250804 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-7772.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | BRL/USD FWD 20250903 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-399.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | BRL/USD FWD 20250903 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1876.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | BRL/USD FWD 20250903 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1792.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | BRL/USD FWD 20250903 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $325.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | BRL/USD FWD 20250903 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-6481.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | BRL/USD FWD 20250903 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-20211.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                 | BROADCOM INC                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       2717 | NS      | $797982.90    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                      | BSREP 2021-DC C                                                              | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38345 | PA      | $32534.80     | 0.01%             | 2038-08-15      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| BX Trust 2021-VIEW                                                           | BX TRUST 2021-VIEW                                                           | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $156595.34    | 0.05%             | 2036-06-15      | Floating      | 8.39%                 | No            | 2                  | On Loan: No      |
| Cable One Inc                                                                | CABLE ONE INC                                                                | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $477360.50    | 0.16%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CAC40 10 EURO FUT AUG25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | FR        |        -13 | NC      | $14306.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | CAD/USD FWD 20250801 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-3365.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                               | CAN 10YR BOND FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         43 | NC      | $-17534.93    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                               | CAN 10YR BOND FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         24 | NC      | $-9786.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                               | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                               | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $1600.00      | 0.00%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                               | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                               | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $15165.75     | 0.00%             | 2052-05-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CANVA COMMON STOCK PP                                                        | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        144 | NS      | $208825.92    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | CANVA SERIES A CVT PFD STOCK PP                                              | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          8 | NS      | $11601.44     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | CANVA SERIES A-3 CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          1 | NS      | $1450.18      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Capital One Financial Corp                                                   | CAPITAL ONE FINANCIAL CORP                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $101212.24    | 0.03%             | 2034-06-08      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                   | CAPITAL ONE FINANCIAL CORP                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $99216.58     | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp                               | CAPITALWORKS EMERGING MARKETS ACQUISITION CORP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36400 | NS      | $3640.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N3                                       | CARVANA AUTO RECEIVABLES TRUST 2021-N3                                       | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8685 | PA      | $8373.77      | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            | 2                  | On Loan: No      |
| Carvana Co                                                                   | CARVANA CO                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        609 | NS      | $237613.53    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                                              | CATERPILLAR INC                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        890 | NS      | $389837.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CD&R Firefly Bidco PLC                                                       | CD&R FIREFLY BIDCO PLC                                                       | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |     215000 | PA      | $244967.88    | 0.08%             | 2029-04-30      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-106169.09   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-60519.74    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CDX HY S44 PAY 101.5 08/20/2025 GSIL                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-270.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | CDX HY S44 PAY 105 09/17/2025 BARC                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-29960.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CDX HY S44 PAY 106.5 08/20/2025 GSIL                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4827.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | CDX HY S44 PAY 106.5 09/17/2025 BARC                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $58631.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CDX IG S44 PAY 70 08/20/2025 GSIL                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $262.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CDX IG S44 REC 60 08/20/2025 GSIL                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-20034.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CELLINK CORP SERIES D CVT PFD STOCK PP                                       | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        423 | NS      | $270.72       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Centene Corp                                                                 | CENTENE CORP                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     161000 | PA      | $153282.30    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Central Plaza Development Ltd                                                | CENTRAL PLAZA DEVELOPMENT LTD                                                | CUSIP: YQ7445519<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |     250000 | PA      | $251629.19    | 0.08%             | 2029-04-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| COGNEX CORP                                                                  | CGNX US 11/21/25 C40                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        281 | NC      | $115210.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                      | CHARLES SCHWAB CORP/THE                                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       5876 | NS      | $574261.48    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                                                         | CHART INDUSTRIES INC                                                         | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     952562 | PA      | $955238.37    | 0.31%             | 2030-03-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                            | CHILE ELECTRICITY LUX MPC II SARL                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     283476 | PA      | $286736.43    | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| China Hongqiao Group Ltd                                                     | CHINA HONGQIAO GROUP LTD                                                     | CUSIP: YS4065761<br>LEI: 3003009Q4IBFSDE24571 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $248003.85    | 0.08%             | 2028-01-10      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                   | CHIPOTLE MEXICAN GRILL INC                                                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2630 | NS      | $112774.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chobani Holdco II LLC                                                        | CHOBANI HOLDCO II LLC                                                        | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     359476 | PA      | $385088.27    | 0.13%             | 2029-10-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                             | CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36662.50     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                             | CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     315000 | PA      | $246487.50    | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| Chugai Pharmaceutical Co Ltd                                                 | CHUGAI PHARMACEUTICAL CO LTD                                                 | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      12300 | NS      | $589624.47    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings Inc/United States                          | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES                          | CUSIP: ZB0754315<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218672.04    | 0.07%             | 2029-04-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                | CITIGROUP INC                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      10012 | NS      | $938124.40    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                                                        | CIVITAS RESOURCES INC                                                        | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     265000 | PA      | $272950.00    | 0.09%             | 2033-06-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                    | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                    | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $402500.00    | 0.13%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Classover Holdings Inc                                                       | CLASSOVER HOLDINGS INC                                                       | CUSIP: 182744110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36700 | NS      | $3321.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group Inc                                                     | CLOUD SOFTWARE GROUP INC                                                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     107000 | PA      | $113553.75    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | CLP/USD FWD 20250808 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $980.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | CLP/USD FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-994.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - CZK IRS 10/3/29 REC FIX BARC_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1342.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - CZK IRS 7/19/28 REC FIX GSIL                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $931.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - CZK IRS 7/19/28 REC FIX GSIL                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $2223.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - CZK IRS 7/20/28 REC FIX GSIL                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $3727.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - MXN IRS 5/23/2030 REC FIX_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $88.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - USD IRS 5/15/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-50510.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - USD IRS 5/16/55 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2004.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME - USD IRS 5/20/55 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $813.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CME Group Inc                                                                | CME GROUP INC                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       2855 | NS      | $794489.40    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | CME-USD IRS 7/2/35 PAY FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $9499.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME-USD IRS 7/29/30 REC FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1889.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CME-USD IRS 7/29/55 PAY FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11697.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CMG Media Corp                                                               | CMG MEDIA CORP                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97250.00     | 0.03%             | 2029-06-18      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Coalition Inc                                                                | COALITION SER E CVT PFD STOCK PP                                             | CUSIP: TC8G0GXC3<br>LEI: 894500FW05DWOXSEQ527 | Long             | EP               | CORP              | US        |       1376 | NS      | $12108.80     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Colgate-Palmolive Co                                                         | COLGATE-PALMOLIVE CO                                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       4382 | NS      | $367430.70    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cologix Canadian Issuer LP                                                   | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     305000 | PA      | $215489.90    | 0.07%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     370000 | PA      | $301457.50    | 0.10%             | 2032-04-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     285000 | PA      | $289845.00    | 0.09%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  612000000 | PA      | $97309.25     | 0.03%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: AW6274582<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 4720000000 | PA      | $847737.67    | 0.28%             | 2034-10-18      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  808400000 | PA      | $206192.79    | 0.07%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                         | COLORADO HEALTH FACILITIES AUTHORITY                                         | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     250000 | PA      | $211778.75    | 0.07%             | 2040-12-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                             | COMISION FEDERAL DE ELECTRICIDAD                                             | CUSIP: BN8775817<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     350000 | PA      | $306350.03    | 0.10%             | 2031-02-09      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                  | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1077683 | PA      | $669510.61    | 0.22%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                 | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34622 | PA      | $35358.22     | 0.01%             | 2042-05-25      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                               | CONOCOPHILLIPS                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       3690 | NS      | $351804.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                                    | CONSTELLATION ENERGY CORP                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        846 | NS      | $294272.64    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | COP/USD FWD 20250905 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-13476.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | COP/USD FWD 20250905 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $3102.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | COP/USD FWD 20250905 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-17764.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Corp Andina de Fomento                                                       | CORP ANDINA DE FOMENTO                                                       | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     245000 | PA      | $248416.77    | 0.08%             | N/A             | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                               | COUNTRY GARDEN HOLDINGS CO LTD                                               | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $26319.00     | 0.01%             | 2025-10-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CPM Holdings Inc                                                             | CPM HOLDINGS INC                                                             | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      16311 | PA      | $16004.95     | 0.01%             | 2028-09-28      | Floating      | 8.85%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                  | CRESCENT ENERGY FINANCE LLC                                                  | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     195000 | PA      | $186225.00    | 0.06%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                                     | CROWDSTRIKE HOLDINGS INC                                                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        314 | NS      | $142734.98    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Finance US Inc                                                         | CROWN FINANCE US INC                                                         | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     344000 | PA      | $342613.68    | 0.11%             | 2031-12-02      | Floating      | 8.85%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC HOLDINGS LLC                                                             | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     278043 | PA      | $273525.10    | 0.09%             | 2027-04-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC HOLDINGS LLC                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201000.00    | 0.07%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC HOLDINGS LLC                                                             | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     236103 | PA      | $235184.25    | 0.08%             | 2028-01-18      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| CyberArk Software Ltd                                                        | CYBERARK SOFTWARE LTD                                                        | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        483 | NS      | $198740.01    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZD6507176<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   14950000 | PA      | $640983.21    | 0.21%             | 2033-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   12470000 | PA      | $590819.19    | 0.19%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Czechoslovak Group AS                                                        | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6490554<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     180000 | PA      | $211429.07    | 0.07%             | 2031-01-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Databricks Inc                                                               | DATABRICKS SER H CVT PFD STOCK PP                                            | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        489 | NS      | $45232.50     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Databricks Inc                                                               | DATABRICKS SER I CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        249 | NS      | $23032.50     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | DAX INDEX FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |          1 | NC      | $-7277.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                                   | DEERE & CO                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        933 | NS      | $489237.21    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Topco Inc                                                              | DELTA TOPCO INC                                                              | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     435000 | PA      | $434130.00    | 0.14%             | 2030-11-29      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | DEUTSCHE BANK AG                                                             | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $419500.00    | 0.14%             | N/A             | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1262514 | PA      | $1424298.89   | 0.46%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                       | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      99000 | PA      | $74508.49     | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                       | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       1396 | NS      | $207529.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                                                       | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     151000 | PA      | $140185.53    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                        | DIRECTV FINANCING LLC                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     524844 | PA      | $525730.78    | 0.17%             | 2027-08-02      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Disco Corp                                                                   | DISCO CORP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1000 | NS      | $295526.71    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS CORP                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $186637.50    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS CORP                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     411000 | PA      | $385826.25    | 0.13%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DISH Network Corp                                                            | DISH NETWORK CORP                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     228000 | PA      | $237690.00    | 0.08%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| DNA Script SAS                                                               | DNA SCRIPT SERIES C CVT PFD STOCK PP                                         | CUSIP: TC3XW4UW2<br>LEI: 8945001SCRZOZAUEFH64 | Long             | EP               | CORP              | FR        |          8 | NS      | $1084.23      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DoorDash Inc                                                                 | DOORDASH INC                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       1190 | NS      | $297797.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                          | DRIVE AUTO RECEIVABLES TRUST 2021-3                                          | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79961 | PA      | $78623.44     | 0.03%             | 2029-06-15      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| Duality Biotherapeutics Inc                                                  | DUALITY BIOTHERAPEUTICS INC                                                  | CUSIP: 000000000<br>LEI: 254900HZFACBOBP9HN21 | Long             | EC               | CORP              | KY        |       2000 | NS      | $88801.56     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | Diamond Sports Group                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        464 | NS      | $6225.49      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                                              | EAGLE BROADBAND INVEST                                                       | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |     396883 | PA      | $393783.46    | 0.13%             | 2027-11-12      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                | ECHOSTAR CORP                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157687.50    | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | ECOPETROL SA                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     290000 | PA      | $288970.47    | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | ECOPETROL SA                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     327000 | PA      | $343176.14    | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | ECOPETROL SA                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     280000 | PA      | $276685.30    | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Ecuador Government International Bond                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO2094340<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     330000 | PA      | $247582.50    | 0.08%             | 2035-07-31      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                     | EDELMAN FINANCIAL CENTER                                                     | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     805000 | PA      | $808018.75    | 0.26%             | 2028-10-06      | Floating      | 9.61%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                     | EDELMAN FINANCIAL CENTER                                                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     398997 | PA      | $399408.46    | 0.13%             | 2028-04-07      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EGP/USD FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $3995.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | EGP/USD FWD 20250804 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $363.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | EGP/USD FWD 20250902 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $2312.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | EGP/USD FWD 20250911 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $19522.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | EGP/USD FWD 20250911 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $12272.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | EGP/USD FWD 20250911 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $3045.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                          | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BN9715911<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     350000 | PA      | $310621.45    | 0.10%             | 2031-02-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                          | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     410000 | PA      | $416556.52    | 0.14%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                          | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $203783.96    | 0.07%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: —       |
| N/A                                                                          | EIKON THERA SERIES B CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        330 | NS      | $1928.67      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| El Salvador Government International Bond                                    | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $3450.00      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                    | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     615000 | PA      | $653259.15    | 0.21%             | 2030-04-17      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                    | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZB4025365<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     170000 | PA      | $180575.70    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health Inc                                                     | ELANCO ANIMAL HEALTH INC                                                     | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    1063427 | PA      | $1062246.73   | 0.35%             | 2027-08-01      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                        | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                        | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23487 | PA      | $23127.91     | 0.01%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                        | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                        | CUSIP: 28415AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110874 | PA      | $114277.24    | 0.04%             | 2038-02-25      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| N/A                                                                          | ELEMENT BIOSCIENCES SER D CVT PFD PP                                         | CUSIP: TC3OATBR3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         38 | NS      | $210.90       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | ELEMENT BIOSCIENCES SER D-1 CVT PFD PP                                       | CUSIP: TC141T8S1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         38 | NS      | $210.90       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Eli Lilly & Co                                                               | ELI LILLY & CO                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        366 | NS      | $270865.62    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellucian Holdings Inc                                                        | ELLUCIAN HOLDINGS INC                                                        | CUSIP: 83578B9H8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     235000 | PA      | $241462.50    | 0.08%             | 2032-11-22      | Floating      | 9.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | EMINI S&P REESTATESEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -31 | NC      | $12115.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                      | EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | CUSIP: BK9015144<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $176578.50    | 0.06%             | 2050-08-18      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | ENDEAVOR BIO SER C CVT PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         68 | NS      | $443.67       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                      | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1889 | NS      | $5241.41      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Eskom Holdings SOC Ltd                                                       | ESKOM HOLDINGS SOC LTD                                                       | CUSIP: BQ6082631<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     300000 | PA      | $294477.36    | 0.10%             | 2027-07-23      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | EUR/USD FWD 20250804 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-94066.86    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | EUR/USD FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8170.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | EUR/USD FWD 20250822 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-74.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | EUR/USD FWD 20250822 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8489.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                  | EUR/USD FWD 20250822 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21292.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | EUR/USD FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2721.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | EUR/USD FWD 20250822 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3949.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX EURO STOXX 50 FUTURE                                                   | EURO STOXX 50     SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -30 | NC      | $4797.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EURO STOXX 50 FUTURE                                                   | EURO STOXX 50     SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -35 | NC      | $5597.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EURO STOXX 50 FUTURE                                                   | EURO STOXX 50     SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -34 | NC      | $5437.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                | EURO-BOBL FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         24 | NC      | $-24679.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                | EURO-BTP FUTURE   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          7 | NC      | $-926.45      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                               | EURO-BUND FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         26 | NC      | $-40976.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 30 YEAR EURO BUXL FUTURE                                               | EURO-BUXL 30Y BND SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -7 | NC      | $27630.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                               | EURO-OAT FUTURE   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -3 | NC      | $-211.06      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 2 YEAR EURO SCHATZ FUTURE                                              | EURO-SCHATZ FUT   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -82 | NC      | $35932.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| European Bank for Reconstruction & Development                               | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                               | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   16200000 | PA      | $183909.61    | 0.06%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                            | EW SCRIPPS CO                                                                | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      94762 | PA      | $91733.89     | 0.03%             | 2029-11-30      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                            | EW SCRIPPS CO                                                                | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     359325 | PA      | $362918.19    | 0.12%             | 2028-06-30      | Floating      | 10.21%                | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                            | EW SCRIPPS CO/THE                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     170000 | PA      | $168300.00    | 0.05%             | 2030-08-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88689 | PA      | $11594.43     | 0.00%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171112 | PA      | $22509.73     | 0.01%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31423YVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85186 | PA      | $13681.89     | 0.00%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177199 | PA      | $23287.18     | 0.01%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424U8L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88500 | PA      | $20488.50     | 0.01%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     146204 | PA      | $19198.68     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442152 | PA      | $56610.31     | 0.02%             | 2052-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31423XX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93846 | PA      | $12438.25     | 0.00%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424UK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374978 | PA      | $93638.96     | 0.03%             | 2053-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424VHL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     627434 | PA      | $135398.98    | 0.04%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424VHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413948 | PA      | $98421.78     | 0.03%             | 2054-08-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                    | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424VD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96026 | PA      | $22223.89     | 0.01%             | 2054-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     517604 | PA      | $71610.98     | 0.02%             | 2047-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BGJV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     538961 | PA      | $59528.56     | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1962932 | PA      | $257594.43    | 0.08%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BKK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83060 | PA      | $13219.39     | 0.00%             | 2049-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     479624 | PA      | $75225.08     | 0.02%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BCM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135469 | PA      | $18855.68     | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                            | FANNIE MAE REMICS                                                            | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67916 | PA      | $11569.73     | 0.00%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                      | FERRELLGAS LP / FERRELLGAS FINANCE CORP                                      | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $493750.00    | 0.16%             | 2026-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SPDR EURO STOXX 50 ETF                                                       | FEZ US 08/15/25 P50                                                          | CUSIP: 000000000<br>LEI: 549300FS6B2JRJXYB418 | N/A              | DE               | CORP              | US        |         20 | NC      | $750.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY ABBV 5.4 54 08/12/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2715.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | FI TRS PAY BHP 5.5 53 08/12/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4039.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY C 5.612 56 08/12/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3666.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY DE 5.7 55 08/12/25 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-842.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY JNJ 5.25 54 08/12/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1619.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY MET 5.25 54 08/12/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1271.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY META 5.4 54 10/23/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-12326.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY MS 5.516 55 08/12/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3533.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY ORCL 6 55 08/12/25 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3013.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FI TRS PAY UNP 5.6 54 10/23/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-11480.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | FI TRS USD PAY IBOXHY 09/20/25 MSLN_C                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-29075.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | FI TRS USD PAY IBOXHY 09/20/25 MSLN_C                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-28980.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | FI TRS USD PAY IBXXLLTR 09/20/25 GSIL_C                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-15282.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple             | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE             | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     287247 | PA      | $294327.78    | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Figma Inc                                                                    | FIGMA INC                                                                    | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        159 | NS      | $18364.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                      | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                      | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $207187.17    | 0.07%             | 2034-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| First Eagle Holdings Inc                                                     | FIRST EAGLE HOLDINGS INC                                                     | CUSIP: 05554JAH0<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     400000 | PA      | $399768.00    | 0.13%             | 2027-02-01      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Fleet US Bidco Inc                                                           | FLEET US BIDCO INC                                                           | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96175 | PA      | $96295.12     | 0.03%             | 2031-02-21      | Floating      | 6.81%                 | No            | 3                  | On Loan: No      |
| Flowco Holdings Inc                                                          | FLOWCO HOLDINGS INC                                                          | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1917 | NS      | $35847.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | FOG PHARMA SER E CVT PFD PP                                                  | CUSIP: TC0O5RRO6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         41 | NS      | $255.35       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     350000 | PA      | $340807.60    | 0.11%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | FORM ENERGY SER F CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2193 | NS      | $53035.29     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Formagrid Inc                                                                | FORMAGRID INC SER F CVT PFD STOCK PP                                         | CUSIP: TC1ERSTV3<br>LEI: 9845006EB0931A9BEA31 | Long             | EP               | CORP              | US        |        222 | NS      | $12951.48     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Foshan Haitian Flavouring & Food Co Ltd                                      | FOSHAN HAITIAN FLAVOURING & FOOD CO LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      10400 | NS      | $45309.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FPT Corp                                                                     | FPT CORP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       3335 | NS      | $13203.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Franco-Nevada Corp                                                           | FRANCO-NEVADA CORP                                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        700 | NS      | $111531.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac REMICS                                                           | FREDDIE MAC REMICS                                                           | CUSIP: 3137HFZ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118068 | PA      | $21817.15     | 0.01%             | 2048-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                           | FREDDIE MAC REMICS                                                           | CUSIP: 3137HFW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     142076 | PA      | $34663.82     | 0.01%             | 2054-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                           | FREDDIE MAC REMICS                                                           | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251774 | PA      | $33853.90     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                           | FREDDIE MAC REMICS                                                           | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201728 | PA      | $27590.98     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                           | FREDDIE MAC REMICS                                                           | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     387413 | PA      | $61981.60     | 0.02%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                      | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      36431 | PA      | $36498.10     | 0.01%             | 2042-02-25      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139053 | PA      | $18489.18     | 0.01%             | 2052-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 3142G95J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231982 | PA      | $58042.29     | 0.02%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 3142G5QH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114523 | PA      | $28896.61     | 0.01%             | 2053-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 31325YB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     361709 | PA      | $49394.46     | 0.02%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130623 | PA      | $17165.26     | 0.01%             | 2052-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 3142G6NQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174922 | PA      | $42592.60     | 0.01%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                           | FREDDIE MAC STRIPS                                                           | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116326 | PA      | $15769.24     | 0.01%             | 2051-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freenome Inc                                                                 | FREENOME HOLDINGS SER D CVT PFD PP                                           | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |       3412 | NS      | $16855.28     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freenome Inc                                                                 | FREENOME HOLDINGS SER F CVT PFD PP                                           | CUSIP: TC17ZDYA2<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |         24 | NS      | $117.84       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freeport-McMoRan Inc                                                         | FREEPORT-MCMORAN INC                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       6344 | NS      | $255282.56    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | FRONTIER COMMUNICATIONS                                                      | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     995006 | PA      | $994389.35    | 0.32%             | 2031-07-01      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $404500.00    | 0.13%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                          | FRONTIER ISSUER LLC                                                          | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     990586 | PA      | $1036978.02   | 0.34%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                          | FRONTIER ISSUER LLC                                                          | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320360 | PA      | $357551.10    | 0.12%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| FS Luxembourg Sarl                                                           | FS LUXEMBOURG SARL                                                           | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $259633.50    | 0.08%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| FS Luxembourg Sarl                                                           | FS LUXEMBOURG SARL                                                           | CUSIP: ZF7052334<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     230000 | PA      | $238862.82    | 0.08%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| FTSE 100 INDEX FUTURE                                                        | FTSE 100 IDX FUT  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -21 | NC      | $-56507.72    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| FTSE 100 INDEX FUTURE                                                        | FTSE 100 IDX FUT  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -26 | NC      | $-69961.94    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | FTSE/MIB IDX FUT  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IT        |         11 | NC      | $50593.17     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                              | FXO GBP CALL/AUD PUT AT 2.1 10/10/25 BOFA                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3496.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | FXO GBP PUT/AUD CALL 2.05 10/10/25 BOFA                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8794.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | FXO_USD_OTC_E_CALL_CNH_USD_K_8_EFF_2025-01-06_MAT_2026-01-06 CITI            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $218.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | FXO_USD_OTC_E_CALL_SAR_USD_K_3.7675_EFF_2024-10-10_MAT_2025-10-13 CITI       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $800.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-04-14_MAT_2026-04-14 GSIL          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4153.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-05-12_MAT_2026-05-12 GSIL          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5071.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-05-15_MAT_2026-05-15 BOFA          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5191.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | FXO_USD_OTC_E_PUT_JPY_USD_K_136_EFF_2025-03-04_MAT_2025-09-04 CITI           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $280.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | FXO_USD_OTC_E_PUT_JPY_USD_K_145.37_EFF_2025-03-04_MAT_2025-09-04 CITI        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1972.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | GBP/USD FWD 20250804 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-25829.23    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | GBP/USD FWD 20250822 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2021.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | GBP/USD FWD 20250822 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-6124.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | GBP/USD FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-11196.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GCT Semiconductor Holding Inc                                                | GCT SEMICONDUCTOR HOLDING INC                                                | CUSIP: 36170N115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24750 | NS      | $2232.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                                                          | GENERAL ELECTRIC CO                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       1447 | NS      | $392252.76    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Financial Co Inc                                              | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49099.32     | 0.02%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | GENERATE BIO SER B CVT PFD STOCK PP                                          | CUSIP: TC5CQ34B0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        666 | NS      | $7892.10      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Geopark Ltd                                                                  | GEOPARK LTD                                                                  | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $282928.50    | 0.09%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                         | GLOBO COMUNICACAO E PARTICIPACOES SA                                         | CUSIP: BT3710113<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     310000 | PA      | $291834.25    | 0.09%             | 2032-01-14      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Goto Foods Funding LLC                                                       | GOTO FOODS FUNDING LLC                                                       | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242500 | PA      | $244901.24    | 0.08%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382HNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     371517 | PA      | $63945.26     | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     259326 | PA      | $32207.68     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140616 | PA      | $17198.17     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382WZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     374280 | PA      | $60528.71     | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382PNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104357 | PA      | $13581.85     | 0.00%             | 2051-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239061 | PA      | $35047.87     | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     385837 | PA      | $55874.01     | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382G6D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     354011 | PA      | $51707.40     | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     132388 | PA      | $16605.73     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38384DLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     196355 | PA      | $28994.82     | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382VKV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129302 | PA      | $14406.41     | 0.00%             | 2049-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38383V3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     255423 | PA      | $36969.59     | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GPD Cos Inc                                                                  | GPD COS INC                                                                  | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130955 | PA      | $114913.01    | 0.04%             | 2029-12-31      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| Graham Packaging Co Inc                                                      | GRAHAM PACKAGING/GPC CAP                                                     | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |     983675 | PA      | $984815.86    | 0.32%             | 2027-08-04      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                               | GRAY MEDIA INC                                                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     425000 | PA      | $314500.00    | 0.10%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| Gray Media Inc                                                               | GRAY MEDIA INC                                                               | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130650.00    | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                               | GREENSAIF PIPELINES BIDCO SARL                                               | CUSIP: ZM9730023<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $286297.44    | 0.09%             | 2038-02-23      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                               | GREENSAIF PIPELINES BIDCO SARL                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $205197.15    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                    | GUATEMALA GOVERNMENT BOND                                                    | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     350000 | PA      | $299486.25    | 0.10%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Galvanize Therapeutics Series C-1 CVT PFD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2638 | NS      | $1397.64      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | HANG SENG IDX FUT AUG25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          7 | NC      | $-35116.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hardee s Funding LLC                                                         | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170946 | PA      | $175483.72    | 0.06%             | 2054-03-20      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                         | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283200 | PA      | $259517.77    | 0.08%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                         | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76400 | PA      | $72805.94     | 0.02%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd                                                                | HDFC BANK LTD                                                                | CUSIP: BR0685403<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |     310000 | PA      | $302725.50    | 0.10%             | N/A             | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Helix Acquisition Corp II                                                    | HELIX ACQUISITION CORP II                                                    | CUSIP: G4444H101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      35386 | NS      | $368722.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoa Phat Group JSC                                                           | HOA PHAT GROUP JSC                                                           | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |      12360 | NS      | $11733.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                                         | HOWMET AEROSPACE INC                                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       1212 | NS      | $217881.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HTA Group Ltd/Mauritius                                                      | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     310000 | PA      | $320788.43    | 0.10%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | HUF/USD FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $15080.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                      | HUNGARY GOVERNMENT BOND                                                      | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  144280000 | PA      | $298920.05    | 0.10%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                      | HUNGARY GOVERNMENT BOND                                                      | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  144000000 | PA      | $262742.97    | 0.09%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                      | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  118300000 | PA      | $297354.16    | 0.10%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Inc/OH                                                 | HUNTINGTON BANCSHARES INC/OH                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       4062 | NS      | $66738.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                       | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                       | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140206 | PA      | $141652.54    | 0.05%             | 2032-05-20      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                | HYG US 08/15/25 C80                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -1146 | NC      | $-44121.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                | HYG US 08/15/25 P80                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -1146 | NC      | $-23493.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                      | HYUNDAI CAPITAL AMERICA                                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70337.33     | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICAPITAL INC COMMON STOCK PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4183 | NS      | $58560.75     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | ICE_ARCELORMITTAL SA CDS 06/20/2027                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $2582.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_AVIS BUDGET CAR RENTAL LLC CDS 06/20/2027                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $6317.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_AVIS BUDGET CAR RENTAL LLC CDS 12/20/2026 MSLN                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $8236.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_BRISTOL-MYERS SQUIBB CO CDS 06/20/2030 BARC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-19740.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_CDX HY CDSI S40 V3 5Y 06/20/2028 BARC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-232911.89   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_CDX HY CDSI S43 3Y 12/20/2027 GSIL                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-28444.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_CDX HY CDSI S43 5Y 12/20/2029                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-93458.46    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $168522.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-268044.19   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $38498.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_DELTA AIR LINES INC CDS 06/20/2027                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-36962.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_GLENCORE INTERNATIONAL CDS 12/20/2026                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-6831.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_ITRX EUR CDSI S43 5Y 06/20/2030                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $185000.35    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_ITRX XOVER CDSI S43 5Y 06/20/2030                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-243588.04   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_LAMB WESTON HOLDINGS INC CDS 12/20/2029 BARC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1888.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_OMAN CDS 12/20/2028 GSIL                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-12068.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_PFIZER INC CDS 06/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-19038.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_PG&E CORP CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $20035.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_SAUDI ARABIA CDS 06/20/2030 BARC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $4273.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_SEALED AIR CORP CDS 12/20/2029 BARC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-782.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | ICE_SES SA CDS 06/20/2030 GSIL                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |          1 | NC      | $-29868.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                                               | ICICI BANK LTD                                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      23032 | NS      | $387842.97    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Icon Parent Inc                                                              | ICON PARENT INC                                                              | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400000 | PA      | $405000.00    | 0.13%             | 2032-09-11      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | IDR/USD FWD 20250804 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-7800.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | IDR/USD FWD 20251010 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-3918.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Immunocore Holdings PLC                                                      | IMMUNOCORE HOLDINGS PLC                                                      | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      19000 | PA      | $16677.73     | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                                        | INDIA GOVERNMENT BOND                                                        | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   31000000 | PA      | $370299.58    | 0.12%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                                        | INDIA GOVERNMENT BOND                                                        | CUSIP: ZR8860481<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   12680000 | PA      | $147428.82    | 0.05%             | 2029-10-07      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2044000000 | PA      | $128374.56    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                                     | INFINEON TECHNOLOGIES AG                                                     | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       9802 | NS      | $385053.56    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Informatica LLC                                                              | INFORMATICA LLC                                                              | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     997423 | PA      | $1002409.79   | 0.33%             | 2028-10-27      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | INR/USD FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-13932.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Insulet Corp                                                                 | INSULET CORP                                                                 | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     818000 | PA      | $1090459.44   | 0.35%             | 2026-09-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Inter-American Development Bank                                              | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   26000000 | PA      | $305079.92    | 0.10%             | 2030-10-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   29000000 | PA      | $333041.28    | 0.11%             | 2028-04-24      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Intuitive Surgical Inc                                                       | INTUITIVE SURGICAL INC                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        273 | NS      | $131337.57    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IRB Holding Corp                                                             | IRB HOLDING CORP                                                             | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    1496241 | PA      | $1495552.33   | 0.49%             | 2027-12-15      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Ivanhoe Mines Ltd                                                            | IVANHOE MINES LTD                                                            | CUSIP: YS7132774<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $241382.64    | 0.08%             | 2030-01-23      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-8160.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-8515.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                                    | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     600000 | PA      | $593478.92    | 0.19%             | 2036-04-01      | Fixed         | 8.07%                 | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                                    | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     205000 | PA      | $205353.19    | 0.07%             | 2033-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| ISHARES RUSSELL 2000 ETF                                                     | IWM US 08/15/25 P212                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         38 | NC      | $6764.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES RUSSELL 2000 ETF                                                     | IWM US 09/30/25 P205                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        498 | NC      | $159111.00    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                            | JAVELIN BUYER INC                                                            | CUSIP: 47189BAC3<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |     109725 | PA      | $109536.27    | 0.04%             | 2031-10-07      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                            | JAVELIN BUYER INC                                                            | CUSIP: 000000000<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |      55000 | PA      | $54725.00     | 0.02%             | 2032-10-07      | Floating      | 9.58%                 | No            | 2                  | On Loan: No      |
| Jefferson Capital Inc                                                        | JEFFERSON CAPITAL INC                                                        | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10246 | NS      | $172850.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Jerrold Finco PLC                                                            | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |     205000 | PA      | $276532.36    | 0.09%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | JETTI HOLDINGS SER D CVT PFD STOCK PP                                        | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         63 | NS      | $8372.20      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd                                       | JIANGSU HENGRUI PHARMACEUTICALS CO LTD                                       | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |       9400 | NS      | $94419.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMORGAN CHASE & CO                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        235 | NS      | $69616.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | JPY/USD FWD 20250804 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-134674.14   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | JPY/USD FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-7652.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Jscb Agrobank                                                                | JSCB AGROBANK                                                                | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     250000 | PA      | $267047.62    | 0.09%             | 2029-10-02      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                     | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1515000 | PA      | $64387.50     | 0.02%             | 2022-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| Kaseya Inc                                                                   | KASEYA INC                                                                   | CUSIP: 000000000<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     417735 | PA      | $419042.29    | 0.14%             | 2033-03-20      | Floating      | 9.36%                 | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                                 | KASPI.KZ JSC                                                                 | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $306393.47    | 0.10%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KazMunayGas National Co JSC                                                  | KAZMUNAYGAS NATIONAL CO JSC                                                  | CUSIP: ZO8193286<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     280000 | PA      | $244705.81    | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KazMunayGas National Co JSC                                                  | KAZMUNAYGAS NATIONAL CO JSC                                                  | CUSIP: AS0272011<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     245000 | PA      | $248323.46    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc                                                                   | KENVUE INC                                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      16563 | NS      | $355110.72    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                      | KEYCORP                                                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       3908 | NS      | $70031.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                         | KINGSTON AIRPORT REVENUE FINANCE LTD                                         | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201295.00    | 0.07%             | 2036-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KKR & Co Inc                                                                 | KKR & CO INC                                                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       1260 | NS      | $184690.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        384 | NS      | $32621.84     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | KOBOLD METALS SER C-2 CVT PFD STOCK PP                                       | CUSIP: TC4SY0CJ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1032 | NS      | $87671.19     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KFE 10 YEAR TREASURY BOND FUTURE                                             | KOREA 10YR BND FU SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          7 | NC      | $1899.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                                                            | KOSMOS ENERGY LTD                                                            | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     300000 | PA      | $231523.23    | 0.08%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| Kotak Mahindra Bank Ltd                                                      | KOTAK MAHINDRA BANK LTD                                                      | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |       8548 | NS      | $192589.40    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Krakatau Posco PT                                                            | KRAKATAU POSCO PT                                                            | CUSIP: YX1814475<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $302278.06    | 0.10%             | 2029-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SPDR S&P REGIONAL BANKING ETF                                                | KRE US 12/31/25 C70                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         87 | NC      | $9613.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | KRW/USD FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-395.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | KRW/USD FWD 20250804 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-12220.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | KRW/USD FWD 20250903 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-284.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kyrgyz Republic International Bond                                           | KYRGYZ REPUBLIC INTERNATIONAL BOND                                           | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     660000 | PA      | $663120.41    | 0.22%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Kardium, Inc. Series D-7 CVT Pfd Stock                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1594 | NS      | $1031.70      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | LARONDE SERIES B CVT PFD STOCK PP                                            | CUSIP: TC14DLDG5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        162 | NS      | $233.28       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | LCH - EUR ZCIS 4/15/28 REC CPI CITI                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-874.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - EUR ZCIS 8/15/27 REC CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-14298.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - EUR ZCIS 8/15/27 REC CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-1864.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - EUR ZCIS 8/15/27 REC CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-19651.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - PLN IRS 6/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $37.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 1/25/33 REC CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $1791.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 12/12/33 REC CPI BARC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2918.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 12/12/33 REC CPI BARC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2536.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 12/12/33 REC CPI BOFA                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $3101.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $3150.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $3201.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 3/27/33 REC CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $1790.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 3/27/33 REC CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $4071.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 3/31/26 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-8003.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 3/31/30 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $3765.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 4/11/34 REC CPI BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-597.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 4/28/26 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-69901.62    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 5/13/30 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $1920.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 5/13/30 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $1650.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 5/13/30 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $9371.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 5/14/26 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-255.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 5/31/34 REC CPI BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-22235.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 5/7/30 REC CPI_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2580.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 6/14/34 REC CPI BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $1165.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH - USD ZCIS 6/14/34 REC CPI BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $965.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-AUD IRS 7/14/55 PAY FIX DEUT_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6467.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-35.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-124.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-652.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-615.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 7/25/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $2204.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-USD ZCIS 6/20/26 REC CPI GSIL_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $40547.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-USD ZCIS 7/3/26 REC CPI CHAS_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $48631.79     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-USD ZCIS 7/9/26 REC CPI GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $300.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | LCH-USD ZCIS 7/9/26 REC CPI GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $822.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                            | LCPR SENIOR SECURED FINANCING DAC                                            | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     335000 | PA      | $257112.50    | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                        | LEVEL 3 FINANCING INC                                                        | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      21153 | PA      | $23955.77     | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                        | LEVEL 3 FINANCING INC                                                        | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      56305 | PA      | $63483.89     | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp                                                       | LIBERTY BROADBAND CORP                                                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      35806 | NS      | $2195623.92   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | LIGHTMATTER SER B-1 CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        180 | NS      | $12886.20     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | LIGHTMATTER SER D CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        689 | NS      | $49325.51     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lilac Solutions Inc                                                          | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                     | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |       1156 | NS      | $10739.24     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                           | LIMAK CIMENTO SANAYI VE TICARET AS                                           | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     255000 | PA      | $259808.13    | 0.08%             | 2029-07-25      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                                                | LIVE NATION ENTERTAINMEN                                                     | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    1984211 | PA      | $1980738.16   | 0.64%             | 2026-10-19      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                                                | LIVE NATION ENTERTAINMENT INC                                                | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505625.00    | 0.16%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                                              | LONDON STOCK EXCHANGE GROUP PLC                                              | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       2768 | NS      | $337405.62    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |        -12 | NC      | $-9492.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         -7 | NC      | $-5537.45     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         -9 | NC      | $-7119.59     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Longfor Group Holdings Ltd                                                   | LONGFOR GROUP HOLDINGS LTD                                                   | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $148117.41    | 0.05%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| LTI Holdings Inc                                                             | LTI HOLDINGS INC                                                             | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |     886231 | PA      | $886895.17    | 0.29%             | 2029-07-29      | Floating      | 8.61%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                       | LUMEN TECHNOLOGIES INC                                                       | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     197322 | PA      | $201432.04    | 0.07%             | 2028-06-01      | Floating      | 10.36%                | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                       | LUMEN TECHNOLOGIES INC                                                       | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     498729 | PA      | $495377.48    | 0.16%             | 2030-04-15      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                       | LUMEN TECHNOLOGIES INC                                                       | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     997458 | PA      | $991383.36    | 0.32%             | 2029-04-16      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                       | LUMEN TECHNOLOGIES INC                                                       | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304125.00    | 0.10%             | 2032-10-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Main Street Sports Group LLC                                                 | MAIN STREET SPORTS GROUP                                                     | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      10672 | PA      | $9284.87      | 0.00%             | 2028-01-03      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     510000 | PA      | $137737.81    | 0.04%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1475000 | PA      | $377156.83    | 0.12%             | 2053-03-31      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Mallinckrodt International Finance SA / Mallinckrodt CB LLC                  | MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                  | CUSIP: 561233AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     183868 | PA      | $187545.36    | 0.06%             | 2028-11-14      | Fixed         | 14.75%                | No            | 2                  | On Loan: No      |
| Mallinckrodt PLC                                                             | MALLINCKRODT PLC                                                             | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | LON              | CORP              | IE        |    1478929 | PA      | $1514985.76   | 0.49%             | 2028-11-14      | Floating      | 14.00%                | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                               | MASTERCARD INC                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        844 | NS      | $478100.68    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Financeco 2 Inc                                                  | MATCH GROUP FINANCECO 2 INC                                                  | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |     600000 | PA      | $580824.60    | 0.19%             | 2026-06-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                                  | MATCH GROUP HOLDINGS II LLC                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195000.00    | 0.06%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MediaTek Inc                                                                 | MEDIATEK INC                                                                 | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       3000 | NS      | $135853.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                          | MEDLINE BORROWER LP                                                          | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     997487 | PA      | $998115.86    | 0.32%             | 2028-10-23      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                                             | MERCADOLIBRE INC                                                             | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        188 | NS      | $446291.32    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | MERCURY DATA CTR BIDCO                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     484999 | PA      | $482841.08    | 0.16%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi AS                                   | MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS                                   | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |     325000 | PA      | $339242.08    | 0.11%             | 2028-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                           | META PLATFORMS INC                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1402 | NS      | $1084362.88   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Metalsa Sapi De Cv                                                           | METALSA SAPI DE CV                                                           | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |     150000 | PA      | $124965.75    | 0.04%             | 2031-05-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                | MEXICAN BONOS                                                                | CUSIP: ZI4289875<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   23360000 | PA      | $1233334.11   | 0.40%             | 2029-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                | MEXICAN BONOS                                                                | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3125000 | PA      | $157299.42    | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                              | MFB MAGYAR FEJLESZTESI BANK ZRT                                              | CUSIP: ZK7509423<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     230000 | PA      | $238634.38    | 0.08%             | 2028-06-29      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                 | MH SUB I LLC                                                                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     117846 | PA      | $112130.21    | 0.04%             | 2028-05-03      | Floating      | 8.61%                 | No            | 2                  | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority                                | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                                | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $3791.93      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                               | MICROSOFT CORP                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       3500 | NS      | $1867250.00   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | MINI TPX IDX FUT  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -136 | NC      | $-100140.89   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | MINI TPX IDX FUT  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -169 | NC      | $-124439.79   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | MINI TPX IDX FUT  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |        -77 | NC      | $-56697.42    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                              | MITSUBISHI HEAVY INDUSTRIES LTD                                              | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      11900 | NS      | $284129.13    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      14800 | NS      | $203984.98    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mixue Group                                                                  | MIXUE GROUP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       1100 | NS      | $65657.42     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mongolia Government International Bond                                       | MONGOLIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: BQ2935519<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     270000 | PA      | $256078.11    | 0.08%             | 2027-07-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Montenegro Government International Bond                                     | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     600000 | PA      | $623572.90    | 0.20%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Morocco Government International Bond                                        | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     700000 | PA      | $596233.25    | 0.19%             | 2032-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MRC Global US Inc                                                            | MRC GLOBAL US INC                                                            | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |     997500 | PA      | $999993.75    | 0.33%             | 2031-10-29      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| ICE US MSCI EMERGING MARKETS EM INDEX FUTURES                                | MSCI EMGMKT       SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          3 | NC      | $4099.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | MXN/USD FWD 20250804 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $3805.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | MXN/USD FWD 20251017 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-2504.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | MYR/USD FWD 20250804 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-23484.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | MYR/USD FWD 20250904 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-5192.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | MYR/USD FWD 20250904 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-2273.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Natera Inc                                                                   | NATERA INC                                                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1240 | NS      | $165738.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                             | NATIONSTAR MORTGAGE HOLDINGS INC                                             | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $599250.00    | 0.19%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                                          | NATWEST MARKETS PLC                                                          | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134656.12    | 0.04%             | 2026-06-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                        | NAVOI MINING & METALLURGICAL COMBINAT                                        | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $206731.85    | 0.07%             | 2031-10-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NCB Tier 1 Sukuk Ltd                                                         | NCB TIER 1 SUKUK LTD                                                         | CUSIP: BN6514341<br>LEI: 549300DJLY2JZABDD193 | Long             | DBT              | NUSS              | KY        |     225000 | PA      | $219134.25    | 0.07%             | N/A             | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                 | NCL CORP LTD                                                                 | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      47000 | PA      | $47058.75     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                         | NEPTUNE BIDCO US INC                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     716000 | PA      | $692730.00    | 0.23%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                         | NEPTUNE BIDCO US INC                                                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     233622 | PA      | $223948.19    | 0.07%             | 2029-04-11      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                  | NETFLIX INC                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        281 | NS      | $325791.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| New Zealand Government Bond                                                  | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1556000 | PA      | $598433.99    | 0.19%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                                                  | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1063000 | PA      | $604586.03    | 0.20%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nexstar Media Inc                                                            | NEXSTAR MEDIA INC                                                            | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199250.00    | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                           | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     279000 | PA      | $275512.50    | 0.09%             | 2029-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | NGN/USD FWD 20250827 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |          1 | NC      | $1893.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | NGN/USD FWD 20251002 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |          1 | NC      | $4030.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                        | NIGERIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: AV6717814<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     300000 | PA      | $308745.99    | 0.10%             | 2031-01-21      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                                              | NINTENDO CO LTD                                                              | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       5200 | NS      | $434610.53    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | NURO SERIES D CVT PFD STOCK PP                                               | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1232 | NS      | $15966.72     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NVIDIA Corp                                                                  | NVIDIA CORP                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      13921 | NS      | $2476128.27   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | OBSIDIAN THERAPEUTICS SR C CVT PFD STK PP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        625 | NS      | $1186.19      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Oceanview Mortgage Loan Trust 2020-1                                         | OCEANVIEW MORTGAGE LOAN TRUST 2020-1                                         | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $99382.44     | 0.03%             | 2050-05-28      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2021-2                                              | OCTANE RECEIVABLES TRUST 2021-2                                              | CUSIP: 67578AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $315759.10    | 0.10%             | 2029-05-21      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                              | OCTANE RECEIVABLES TRUST 2023-1                                              | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $311728.95    | 0.10%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                              | OCTANE RECEIVABLES TRUST 2023-1                                              | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10805 | PA      | $10823.72     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Odeon Finco PLC                                                              | ODEON FINCO PLC                                                              | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $416000.00    | 0.14%             | 2027-11-01      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| OML STOCKHOLM OMXS30 INDEX FUTURE                                            | OMXS30 IND FUTURE AUG25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |        -73 | NC      | $-14072.47    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                 | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: BP4387505<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     290000 | PA      | $241217.66    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Orion US Finco                                                               | ORION US FINCO                                                               | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120000 | PA      | $120537.60    | 0.04%             | 2032-05-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Oryx Funding Ltd                                                             | ORYX FUNDING LTD                                                             | CUSIP: BN7877457<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $308649.75    | 0.10%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| OTP Bank Nyrt                                                                | OTP BANK NYRT                                                                | CUSIP: YS8272330<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     295000 | PA      | $307001.43    | 0.10%             | 2035-07-30      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Palantir Technologies Inc                                                    | PALANTIR TECHNOLOGIES INC                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        881 | NS      | $139506.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Paraguay Government International Bond                                       | PARAGUAY GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: BN6674590<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     281000 | PA      | $240606.25    | 0.08%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | PATREON INC PP                                                               | CUSIP: TC2B6RC66<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $2861.10      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | PATREON SERIES D CVT PFD STOCK PP                                            | CUSIP: TC8LXWWZ1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        238 | NS      | $4126.92      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Peloton Interactive Inc                                                      | PELOTON INTERACTIVE INC                                                      | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     198496 | PA      | $201374.44    | 0.07%             | 2029-05-30      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive Inc                                                      | PELOTON INTERACTIVE INC                                                      | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290167.20    | 0.09%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                                       | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: AZ1487935<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1215000 | PA      | $319938.17    | 0.10%             | 2034-08-12      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS                                                          | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     135000 | PA      | $153046.50    | 0.05%             | 2028-02-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS                                                          | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     135000 | PA      | $134679.56    | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | PETROLEOS MEXICANOS CDS 12/20/2025                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-66.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | PETROLEOS MEXICANOS CDS 12/20/2025                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-320.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | PETROLEOS MEXICANOS CDS 12/20/2025                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-66.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | PETROLEOS MEXICANOS CDS 12/20/2025                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-172.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                     | PETROLEOS MEXICANOS CDS 12/20/2025                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-172.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Philippine Government International Bond                                     | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   36000000 | PA      | $605341.10    | 0.20%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | PLN/USD FWD 20250814 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-7605.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                                         | PORT OF BEAUMONT NAVIGATION DISTRICT                                         | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     365000 | PA      | $366596.77    | 0.12%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| PRADA SpA                                                                    | PRADA SPA                                                                    | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |      20900 | NS      | $113755.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Pregis TopCo LLC                                                             | PREGIS TOPCO LLC                                                             | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |      21557 | PA      | $21750.89     | 0.01%             | 2029-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Primo Brands Corp                                                            | PRIMO BRANDS CORP                                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     999355 | PA      | $1001194.31   | 0.33%             | 2028-03-31      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                         | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                         | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $400500.00    | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | PROFOUNBIO ESCROW FUND PAYMENT                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         94 | NS      | $89.64        | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                       | PROJECT ALPHA INTERMEDIA                                                     | CUSIP: 74339D9B6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     405000 | PA      | $404242.65    | 0.13%             | 2033-05-09      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | PUERTO RICO ELECTRIC POWER AUTHORITY                                         | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |     370000 | PA      | $202112.50    | 0.07%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | PUERTO RICO ELECTRIC POWER AUTHORITY                                         | CUSIP: 74526QZR6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      45000 | PA      | $24581.25     | 0.01%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                                                   | QQQ US 08/15/25 P480                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        139 | NC      | $3127.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Quanta Services Inc                                                          | QUANTA SERVICES INC                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        380 | NS      | $154329.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiate Holdco LLC                                                           | RADIATE HOLDCO LLC                                                           | CUSIP: 75025KAK4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     564905 | PA      | $488783.99    | 0.16%             | 2029-09-25      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                      | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $187150.00    | 0.06%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                      | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     220000 | PA      | $218471.88    | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| Raizen Fuels Finance SA                                                      | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     290000 | PA      | $282992.39    | 0.09%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                      | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $231416.25    | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Rapid7 Inc                                                                   | RAPID7 INC                                                                   | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |     300000 | PA      | $277920.90    | 0.09%             | 2027-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | RAPPI INC SER E CVT PFD PP                                                   | CUSIP: TC19OBBO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1822 | NS      | $26546.54     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                          | RAPPI INC SER F CVT PFD PP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        534 | NS      | $7780.38      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RealPage Inc                                                                 | REALPAGE INC                                                                 | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     399000 | PA      | $399666.33    | 0.13%             | 2028-04-24      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | REDWOOD MATERIALS SER D CVT PFD STOCK PP                                     | CUSIP: TC7HTFN67<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         69 | NS      | $4089.63      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Reliance Inc                                                                 | RELIANCE INC                                                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        315 | NS      | $91390.95     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                | REPLIGEN CORP                                                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       1670 | NS      | $195506.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Poland Government Bond                                           | REPUBLIC OF POLAND GOVERNMENT BOND                                           | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1880000 | PA      | $526263.80    | 0.17%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                                     | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17150000 | PA      | $899122.26    | 0.29%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                       | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     310000 | PA      | $302298.53    | 0.10%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Republic of Uzbekistan International Bond                                    | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                    | CUSIP: BM6594758<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $269830.36    | 0.09%             | 2030-11-25      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Revolution Medicines Inc                                                     | REVOLUTION MEDICINES INC                                                     | CUSIP: 76155X118<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       2200 | NS      | $467.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RFS OPCO LLC                                                                 | RFS OPCO LLC                                                                 | CUSIP: 74970UAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     208425 | PA      | $206945.18    | 0.07%             | 2031-04-04      | Floating      | 9.05%                 | No            | 3                  | On Loan: No      |
| Rheinmetall AG                                                               | RHEINMETALL AG                                                               | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        130 | NS      | $257334.79    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Rivian Automotive Inc                                                        | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                                | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37497.22     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                         | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $256500.00    | 0.08%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Robinhood Markets Inc                                                        | ROBINHOOD MARKETS INC                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       1150 | NS      | $118507.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                          | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1455304.50   | 0.47%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings PLC                                                     | ROLLS-ROYCE HOLDINGS PLC                                                     | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      17165 | NS      | $243622.52    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce PLC                                                              | ROLLS-ROYCE PLC                                                              | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $896643.90    | 0.29%             | 2025-10-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                                      | ROMANIA GOVERNMENT BOND                                                      | CUSIP: ZF0519842<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2090000 | PA      | $454477.84    | 0.15%             | 2029-04-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | RSD/USD FWD 20250815 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-3535.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | S&P EMINI COM SER SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          5 | NC      | $29593.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MONTREAL EXCHANGE S&P/TSX 60 INDEX FUTURE                                    | S&P/TSX 60 IX FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |          9 | NC      | $9765.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Samarco Mineracao SA                                                         | SAMARCO MINERACAO SA                                                         | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     278775 | PA      | $276260.54    | 0.09%             | 2031-06-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                   | SAMSUNG ELECTRONICS CO LTD                                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       6265 | NS      | $319289.30    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-C                        | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C                        | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2618 | PA      | $2619.93      | 0.00%             | 2032-12-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                        | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                        | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157461 | PA      | $159292.19    | 0.05%             | 2033-12-15      | Fixed         | 8.41%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc                                                   | SANTANDER HOLDINGS USA INC                                                   | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151341.00    | 0.05%             | 2027-05-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                                       | SAP SE                                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        607 | NS      | $173575.17    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sartorius AG                                                                 | SARTORIUS AG                                                                 | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       1392 | NS      | $296429.14    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                      | SASOL FINANCING USA LLC                                                      | CUSIP: ZN1006685<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185917.58    | 0.06%             | 2027-11-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sea Ltd                                                                      | SEA LTD                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       2143 | NS      | $335700.95    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| SEB Funding LLC                                                              | SEB FUNDING LLC                                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390000 | PA      | $396943.25    | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BM7040983<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     295000 | PA      | $252939.35    | 0.08%             | 2030-12-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: ZM5228519<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     300000 | PA      | $310543.48    | 0.10%             | 2028-05-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                                        | SERBIA TREASURY BONDS                                                        | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   41050000 | PA      | $389367.21    | 0.13%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                     | SERVICE PROPERTIES TRUST                                                     | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397000.00    | 0.13%             | 2026-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                     | SERVICE PROPERTIES TRUST                                                     | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84500.00     | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| Service Properties Trust                                                     | SERVICE PROPERTIES TRUST                                                     | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104500.00    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| ServiceNow Inc                                                               | SERVICENOW INC                                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        175 | NS      | $165046.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimao Group Holdings Ltd                                                    | SHIMAO GROUP HOLDINGS LTD                                                    | CUSIP: YQ9098217<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     101617 | PA      | $3322.88      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                                    | SHIMAO GROUP HOLDINGS LTD                                                    | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     112164 | PA      | $7851.47      | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Shopify Inc                                                                  | SHOPIFY INC                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       3902 | NS      | $476863.42    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Shriram Finance Ltd                                                          | SHRIRAM FINANCE LTD                                                          | CUSIP: YV9862264<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     230000 | PA      | $232047.92    | 0.08%             | 2028-04-03      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| Shutterfly Finance LLC                                                       | SHUTTERFLY FINANCE LLC                                                       | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36006 | PA      | $36096.32     | 0.01%             | 2027-10-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                              | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                              | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82162 | PA      | $81046.89     | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                          | SIRIUS XM RADIO LLC                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      53000 | PA      | $52337.50     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp                | SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP                | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $626250.00    | 0.20%             | 2028-11-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SK Hynix Inc                                                                 | SK HYNIX INC                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       1514 | NS      | $293437.38    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                                                 | SNPS US 01/15/27 C600                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          3 | NC      | $42900.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sobha Sukuk Ltd                                                              | SOBHA SUKUK LTD                                                              | CUSIP: ZJ6614870<br>LEI: 5493000HMN2AOHV8GU08 | Long             | DBT              | NUSS              | KY        |     245000 | PA      | $255799.60    | 0.08%             | 2028-07-17      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | SOCIETE GENERALE SA                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       8045 | NS      | $513500.88    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co/The                                                              | SOUTHERN CO/THE                                                              | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     230000 | PA      | $252633.15    | 0.08%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| MICRO E-MINI S&P 500 FUTURES                                                 | SP500 MIC EMIN FUTSEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -18 | NC      | $-10919.85    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MICRO E-MINI S&P 500 FUTURES                                                 | SP500 MIC EMIN FUTSEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -163 | NC      | $-98885.32    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| MICRO E-MINI S&P 500 FUTURES                                                 | SP500 MIC EMIN FUTSEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -77 | NC      | $-46712.70    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SFE S&P ASX SHARE PRICE INDEX 200 FUTURE                                     | SPI 200 FUTURES   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         -4 | NC      | $-7966.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirit AeroSystems Inc                                                       | SPIRIT AEROSYSTEMS INC                                                       | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |     985812 | PA      | $986798.29    | 0.32%             | 2027-01-15      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Spotify Technology SA                                                        | SPOTIFY TECHNOLOGY SA                                                        | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        120 | NS      | $75184.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify USA Inc                                                              | SPOTIFY USA INC                                                              | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     204000 | PA      | $259237.08    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                   | SPRINT LLC                                                                   | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49183.75     | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                 | SPX US 08/15/25 P5350                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         23 | NC      | $4255.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                 | SPX US 08/15/25 P5600                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          2 | NC      | $580.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                 | SPX US 08/15/25 P5725                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -76 | NC      | $-28500.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                 | SPX US 10/17/25 P6380                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          1 | NC      | $15620.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0719403<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      63189 | PA      | $56949.09     | 0.02%             | 2030-01-15      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0722613<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      58084 | PA      | $48990.95     | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     236218 | PA      | $198887.86    | 0.06%             | 2038-02-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     240100 | PA      | $170752.43    | 0.06%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     181150 | PA      | $172319.18    | 0.06%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Stagwell Global LLC                                                          | STAGWELL GLOBAL LLC                                                          | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     168000 | PA      | $161280.00    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                       | STANDARD CHARTERED PLC                                                       | CUSIP: BN3278874<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     375000 | PA      | $344062.50    | 0.11%             | N/A             | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                       | STANDARD CHARTERED PLC                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      26458 | NS      | $474311.96    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp                                                               | STARBUCKS CORP                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       1226 | NS      | $109310.16    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stonepeak 2021-1 ABS                                                         | STONEPEAK 2021-1 ABS                                                         | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135316 | PA      | $129756.08    | 0.04%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                       | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     240757 | PA      | $240155.44    | 0.08%             | 2033-07-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                       | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     551000 | PA      | $641915.00    | 0.21%             | 2050-12-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20GSIL        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $33801.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20GSIL        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $11178.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20MSLN        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $10170.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20MSLN        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $30747.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.25_EFF_2023-12-07_MAT_2025-12-08 CITI    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $767.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.25_EFF_2024-10-03_MAT_2025-12-08 MSLN    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $30.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.75_EFF_2024-12-11_MAT_2025-12-11 MSLN    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $4887.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2_EFF_2023-12-07_MAT_2025-12-08 GSIL       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $408.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2_EFF_2024-10-03_MAT_2025-12-08 MSLN       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $16.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-05-02_MAT_2026-05-04 MSLN       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $14470.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                 | SYNOPSYS INC                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93520.09     | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                 | SYNOPSYS INC                                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        899 | NS      | $569489.53    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                                                 | SYNOPSYS INC                                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45095.40     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Sionna Therapeutics, Inc. IPO Common Stock lockup                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         16 | NS      | $268.16       | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                        | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   99573280 | NS      | $99573280.29  | 32.39%            |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                        | T. Rowe Price Government Reserve Fund - Collateral                           | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    6815614 | NS      | $6815613.89   | 2.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                    | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                    | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      26000 | NS      | $1000981.48   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                     | TEAM HEALTH HOLDINGS INC                                                     | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170637.50    | 0.06%             | 2028-06-30      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| TEGNA Inc                                                                    | TEGNA INC                                                                    | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     545000 | PA      | $542275.00    | 0.18%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Telecom Argentina SA                                                         | TELECOM ARGENTINA SA                                                         | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     345000 | PA      | $356989.44    | 0.12%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Teledyne Technologies Inc                                                    | TELEDYNE TECHNOLOGIES INC                                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        520 | NS      | $286530.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tencent Holdings Ltd                                                         | TENCENT HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      10900 | NS      | $763133.41    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                        | TENET HEALTHCARE CORP                                                        | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2400000.00   | 0.78%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp                                                               | TERRIER MEDIA BUYER INC                                                      | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     876427 | PA      | $854516.74    | 0.28%             | 2029-06-18      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                    | TESLA INC                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        780 | NS      | $240450.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                                        | TEXAS INSTRUMENTS INC                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       1155 | NS      | $209124.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Thailand Government Bond                                                     | THAILAND GOVERNMENT BOND                                                     | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    6200000 | PA      | $257978.89    | 0.08%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                     | THAILAND GOVERNMENT BOND                                                     | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   26696567 | PA      | $805276.88    | 0.26%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | THB/USD FWD 20250804 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-1921.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | THB/USD FWD 20250905 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $690.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | THB/USD FWD 20250905 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-762.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                 | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        320 | NS      | $149657.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | THIRD ARC BIO SER A CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        285 | NS      | $599.70       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Times China Holdings Ltd                                                     | TIMES CHINA HOLDINGS LTD                                                     | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $7500.00      | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                     | TK ELEVATOR US NEWCO INC                                                     | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1594000.00   | 0.52%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                         | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $44208.70     | 0.01%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                         | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $71986.83     | 0.02%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                         | TOBACCO SETTLEMENT FINANCING CORP/VA                                         | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     270000 | PA      | $212310.07    | 0.07%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TSE TOPIX (TOKYO PRICE INDEX) FUTURE                                         | TOPIX INDX FUTR   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |          2 | NC      | $20414.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | TORONTO-DOMINION BANK/THE                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $209986.00    | 0.07%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                                         | TOWNSQUARE MEDIA INC                                                         | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     337875 | PA      | $300708.75    | 0.10%             | 2030-02-19      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| TPIC SPV I LLC                                                               | TPIC SPV I LLC                                                               | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      48760 | PA      | $48759.73     | 0.02%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| Tradeweb Markets Inc                                                         | TRADEWEB MARKETS INC                                                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1371 | NS      | $189952.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Inc                                                                | TRANSDIGM INC                                                                | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1496212 | PA      | $1501164.58   | 0.49%             | 2028-08-24      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | TREELINE BIO SER A CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         88 | NS      | $658.87       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Trip.com Group Ltd                                                           | TRIP.COM GROUP LTD                                                           | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |     155000 | PA      | $176500.05    | 0.06%             | 2029-06-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TRK 2022-INV1 Trust                                                          | TRK 2022-INV1 TRUST                                                          | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116431 | PA      | $108029.21    | 0.04%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS AAPL 2Y 01/20/2026/114955940/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5317.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS ABBV 2Y 01/20/2026/114058211CA/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $44.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS ABNB 2Y 01/20/2026/114837375/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-635.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS ADI 2Y 01/20/2026/114955941/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $7122.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS APO 2Y 01/20/2026/114058206CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-17.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS AU/FMG 2Y 01/20/2026/114056700/UBSWGB2LXXX_C                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $25231.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS AU/RIO 2Y 01/20/2026/114056681/UBSWGB2LXXX_C                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-7913.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS AVGO 2Y 01/20/2026/114058222CA/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1788.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS AVGO 2Y 01/20/2026/114878985/BOFAUS6SGDS_C                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $5871.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS CH/SDZ 2Y 01/20/2026/114935891/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $5581.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS CH/UBSG 2Y 01/20/2026/114865414/CHASGB2LXXX_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-1640.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS CMG 2Y 01/20/2026/114852016/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5876.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS COOP 2Y 01/20/2026/114071243/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $3706.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS COOP 2Y 01/20/2026/114808448/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2502.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS CYBR 2Y 01/20/2026/114973717/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IL        |          1 | NC      | $-33831.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS D 2Y 01/20/2026/114837376/MSLNGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS DE/MUV2 2Y 01/20/2026/114865410/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $4804.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS DE/MUV2 2Y 01/20/2026/114935887/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $689.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS DHR 2Y 01/20/2026/114056677/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5258.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS ELF 2Y 01/20/2026/114975269/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4022.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS ELV 2Y 01/20/2026/114809271/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1948.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS FR/ORA 2Y 01/20/2026/114056679/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | N/A       |          1 | NC      | $4782.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS FR/STLAP 2Y 01/20/2026/114840605/CHASGB2LXXX_C                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-619.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS FSLR 2Y 01/20/2026/114935879/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14426.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS FUTU 2Y 01/20/2026/114058224CA/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2592.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS FYBR 2Y 01/20/2026/114852119/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $238.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS GB/PRU 2Y 01/20/2026/114935881/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-7800.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS GOOG 2Y 01/20/2026/114058213CA/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2143.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS HK/700 2Y 01/20/2026/114840607/GSILGB2XXXX_C                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-61.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS IT/ISP 2Y 01/20/2026/114935885/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-4569.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS JP/7741 2Y 01/20/2026/114935889/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-2402.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS KR/402340 2Y 01/21/2026/114769304_C/MSLNGB2XXXX_C                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KR        |          1 | NC      | $-7762.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS NL/ASML 2Y 01/20/2026/114916138/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-6244.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS NO/KOG 2Y 01/20/2026/114004480/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NO        |          1 | NC      | $39571.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS NSC 2Y 01/20/2026/114807310/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-630.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS NSC 2Y 01/20/2026/114832861/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1994.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS NSC 2Y 01/20/2026/114851684/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4033.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS NSC 2Y 01/20/2026/114950926/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $1496.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS NVDA 2Y 01/20/2026/114055777/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11575.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS NVDA 2Y 01/20/2026/114837378/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $75.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS PANW 2Y 01/20/2026/114973720/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $23364.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS PL/PEO 2Y 01/20/2026/114753540/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PL        |          1 | NC      | $23.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS PL/PEO 2Y 01/20/2026/114830502/MSLNGB2XXXX_C_C                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PL        |          1 | NC      | $20.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS PL/PEO 2Y 01/20/2026/114840622/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PL        |          1 | NC      | $53.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS SKX 2Y 01/20/2026/114070868/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6493.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                 | TRS SNPS 2Y 01/20/2026/114837374/CITIUS33XXX_C_C                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | US        |          1 | NC      | $55.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS SW 2Y 01/20/2026/114058209CA/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1040.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS TMUS 2Y 01/20/2026/114837756/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $63.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS TSM 2Y 01/20/2026/114058207CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1303.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS TXN 2Y 01/20/2026/114827775/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9101.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS UNP 2Y 01/20/2026/114950924/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2946.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS WPM 2Y 01/20/2026/114058217CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $903.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS XYZ 2Y 01/20/2026/113890838/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24925.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/021ESC01/SOFRCOMPOUND/19000102/107337159CA_C/MSLNGB2XXXX                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14151.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/715ESC01/SOFRCOMPOUND/19000102/107337207CA_C/MSLNGB2XXXX                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-46.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AA/SOFRCOMPOUND/19000102/110418888_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2683.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AA/SOFRCOMPOUND/19000102/110651925_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2930.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AAPL/SOFRCOMPOUND/19000102/112809559_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-74.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AAPL/SOFRCOMPOUND/19000102/113167667_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-48.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AAPL/SOFRCOMPOUND/19000102/114058210CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-357.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ABBV/SOFRCOMPOUND/19000102/113522685_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $14026.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ABNB/SOFRCOMPOUND/19000102/111920860_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8207.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ABT/SOFRCOMPOUND/19000102/114661443_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-43369.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ABT/SOFRCOMPOUND/19000102/114672405_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8501.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ADBE/SOFRCOMPOUND/19000102/114549441CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-899.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ADI/SOFRCOMPOUND/19000102/111668698_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-298.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ADI/SOFRCOMPOUND/19000102/111955778_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-42.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/ADI/SOFRCOMPOUND/19000102/112809473_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-114.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AEE/SOFRCOMPOUND/19000102/107337209CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15152.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AEP/SOFRCOMPOUND/19000102/107336975CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-46056.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AER/SOFRCOMPOUND/19000102/112918488_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-90.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AER/SOFRCOMPOUND/19000102/113015645_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-98.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AER/SOFRCOMPOUND/19000102/113468466_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-732.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AGCO/SOFRCOMPOUND/19000102/114529784_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $1230.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AGCO/SOFRCOMPOUND/19000102/114737979_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $95.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ALL/SOFRCOMPOUND/19000102/107337166CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14723.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ALL/SOFRCOMPOUND/19000102/114549444CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $815.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AMD/SOFRCOMPOUND/19000102/111668809_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $3006.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/AMD/SOFRCOMPOUND/19000102/111956003_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $285.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AMD/SOFRCOMPOUND/19000102/112809471_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $468.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AMD/SOFRCOMPOUND/19000102/113604174_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $2076.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AMD/SOFRCOMPOUND/19000102/113676273_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $71044.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AMZN/SOFRCOMPOUND/19000102/107218388CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $24540.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AMZN/SOFRCOMPOUND/19000102/111668868_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $224.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ANET/SOFRCOMPOUND/19000102/113522691_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $68864.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/APO/SOFRCOMPOUND/19000102/112826331_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $640.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/APP/SOFRCOMPOUND/19000102/111668719_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $403.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ARM/SOFRCOMPOUND/19000102/112354140_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6565.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ARM/SOFRCOMPOUND/19000102/113234450_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-7739.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AT/BG/ESTRCOMPOUND/19000102/108477822_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | AT        |          1 | NC      | $3880.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AT/EBS/ESTRCOMPOUND/19000102/114189111CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AT        |          1 | NC      | $83824.57     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/ATMU/SOFRCOMPOUND/19000102/111668645_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $87.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/ATMU/SOFRCOMPOUND/19000102/111955648_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $8.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/ATMU/SOFRCOMPOUND/19000102/113468447_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $380.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AU/CBA/ADBB1M/19000102/107231043CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $5916.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/AU/CPU/ADBB1M/19000102/114349212_C/UBSWGB2LXXX                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-18342.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AU/DOW/ADBB1M/19000102/111219603_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $3369.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/AU/FMG/ADBB1M/19000102/114648867_C/UBSWGB2LXXX                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $11604.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/AU/MPL/ADBB1M/19000102/114525519_C/UBSWGB2LXXX                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $3558.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/AU/NST/ADBB1M/19000102/114549092CA_C/UBSWGB2LXXX                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-897.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AU/REA/ADBB1M/19000102/111851595_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-6370.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/AVGO/SOFRCOMPOUND/19000102/112809554_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $24.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AVGO/SOFRCOMPOUND/19000102/114058223CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2230.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AVGO/SOFRCOMPOUND/19000102/114245534_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $105.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AVGO/SOFRCOMPOUND/19000102/114245564_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $294.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AVGO/SOFRCOMPOUND/19000102/114737978_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $31.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AX/SOFRCOMPOUND/19000102/111016333_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7877.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/AXON/SOFRCOMPOUND/19000102/114313655_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5430.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/AXP/SOFRCOMPOUND/19000102/112976935_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11829.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/AZO/SOFRCOMPOUND/19000102/113468412_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $86.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/BABA/SOFRCOMPOUND/19000102/111783074_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $221.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BAC/SOFRCOMPOUND/19000102/107783590_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14884.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/BALL/SOFRCOMPOUND/19000102/114103491_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-81.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BALL/SOFRCOMPOUND/19000102/114189106CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3550.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/BALL/SOFRCOMPOUND/19000102/114245531_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-52.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BBWI/SOFRCOMPOUND/19000102/108788070_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13151.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BBWI/SOFRCOMPOUND/19000102/108935343_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5896.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BBWI/SOFRCOMPOUND/19000102/112328675_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6206.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BDX/SOFRCOMPOUND/19000102/113303427_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $159.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BDX/SOFRCOMPOUND/19000102/113320552_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $478.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/BE/SYENS/ESTRCOMPOUND/19000102/111668653_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $23.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/BE/SYENS/ESTRCOMPOUND/19000102/111926281_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $5.42         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/BE/SYENS/ESTRCOMPOUND/19000102/113015584_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $5.41         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/BE/SYENS/ESTRCOMPOUND/19000102/113470402_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $163.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/BGNE/SOFRCOMPOUND/19000102/107217925CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $31631.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/BIIB/SOFRCOMPOUND/19000102/112526240_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-494.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BK/SOFRCOMPOUND/19000102/107337375CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $41159.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/BKNG/SOFRCOMPOUND/19000102/111862929_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9744.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/BKNG/SOFRCOMPOUND/19000102/111904344_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5148.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/BKR/SOFRCOMPOUND/19000102/111484718_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $32861.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/BMY/SOFRCOMPOUND/19000102/112904339_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $10355.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BNZIW/SOFRCOMPOUND/19000102/107337384CA_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BR/BBAS3/SOFRCOMPOUND/19000102/114189943CA_C/MSLNGB2XXXX                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $-873.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/BR/RENT3/SOFRCOMPOUND/19000102/103737445_C/BOFAXXXX                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | BR        |          1 | NC      | $-7168.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/BR/RENT3/SOFRCOMPOUND/19000102/105721115CA_C/BOFAUS6SGDS                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | BR        |          1 | NC      | $-27.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/BR/RENT3/SOFRCOMPOUND/19000102/109012221CA_C/BOFAUS6SGDS                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | BR        |          1 | NC      | $-75.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BR/RENT3/SOFRCOMPOUND/19000102/113015649_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $-75.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BR/RENT3/SOFRCOMPOUND/19000102/113468396_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $-379.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/BRK/B/SOFRCOMPOUND/19000102/113468421_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $42.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/BSX/SOFRCOMPOUND/19000102/112315781_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3354.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/C/SOFRCOMPOUND/19000102/114189127CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $799.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/ABX/CORRACOMPOUND/19000102/113359886_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-4027.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/CP/19000102/110419489_C/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-50687.79    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/CS/CORRACOMPOUND/19000102/113836365_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-4463.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CA/FFH/CORRACOMPOUND/19000102/111668664_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-33.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CA/FFH/CORRACOMPOUND/19000102/113468437_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-165.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/CA/FNV/CORRACOMPOUND/19000102/107336625CA_C/BOFAUS6SGDS                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $9800.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CA/FNV/CORRACOMPOUND/19000102/114058221CA_C/CITIUS33XXX_C                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $321.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CA/GFL/CORRACOMPOUND/19000102/114058225CA_C/CITIUS33XXX_C                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1311.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CA/GLXY/CORRACOMPOUND/19000102/113468436_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | KY        |          1 | NC      | $5244.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/CA/GWO/CORRACOMPOUND/19000102/114189108CA_C/BOFAUS6SGDS                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1635.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CA/IFP/CORRACOMPOUND/19000102/107336794CA_C/GSILGB2XXXX                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-6424.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CA/IFP/CORRACOMPOUND/19000102/108934373_C/GSILGB2XXXX_C                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-3061.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CA/IFP/CORRACOMPOUND/19000102/111449966_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-2606.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/MFC/CORRACOMPOUND/19000102/107336550CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-14656.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CA/PAAS/CORRACOMPOUND/19000102/114547158_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $22319.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/SHOP/CORRACOMPOUND/19000102/114130418_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $18799.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/SLF/CORRACOMPOUND/19000102/112089805_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $566.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/SLF/CORRACOMPOUND/19000102/112976921_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $4032.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CA/SU/CORRACOMPOUND/19000102/107336797CA_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $2602.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CA/TD/CORRACOMPOUND/19000102/114549497CA_C/CITIUS33XXX                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-89.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CA/X/CORRACOMPOUND/19000102/114298632_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1908.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CAT/SOFRCOMPOUND/19000102/114737993_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $59143.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CB/SOFRCOMPOUND/19000102/114549501CA_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-1018.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CBOE/SOFRCOMPOUND/19000102/107337507CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8498.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CCEP/SOFRCOMPOUND/19000102/113015637_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $31.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CCEP/SOFRCOMPOUND/19000102/113167633_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $75.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CCEP/SOFRCOMPOUND/19000102/113468665_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $420.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CCEP/SOFRCOMPOUND/19000102/113824439_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $98.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CDE/SOFRCOMPOUND/19000102/113015648_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8.16        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CDE/SOFRCOMPOUND/19000102/113468402_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-624.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CDNS/SOFRCOMPOUND/19000102/111668704_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $442.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CDNS/SOFRCOMPOUND/19000102/112809625_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $320.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CEG/SOFRCOMPOUND/19000102/111668846_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $272.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CEG/SOFRCOMPOUND/19000102/113468450_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1122.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CGNX/SOFRCOMPOUND/19000102/111668700_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $625.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CH/CFR/19000102/104368493CA_C/CHASGB2LXXX                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-28425.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CH/ROG/SF0001M/19000102/113451836_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $436.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CH/SIKA/SF0001M/19000102/112526244_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $19934.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CH/SOON/SF0001M/19000102/108553306_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-1370.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CH/SOON/SF0001M/19000102/109492270_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-1396.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/CH/SOON/SF0001M/19000102/110955490CA_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-8128.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CHTR/SOFRCOMPOUND/19000102/114189923CA_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1725774.08   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CL/SOFRCOMPOUND/19000102/107218684CA_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-60309.90    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CME/SOFRCOMPOUND/19000102/110479415_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2947.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CMG/SOFRCOMPOUND/19000102/114668360_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-42239.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CMS/SOFRCOMPOUND/19000102/109147664_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $18482.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CNP/SOFRCOMPOUND/19000102/110167941_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-66604.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/CNSH1CNSH/600031/HICNH1M/19000102/105149833_C/UBSWGB2LXXX                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CN        |          1 | NC      | $11202.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/CNSZ1CNSZ/000338/19000102/111187614_C/UBSWGB2LXXX_C                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CN        |          1 | NC      | $-3230.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/CNSZ2CNSZ/002837/HICNH1M/19000102/113575526_C/UBSWGB2LXXX                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CN        |          1 | NC      | $76629.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/CNSZ2CNSZ/002837/HICNH1M/19000102/113881256CA_C/UBSWGB2LXXX              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CN        |          1 | NC      | $22988.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/COIN/SOFRCOMPOUND/19000102/111668843_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $283.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/COIN/SOFRCOMPOUND/19000102/113468449_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $938.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/COP/SOFRCOMPOUND/19000102/107218697CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6007.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/COP/SOFRCOMPOUND/19000102/114129800_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5458.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/COR/SOFRCOMPOUND/19000102/112397396_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-83.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/COR/SOFRCOMPOUND/19000102/112534055_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-27.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/COR/SOFRCOMPOUND/19000102/112809595_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-27.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/COR/SOFRCOMPOUND/19000102/112918484_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9.22        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/COR/SOFRCOMPOUND/19000102/113468428_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-626.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/COR/SOFRCOMPOUND/19000102/114245543_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-73.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CORZ/SOFRCOMPOUND/19000102/114525002_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2801.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CORZ/SOFRCOMPOUND/19000102/114660561_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-753.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/COST/SOFRCOMPOUND/19000102/107337497CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15710.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CPAY/SOFRCOMPOUND/19000102/111668635_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $24.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CPAY/SOFRCOMPOUND/19000102/111955638_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2.74         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CPAY/SOFRCOMPOUND/19000102/113468663_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $117.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CRBG/SOFRCOMPOUND/19000102/111668632_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $9.24         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CRBG/SOFRCOMPOUND/19000102/111955635_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $12.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CRBG/SOFRCOMPOUND/19000102/113468440_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $418.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CRM/SOFRCOMPOUND/19000102/112012977_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $230.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CRM/SOFRCOMPOUND/19000102/112168095_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $105.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CRM/SOFRCOMPOUND/19000102/114549499CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-952.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CRWD/SOFRCOMPOUND/19000102/107462300_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $33108.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/CRWD/SOFRCOMPOUND/19000102/107668606_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $26072.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CSX/SOFRCOMPOUND/19000102/107337464CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $21310.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CTRA/SOFRCOMPOUND/19000102/109918268_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3136.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/CUBE/SOFRCOMPOUND/19000102/107348676CA_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13441.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CVNA/SOFRCOMPOUND/19000102/113139979_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $44670.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CVS/SOFRCOMPOUND/19000102/111044249_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12210.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/CYBR/SOFRCOMPOUND/19000102/113468662_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IL        |          1 | NC      | $250.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/CYBR/SOFRCOMPOUND/19000102/114189119CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $71289.06     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/D/SOFRCOMPOUND/19000102/114721356_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $87.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/D/SOFRCOMPOUND/19000102/114737974_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DASH/SOFRCOMPOUND/19000102/111668882_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $104.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DAY/SOFRCOMPOUND/19000102/112826322_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3726.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DAY/SOFRCOMPOUND/19000102/113007717_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1513.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DDOG/SOFRCOMPOUND/19000102/111668862_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-115.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DE/ADS/ESTRCOMPOUND/19000102/114435475_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-78265.46    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DE/ALV/ESTRCOMPOUND/19000102/113402654_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $5467.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DE/ALV/ESTRCOMPOUND/19000102/114187252_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $7322.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/BAS/ESTRCOMPOUND/19000102/109163647_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-1305.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/DE/BEI/ESTRCOMPOUND/19000102/111431874_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $1595.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/CON/ESTRCOMPOUND/19000102/111668608_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-5.38        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/CON/ESTRCOMPOUND/19000102/112247401_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-6.45        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/CON/ESTRCOMPOUND/19000102/113470406_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-167.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/DE/DTE/ESTRCOMPOUND/19000102/105328119CA_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $10562.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/DTG/ESTRCOMPOUND/19000102/111668662_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $122.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/DTG/ESTRCOMPOUND/19000102/111926284_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $9.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/DTG/ESTRCOMPOUND/19000102/113470423_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $560.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DE/FME/ESTRCOMPOUND/19000102/103871448CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $17983.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/FRE/ESTRCOMPOUND/19000102/112826328_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $9013.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/IFX/ESTRCOMPOUND/19000102/105605369_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-26044.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/IFX/ESTRCOMPOUND/19000102/111668725_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-430.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/IFX/ESTRCOMPOUND/19000102/112247393_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-118.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DE/MBG/ESTRCOMPOUND/19000102/114435471_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $20792.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DE/MRK/ESTRCOMPOUND/19000102/113602063_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $3849.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/MUV2/ESTRCOMPOUND/19000102/113470403_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $486.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DE/P911/ESTRCOMPOUND/19000102/110479417_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-3459.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DE/SAP/ESTRCOMPOUND/19000102/105328194CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-10176.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SAP/ESTRCOMPOUND/19000102/111668697_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-275.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SAP/ESTRCOMPOUND/19000102/111926282_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-31.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SAP/ESTRCOMPOUND/19000102/112247399_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-52.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SAP/ESTRCOMPOUND/19000102/113167632_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-84.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SIE/ESTRCOMPOUND/19000102/111668610_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $101.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SIE/ESTRCOMPOUND/19000102/111926298_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $7.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SIE/ESTRCOMPOUND/19000102/113470417_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $450.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DE/SOFRCOMPOUND/19000102/111668686_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $39.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/DE/SOFRCOMPOUND/19000102/111955666_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $15.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SOFRCOMPOUND/19000102/112809984_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $21.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/DE/SOFRCOMPOUND/19000102/113468417_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $834.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/DE/VNA/ESTRCOMPOUND/19000102/107340528_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | DE        |          1 | NC      | $17602.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/DE/VNA/ESTRCOMPOUND/19000102/114354756CA_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | DE        |          1 | NC      | $1054.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/DE/VOW3/ESTRCOMPOUND/19000102/111282490_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-9645.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/DECK/SOFRCOMPOUND/19000102/114690179_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-49095.48    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/DHR/SOFRCOMPOUND/19000102/113800701_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2478.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DKS/SOFRCOMPOUND/19000102/112992736_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5348.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DNB/SOFRCOMPOUND/19000102/113133945_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2676.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DOCU/SOFRCOMPOUND/19000102/114189116CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-58.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/DOV/SOFRCOMPOUND/19000102/107339571CA_C/BOFAUS6SGDS                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15947.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DTE/SOFRCOMPOUND/19000102/112686522_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $28346.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/DTE/SOFRCOMPOUND/19000102/113359880_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9024.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/DUOL/SOFRCOMPOUND/19000102/113468654_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-195.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/DVN/SOFRCOMPOUND/19000102/107337512CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $13645.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ED/SOFRCOMPOUND/19000102/114189117CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8996.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/EL/SOFRCOMPOUND/19000102/114721358_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $727.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ENTG/SOFRCOMPOUND/19000102/111668708_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-270.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/ENTG/SOFRCOMPOUND/19000102/112809994_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-236.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/EQR/SOFRCOMPOUND/19000102/111082799_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5918.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/EQR/SOFRCOMPOUND/19000102/111248864_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2369.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/EQR/SOFRCOMPOUND/19000102/111248866_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3551.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/EQT/SOFRCOMPOUND/19000102/107218735CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8166.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/ES/AMS/ESTRCOMPOUND/19000102/113522693_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |          1 | NC      | $-1953.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ES/SAN/ESTRCOMPOUND/19000102/113969846_C/BOFAUS6SGDS                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | ES        |          1 | NC      | $860.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ES/SOFRCOMPOUND/19000102/107339594CA_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5667.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ETR/SOFRCOMPOUND/19000102/108850819_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $46617.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/EVRG/SOFRCOMPOUND/19000102/112812474_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-22611.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/EXAS/SOFRCOMPOUND/19000102/107900574_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10550.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/EXAS/SOFRCOMPOUND/19000102/108704586_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8039.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/EXAS/SOFRCOMPOUND/19000102/109870797_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8747.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/EXC/SOFRCOMPOUND/19000102/110244323_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $16588.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/EXR/SOFRCOMPOUND/19000102/107338367CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $81658.97     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/F/SOFRCOMPOUND/19000102/109163651_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $17006.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FA/SOFRCOMPOUND/19000102/113969780_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $59.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FA/SOFRCOMPOUND/19000102/114103487_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $291.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FANG/SOFRCOMPOUND/19000102/114549442CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $392.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FAST/SOFRCOMPOUND/19000102/113247733_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9430.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FAST/SOFRCOMPOUND/19000102/113522679_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4555.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FCX/SOFRCOMPOUND/19000102/111203502_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-26523.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FCX/SOFRCOMPOUND/19000102/112168087_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16481.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FCX/SOFRCOMPOUND/19000102/113516568_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12270.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FE/SOFRCOMPOUND/19000102/112686524_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13570.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FERG/SOFRCOMPOUND/19000102/112812488_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10540.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FI/FORTUM/ESTRCOMPOUND/19000102/112354138_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-3942.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FI/FORTUM/ESTRCOMPOUND/19000102/112976923_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-9712.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FI/MANTA/ESTRCOMPOUND/19000102/114435479_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $11983.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FI/NESTE/ESTRCOMPOUND/19000102/114187244_C/CITIUS33XXX                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $57950.84     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FI/SAMPO/ESTRCOMPOUND/19000102/106764720_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $5277.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FI/SAMPO/ESTRCOMPOUND/19000102/108328615_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $1213.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FI/STERV/ESTRCOMPOUND/19000102/110906446_C/CITIUS33XXX                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-1146.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FI/STERV/ESTRCOMPOUND/19000102/110948241_C/CITIUS33XXX                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-2920.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FI/STERV/ESTRCOMPOUND/19000102/111494988_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-8449.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FI/STERV/ESTRCOMPOUND/19000102/113709452_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-1519.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FITB/SOFRCOMPOUND/19000102/107339016CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10943.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FL/SOFRCOMPOUND/19000102/113597131_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3283.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FL/SOFRCOMPOUND/19000102/113674411_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3246.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FNV/SOFRCOMPOUND/19000102/114722124_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $9157.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/FR/AIR/ESTRCOMPOUND/19000102/114549078CA_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-417.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/BNP/ESTRCOMPOUND/19000102/111484714_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $52256.99     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/FR/CAP/ESTRCOMPOUND/19000102/112812472_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | FR        |          1 | NC      | $79726.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FR/CS/ESTRCOMPOUND/19000102/114187262_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-39296.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FR/ENX/ESTRCOMPOUND/19000102/114547337_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $11631.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FR/GLE/ESTRCOMPOUND/19000102/112987007_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $19867.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/GLE/ESTRCOMPOUND/19000102/113470421_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $1864.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/FR/MC/ESTRCOMPOUND/19000102/114648865_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-6086.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FR/ORA/ESTRCOMPOUND/19000102/113836367_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $5278.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FR/ORA/ESTRCOMPOUND/19000102/114187258_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $5639.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/ORA/ESTRCOMPOUND/19000102/114245541_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $353.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FR/RI/ESTRCOMPOUND/19000102/111666901_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |          1 | NC      | $8404.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SAN/ESTRCOMPOUND/19000102/111668625_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-144.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SAN/ESTRCOMPOUND/19000102/111926294_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-9.02        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SAN/ESTRCOMPOUND/19000102/113015575_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-13.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SAN/ESTRCOMPOUND/19000102/113470419_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-671.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SAN/ESTRCOMPOUND/19000102/114721354_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-152.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SGO/ESTRCOMPOUND/19000102/111668627_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $19.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SGO/ESTRCOMPOUND/19000102/113015578_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $3.79         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/SGO/ESTRCOMPOUND/19000102/113470427_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $91.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FR/SPIE/ESTRCOMPOUND/19000102/112052041_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FR        |          1 | NC      | $22944.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/TTE/ESTRCOMPOUND/19000102/111668609_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-19.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/TTE/ESTRCOMPOUND/19000102/111926289_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-6.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/TTE/ESTRCOMPOUND/19000102/112893508_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-17.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/TTE/ESTRCOMPOUND/19000102/113015586_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-6.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FR/TTE/ESTRCOMPOUND/19000102/113470413_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-584.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/FR/URW/ESTRCOMPOUND/19000102/105328197CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | N/A       |          1 | NC      | $-27569.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FSLR/SOFRCOMPOUND/19000102/113604173_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $29.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FSLR/SOFRCOMPOUND/19000102/114260101_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $1248.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FSLR/SOFRCOMPOUND/19000102/114276264_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $6761.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FSLR/SOFRCOMPOUND/19000102/114335391_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $276.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FSLR/SOFRCOMPOUND/19000102/114349994_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $1248.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FTI/SOFRCOMPOUND/19000102/107338319CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $17798.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FTI/SOFRCOMPOUND/19000102/111668644_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $162.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FTI/SOFRCOMPOUND/19000102/111955636_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $17.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FTI/SOFRCOMPOUND/19000102/112397404_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $21.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FTI/SOFRCOMPOUND/19000102/113468653_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $790.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/FTNT/SOFRCOMPOUND/19000102/107348708CA_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13238.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/FTNT/SOFRCOMPOUND/19000102/111668878_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-199.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/FTV/SOFRCOMPOUND/19000102/114406411CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-27633.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/GB/ADM/19000102/112316346CA_C/BOFAUS6SGDS_C                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $9551.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/ADM/SONIACOMPOUND/19000102/111431878_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $29218.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/ADM/SONIACOMPOUND/19000102/112703244_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $122.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/ADM/SONIACOMPOUND/19000102/113015582_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $14.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/ADM/SONIACOMPOUND/19000102/113470431_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $534.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/ADM/SONIACOMPOUND/19000102/113824440_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $118.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/AV//SONIACOMPOUND/19000102/112354134_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $106.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/AV//SONIACOMPOUND/19000102/112582635_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $8449.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/AV//SONIACOMPOUND/19000102/112904342_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $6494.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/AV//SONIACOMPOUND/19000102/114187242_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $18391.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/AZN/SONIACOMPOUND/19000102/111668619_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $127.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/AZN/SONIACOMPOUND/19000102/111926283_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $31.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/AZN/SONIACOMPOUND/19000102/113015570_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $21.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/AZN/SONIACOMPOUND/19000102/113470401_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $1627.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/BARC/SONIACOMPOUND/19000102/103382435CA_C/GSILGB2XXXX                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $28177.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/BARC/SONIACOMPOUND/19000102/112987013_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $11780.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/BT/A/SONIACOMPOUND/19000102/114103739_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $817.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/BT/A/SONIACOMPOUND/19000102/114582800_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $202.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/HSBA/SONIACOMPOUND/19000102/112904499_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-1120.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/HSBA/SONIACOMPOUND/19000102/114187248_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-436.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/HSBA/SONIACOMPOUND/19000102/114525506_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-265.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/IMB/SONIACOMPOUND/19000102/110353190_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $11959.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/KAP/SOFRCOMPOUND/19000102/113601850_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KZ        |          1 | NC      | $-6239.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/GB/PRU/SONIACOMPOUND/19000102/114313657_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-21553.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/PSN/SONIACOMPOUND/19000102/114479924_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-7855.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/GB/QQ//SONIACOMPOUND/19000102/114123446_C/UBSWGB2LXXX                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $2444.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/RTO/SONIACOMPOUND/19000102/108862749_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-28185.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/RTO/SONIACOMPOUND/19000102/108864716_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-21984.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/SHEL/SONIACOMPOUND/19000102/109024778_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $27227.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GB/SPX/SONIACOMPOUND/19000102/113810068_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $11863.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/STAN/SONIACOMPOUND/19000102/105555717_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $264.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/STAN/SONIACOMPOUND/19000102/106764704_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $15673.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/STAN/SONIACOMPOUND/19000102/111668612_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $123.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/STAN/SONIACOMPOUND/19000102/111926293_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $7.89         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/STAN/SONIACOMPOUND/19000102/112987010_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $5045.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/STAN/SONIACOMPOUND/19000102/113015581_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $11.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/STAN/SONIACOMPOUND/19000102/113470429_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $546.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/GB/ULVR/SONIACOMPOUND/19000102/111668676_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-37.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/GB/ULVR/SONIACOMPOUND/19000102/113470411_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-347.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/GB/ULVR/SONIACOMPOUND/19000102/114549077CA_C/UBSWGB2LXXX                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-5.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/VALT/SONIACOMPOUND/19000102/113969778_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ZA        |          1 | NC      | $-243.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/VALT/SONIACOMPOUND/19000102/114245536_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ZA        |          1 | NC      | $-183.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GB/VALT/SONIACOMPOUND/19000102/114737981_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ZA        |          1 | NC      | $-150.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/WISE/SONIACOMPOUND/19000102/111164677_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-11645.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GB/WISE/SONIACOMPOUND/19000102/111203505_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-27213.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/GB/WISE/SONIACOMPOUND/19000102/111668711_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-250.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GDDY/SOFRCOMPOUND/19000102/108211707_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15742.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/GE/SOFRCOMPOUND/19000102/114549498CA_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1815.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/GILD/SOFRCOMPOUND/19000102/111850876_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $12098.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GILD/SOFRCOMPOUND/19000102/113604168_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $481.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GILD/SOFRCOMPOUND/19000102/113715079_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $194.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GILD/SOFRCOMPOUND/19000102/114737983_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $32.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/GLIBK/SOFRCOMPOUND/19000102/114610777CA_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $10191.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/GLOB/SOFRCOMPOUND/19000102/111668723_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-171.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/GLOB/SOFRCOMPOUND/19000102/111955780_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-54.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/GLW/SOFRCOMPOUND/19000102/114549493CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2877.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GNRC/SOFRCOMPOUND/19000102/109445950_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-141544.80   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/GOOG/SOFRCOMPOUND/19000102/112369097_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11558.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/GOOG/SOFRCOMPOUND/19000102/114103486_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $325.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/GS/SOFRCOMPOUND/19000102/112012975_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10644.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/HCA/SOFRCOMPOUND/19000102/114330235_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16717.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/HD/SOFRCOMPOUND/19000102/107348822CA_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $15825.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/HK/2319/HIHD01M/19000102/114086665_C/UBSWGB2LXXX                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-7362.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/HK/3288/HIHD01M/19000102/114313572_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CN        |          1 | NC      | $-10963.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/HK/700/HIHD01M/19000102/111668720_C/UBSWGB2LXXX_C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | HK        |          1 | NC      | $574.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/HK/700/HIHD01M/19000102/113471795_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | KY        |          1 | NC      | $818.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/HK/700/HIHD01M/19000102/114549087CA_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $14352.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/HK/9987/HIHD01M/19000102/113029477_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7366.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/HK/9988/HIHD01M/19000102/113167634_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $26.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/HK/9988/HIHD01M/19000102/113471807_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $188.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/HK/9988/HIHD01M/19000102/113475944_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $26.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/HON/SOFRCOMPOUND/19000102/111850884_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $24007.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/HOOD/SOFRCOMPOUND/19000102/111668721_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $620.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/HSY/SOFRCOMPOUND/19000102/110536850_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4372.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/HSY/SOFRCOMPOUND/19000102/111029030_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19001.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/HUBS/SOFRCOMPOUND/19000102/111668716_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-316.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/ID/BBCA/SOFRCOMPOUND/19000102/113028547_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | ID        |          1 | NC      | $-7137.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/ID/BBRI/SOFRCOMPOUND/19000102/112481505_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1197.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/ID/BMRI/SOFRCOMPOUND/19000102/112481502_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9563.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/ID/SMGR/SOFRCOMPOUND/19000102/114549090CA_C/UBSWGB2LXXX_C                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18163.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/IDXX/SOFRCOMPOUND/19000102/112851559_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1196.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/IDXX/SOFRCOMPOUND/19000102/112894434_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $3085.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/IE/KSP/ESTRCOMPOUND/19000102/114599911_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |          1 | NC      | $1460.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/INSM/SOFRCOMPOUND/19000102/107339241CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8528.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/INTC/SOFRCOMPOUND/19000102/112247382_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-383.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/INTU/SOFRCOMPOUND/19000102/112168099_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $29149.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/IOT/SOFRCOMPOUND/19000102/111668710_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-30.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IP/SOFRCOMPOUND/19000102/107339211CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-21079.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/IPG/SOFRCOMPOUND/19000102/114104235_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $24369.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/FBK/ESTRCOMPOUND/19000102/113803347_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-11417.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/G/ESTRCOMPOUND/19000102/114547333_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $51251.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/IP/ESTRCOMPOUND/19000102/113011377_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $8746.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/ISP/ESTRCOMPOUND/19000102/113426547_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-47299.82    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/ISP/ESTRCOMPOUND/19000102/114187254_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-52278.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/IT/IVG/ESTRCOMPOUND/19000102/113475913_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $4127.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/IT/IVG/ESTRCOMPOUND/19000102/114735648_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $18372.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/IT/RACE/ESTRCOMPOUND/19000102/111411635_C/BOFAUS6SGDS                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-36405.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/SOFRCOMPOUND/19000102/107339237CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $47107.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/IT/UCG/ESTRCOMPOUND/19000102/103871381CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $73911.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JBTM/SOFRCOMPOUND/19000102/113428049_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7214.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/JHX/SOFRCOMPOUND/19000102/114417489CA_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-458.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JHX/SOFRCOMPOUND/19000102/114417491CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-429.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JNJ/SOFRCOMPOUND/19000102/110353180_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4207.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JNJ/SOFRCOMPOUND/19000102/110361080_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4680.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JNJ/SOFRCOMPOUND/19000102/111029020_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-21334.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/2229/TONACOMPOUND/19000102/108192322_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $9989.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/2587/TONACOMPOUND/19000102/113568111_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-13629.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/2802/TONACOMPOUND/19000102/114189087CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $25905.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/2914/TONACOMPOUND/19000102/114586471_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1518.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/2914/TONACOMPOUND/19000102/114600929_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1604.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/3186/TONACOMPOUND/19000102/113015759_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $7.94         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/3186/TONACOMPOUND/19000102/113469468_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $55.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/3288/TONACOMPOUND/19000102/113469488_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $13.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/3382/TONACOMPOUND/19000102/107584049_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-1477.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/3382/TONACOMPOUND/19000102/108787612_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-27801.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/3382/TONACOMPOUND/19000102/109570476_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-22831.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/3382/TONACOMPOUND/19000102/111668631_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-135.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/3382/TONACOMPOUND/19000102/113469482_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-947.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/3436/TONACOMPOUND/19000102/114721351_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-239.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/4062/TONACOMPOUND/19000102/113469478_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-195.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/4062/TONACOMPOUND/19000102/114375676_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-97.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4063/TONACOMPOUND/19000102/108051719_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-9553.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4063/TONACOMPOUND/19000102/114525496_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-6476.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/4091/TONACOMPOUND/19000102/111668622_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-183.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/4091/TONACOMPOUND/19000102/113469484_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-549.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4307/TONACOMPOUND/19000102/113284770_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-37453.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/JP/4385/TONACOMPOUND/19000102/112982963_C/CITIUS33XXX_C                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-19343.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4507/TONACOMPOUND/19000102/107268552_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-14295.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4519/TONACOMPOUND/19000102/107340514_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $30438.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4523/TONACOMPOUND/19000102/109677574_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-20626.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4543/TONACOMPOUND/19000102/114313653_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-41800.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4543/TONACOMPOUND/19000102/114525512_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-8754.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4578/TONACOMPOUND/19000102/110926680_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $42705.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/JP/4901/TONACOMPOUND/19000102/113104978_C/CITIUS33XXX_C                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $44639.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/4911/TONACOMPOUND/19000102/108981826_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-996.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/5108/TONACOMPOUND/19000102/114547329_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $7652.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/5233/TONACOMPOUND/19000102/103302279CA_C/UBSWGB2LXXX                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $8225.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6098/TONACOMPOUND/19000102/112168105_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-61534.67    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6098/TONACOMPOUND/19000102/112214960_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-55057.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6146/TONACOMPOUND/19000102/113426550_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-6221.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6146/TONACOMPOUND/19000102/113522681_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-4785.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6407/TONACOMPOUND/19000102/110948251_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $29036.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6479/TONACOMPOUND/19000102/114330237_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-29403.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/6501/TONACOMPOUND/19000102/114547335_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $116067.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6503/TONACOMPOUND/19000102/113104975_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $22135.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6594/TONACOMPOUND/19000102/114187281_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-18479.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/6645/TONACOMPOUND/19000102/111029175_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-12837.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6701/TONACOMPOUND/19000102/114189121CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $86768.09     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6702/TONACOMPOUND/19000102/114435465_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-8237.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6723/TONACOMPOUND/19000102/107357143_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-1685.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6723/TONACOMPOUND/19000102/112868986_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-1007.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6723/TONACOMPOUND/19000102/113570201_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-385.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6723/TONACOMPOUND/19000102/114341546_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-373.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6857/TONACOMPOUND/19000102/114187264_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $40891.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/6861/TONACOMPOUND/19000102/111029171_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-7245.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6861/TONACOMPOUND/19000102/111370410_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $2439.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6861/TONACOMPOUND/19000102/111411617_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $19415.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6869/TONACOMPOUND/19000102/111567033_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1592.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6902/TONACOMPOUND/19000102/109918276_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $9366.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6914/TONACOMPOUND/19000102/110948253_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $13759.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6954/TONACOMPOUND/19000102/110948245_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-34387.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/6965/TONACOMPOUND/19000102/114130422_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $9589.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/6976/TONACOMPOUND/19000102/114375672_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1491.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                 | TRS/JP/6981/TONACOMPOUND/19000102/110353186_C/CITIUS33XXX_C                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-41027.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/7202/TONACOMPOUND/19000102/103871462CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $330.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/7203/TONACOMPOUND/19000102/112877103_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $41971.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/7259/TONACOMPOUND/19000102/109462340_C/MSLNGB2XXXX_C                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-30035.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/7701/TONACOMPOUND/19000102/112258813_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4036.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/7733/TONACOMPOUND/19000102/111303500_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-39968.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/JP/7735/TONACOMPOUND/19000102/114549490CA_C/CITIUS33XXX_C                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $590.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/7936/TONACOMPOUND/19000102/107011429_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-5987.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/7974/TONACOMPOUND/19000102/113167628_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $105.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/8001/TONACOMPOUND/19000102/111668623_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $205.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/8001/TONACOMPOUND/19000102/113469472_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $410.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/8035/TONACOMPOUND/19000102/112192889_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $166.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/8035/TONACOMPOUND/19000102/112370006_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $399.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/8058/TONACOMPOUND/19000102/103871532CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-12226.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/8136/TONACOMPOUND/19000102/113963726_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $10003.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                 | TRS/JP/8309/TONACOMPOUND/19000102/106461465_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $15703.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/8316/TONACOMPOUND/19000102/112885829_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-14265.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/8411/TONACOMPOUND/19000102/112885851_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-59610.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/8630/TONACOMPOUND/19000102/110820503_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-11398.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/8750/TONACOMPOUND/19000102/112389761_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-32987.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/8750/TONACOMPOUND/19000102/112976925_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-19906.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/8766/TONACOMPOUND/19000102/112812484_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $44128.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/8802/TONACOMPOUND/19000102/107964793_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $27351.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/8830/TONACOMPOUND/19000102/110644109_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1379.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9022/TONACOMPOUND/19000102/110419491_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-40361.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9023/TONACOMPOUND/19000102/112193166_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-2981.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9142/TONACOMPOUND/19000102/110419493_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-187.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9432/TONACOMPOUND/19000102/111693342CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-7623.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/JP/9433/TONACOMPOUND/19000102/111668613_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $39.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/JP/9433/TONACOMPOUND/19000102/113469486_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $157.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9433/TONACOMPOUND/19000102/114189081CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $2067.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9434/TONACOMPOUND/19000102/114298630_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4365.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/JP/9434/TONACOMPOUND/19000102/114547324_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $6141.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/JPM/SOFRCOMPOUND/19000102/114549445CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1562.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/K/SOFRCOMPOUND/19000102/114103839_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-431.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/K/SOFRCOMPOUND/19000102/114103937_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-626.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/K/SOFRCOMPOUND/19000102/114218263_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1272.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/K/SOFRCOMPOUND/19000102/114330391_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1297.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KDP/SOFRCOMPOUND/19000102/112108764_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6.85        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KDP/SOFRCOMPOUND/19000102/112247400_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5.38        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KDP/SOFRCOMPOUND/19000102/113468427_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-77.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KEY/SOFRCOMPOUND/19000102/108459769_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-329.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KEYS/SOFRCOMPOUND/19000102/107339692CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2119.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/KR/000660/SOFRCOMPOUND/19000102/111668705_C/CITIUS33XXX                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KR        |          1 | NC      | $-253.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/KR/000660/SOFRCOMPOUND/19000102/113015580_C/CITIUS33XXX                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KR        |          1 | NC      | $-28.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO LLC                                                      | TRS/KR/005930/SOFRCOMPOUND/19000102/105909187_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1382.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO LLC                                                      | TRS/KR/005930/SOFRCOMPOUND/19000102/105909338_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12438.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KR/005930/SOFRCOMPOUND/19000102/112282254_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KR        |          1 | NC      | $3215.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KR/005930/SOFRCOMPOUND/19000102/112322505_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KR        |          1 | NC      | $7943.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/KR/005930/SOFRCOMPOUND/19000102/114362119_C/CHASGB2LXXX                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | KR        |          1 | NC      | $2189.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/KR/402340/SOFRCOMPOUND/19000102/114622389_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KR        |          1 | NC      | $-5686.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/KVUE/SOFRCOMPOUND/19000102/111668657_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $37.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/KVUE/SOFRCOMPOUND/19000102/111955665_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $8.09         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/KVUE/SOFRCOMPOUND/19000102/112811004_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $0.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/KVUE/SOFRCOMPOUND/19000102/113468448_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $2.52         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/LBRDK/SOFRCOMPOUND/19000102/114610765CA_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-742895.12   | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/LHX/SOFRCOMPOUND/19000102/114549500CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1372.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/LIN/SOFRCOMPOUND/19000102/107339661CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-3627.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/LLY/SOFRCOMPOUND/19000102/109709626_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5778.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/LLY/SOFRCOMPOUND/19000102/110680774_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3240.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/LSCC/SOFRCOMPOUND/19000102/111668818_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-315.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/LSCC/SOFRCOMPOUND/19000102/112811058_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-78.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/M2USQU/SOFRCOMPOUND/19000102/114527043_C/GSILGB2XXXX_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2057.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/M2WD/SOFRCOMPOUND/19000102/114189125CA_C/GSILGB2XXXX_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-301726.45   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/M2WD/SOFRCOMPOUND/19000102/114636351_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3382.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/M2WD0IT/SOFRCOMPOUND/19000102/114189085CA_C/GSILGB2XXXX_C                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8169.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/M2WO/SOFRCOMPOUND/19000102/113468430_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16220.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/M2WO/SOFRCOMPOUND/19000102/114245544_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-352.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MAN/SOFRCOMPOUND/19000102/113604172_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MAN/SOFRCOMPOUND/19000102/113715073_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-171.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MCHP/SOFRCOMPOUND/19000102/113676276_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $24578.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MCO/SOFRCOMPOUND/19000102/113139981_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $19557.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MDT/SOFRCOMPOUND/19000102/113551306_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-2735.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MDT/SOFRCOMPOUND/19000102/113803345_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-3775.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MELI/SOFRCOMPOUND/19000102/112247408_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-110.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/META/SOFRCOMPOUND/19000102/107339726CA_C/BOFAUS6SGDS                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $41634.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/META/SOFRCOMPOUND/19000102/114103492_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $1537.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/META/SOFRCOMPOUND/19000102/114245530_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $799.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MIDD/SOFRCOMPOUND/19000102/112976939_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2162.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MKSI/SOFRCOMPOUND/19000102/113468445_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-852.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MMM/SOFRCOMPOUND/19000102/113372477_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $25826.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MNRS/SOFRCOMPOUND/19000102/114722038_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12293.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MRVL/SOFRCOMPOUND/19000102/112533867_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $8.19         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MRVL/SOFRCOMPOUND/19000102/113468433_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1605.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MSFT/SOFRCOMPOUND/19000102/111668819_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $317.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MSFT/SOFRCOMPOUND/19000102/111668820_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1094.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MSFT/SOFRCOMPOUND/19000102/111955991_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $247.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MSFT/SOFRCOMPOUND/19000102/112248831_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $459.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MSFT/SOFRCOMPOUND/19000102/112811618_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $26.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MSFT/SOFRCOMPOUND/19000102/112811619_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $425.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MSFT/SOFRCOMPOUND/19000102/113168027_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $345.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MSFT/SOFRCOMPOUND/19000102/113468424_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $106.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MSFT/SOFRCOMPOUND/19000102/113468425_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1142.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MSFT/SOFRCOMPOUND/19000102/113715074_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $79.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/MSTR/SOFRCOMPOUND/19000102/113167830_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-331.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MTCH/SOFRCOMPOUND/19000102/107348655CA_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16202.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/MTD/SOFRCOMPOUND/19000102/107221231CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $9658.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/MU/SOFRCOMPOUND/19000102/113468415_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1606.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/MX/CTAXTELA/19000102/110615061CA_C/MSLNGB2XXXX_C                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | MX        |          1 | NC      | $-888.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NDAQ/SOFRCOMPOUND/19000102/107527357_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-53438.08    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NFLX/SOFRCOMPOUND/19000102/107339837CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-38880.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NFLX/SOFRCOMPOUND/19000102/111668872_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-479.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NI/SOFRCOMPOUND/19000102/108850817_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20603.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/NKE/SOFRCOMPOUND/19000102/114529785_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $419.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NL/ABN/ESTRCOMPOUND/19000102/114188538CA_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $60102.23     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NL/ABN/ESTRCOMPOUND/19000102/114188539CA_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $568.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/NL/ADYEN/ESTRCOMPOUND/19000102/111668696_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-252.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/NL/ADYEN/ESTRCOMPOUND/19000102/113167829_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-63.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NL/ADYEN/ESTRCOMPOUND/19000102/113234480_C/CITIUS33XXX                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-10056.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/NL/ASM/ESTRCOMPOUND/19000102/111668727_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-702.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/NL/ASM/ESTRCOMPOUND/19000102/113015572_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-200.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/NL/ASML/ESTRCOMPOUND/19000102/114058168CA_C/UBSWGB2LXXX                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-1195.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/NL/BESI/ESTRCOMPOUND/19000102/111668722_C/BOFAUS6SGDS                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-234.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/NL/BESI/ESTRCOMPOUND/19000102/113015574_C/BOFAUS6SGDS                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-33.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/NL/HEIA/ESTRCOMPOUND/19000102/103382471CA_C/GSILGB2XXXX                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-13441.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/NL/HEIA/ESTRCOMPOUND/19000102/109595462_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-6123.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NL/MT/ESTRCOMPOUND/19000102/112168103_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $5768.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NL/PHIA/ESTRCOMPOUND/19000102/112686530_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-54061.17    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NL/PRX/ESTRCOMPOUND/19000102/111747053_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $14945.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/NL/UMG/ESTRCOMPOUND/19000102/113522689_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-14088.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/NL/UMG/ESTRCOMPOUND/19000102/113785564_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-11408.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NO/AKRBP/NIBOR1M/19000102/112976929_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NO        |          1 | NC      | $17015.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NO/EQNR/NIBOR1M/19000102/109024782_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $-1770.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NO/NHY/NIBOR1M/19000102/106519523_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $-2592.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NOW/SOFRCOMPOUND/19000102/110167943_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4031.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NOW/SOFRCOMPOUND/19000102/111668860_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-415.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NOW/SOFRCOMPOUND/19000102/111955993_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-83.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NOW/SOFRCOMPOUND/19000102/112811610_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-31.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NSC/SOFRCOMPOUND/19000102/107348629CA_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $21775.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NSC/SOFRCOMPOUND/19000102/111668681_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $207.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NSC/SOFRCOMPOUND/19000102/112811191_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $35.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NSC/SOFRCOMPOUND/19000102/113468409_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1076.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NU/SOFRCOMPOUND/19000102/111668724_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-269.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NU/SOFRCOMPOUND/19000102/111955775_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-111.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NU/SOFRCOMPOUND/19000102/112036712_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-2188.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NU/SOFRCOMPOUND/19000102/112862353_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-21646.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NVDA/SOFRCOMPOUND/19000102/112811616_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $217.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NVDA/SOFRCOMPOUND/19000102/113167821_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $312.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NVDA/SOFRCOMPOUND/19000102/113715076_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $88.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/NVDA/SOFRCOMPOUND/19000102/113836363_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $26728.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NVDA/SOFRCOMPOUND/19000102/114058214CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $8490.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NVDA/SOFRCOMPOUND/19000102/114245529_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $225.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/NXPI/SOFRCOMPOUND/19000102/111668709_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-424.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/NXPI/SOFRCOMPOUND/19000102/112811192_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-70.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/OKE/SOFRCOMPOUND/19000102/107338672CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18988.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/OKTA/SOFRCOMPOUND/19000102/113468660_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $130.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/OKTA/SOFRCOMPOUND/19000102/114648871_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $28306.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/OMC/SOFRCOMPOUND/19000102/114104238_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-26651.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/ORCL/SOFRCOMPOUND/19000102/114245538_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $420.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/PDD/SOFRCOMPOUND/19000102/111668695_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $129.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/PG/SOFRCOMPOUND/19000102/107339718CA_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5004.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/PH/SOFRCOMPOUND/19000102/114189104CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $37070.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/PM/SOFRCOMPOUND/19000102/107342455CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-47295.41    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/PNR/SOFRCOMPOUND/19000102/108981822_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $11784.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/PODD/SOFRCOMPOUND/19000102/111906967_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $4935.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/PODD/SOFRCOMPOUND/19000102/112033005_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1651.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/PSX/SOFRCOMPOUND/19000102/111722943_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10506.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/PT/BCP/ESTRCOMPOUND/19000102/113890849_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PT        |          1 | NC      | $24125.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/PT/GALP/ESTRCOMPOUND/19000102/103871423CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PT        |          1 | NC      | $12767.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/PT/JMT/ESTRCOMPOUND/19000102/108526276_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |          1 | NC      | $-3788.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/PT/JMT/ESTRCOMPOUND/19000102/109731364_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |          1 | NC      | $-7845.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/PTC/SOFRCOMPOUND/19000102/111567002_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $71063.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/PTC/SOFRCOMPOUND/19000102/113291720_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $354.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RCL/SOFRCOMPOUND/19000102/112976933_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | LR        |          1 | NC      | $32682.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RCL/SOFRCOMPOUND/19000102/113426543_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | LR        |          1 | NC      | $25529.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/REGN/SOFRCOMPOUND/19000102/110353182_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1273.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/RGEN/SOFRCOMPOUND/19000102/113884697_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12277.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RKT/SOFRCOMPOUND/19000102/113547384_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9693.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RKT/SOFRCOMPOUND/19000102/113550727_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9887.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/RNR/SOFRCOMPOUND/19000102/111668641_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BM        |          1 | NC      | $14.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/RNR/SOFRCOMPOUND/19000102/111955637_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BM        |          1 | NC      | $14.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/RNR/SOFRCOMPOUND/19000102/113468446_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BM        |          1 | NC      | $462.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/ROK/SOFRCOMPOUND/19000102/107339710CA_C/BOFAUS6SGDS                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3948.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ROK/SOFRCOMPOUND/19000102/107344646CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8341.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ROK/SOFRCOMPOUND/19000102/113372479_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7567.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ROP/SOFRCOMPOUND/19000102/107344700CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2967.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RS/SOFRCOMPOUND/19000102/111668639_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-260.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RS/SOFRCOMPOUND/19000102/111955769_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-32.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RS/SOFRCOMPOUND/19000102/112247422_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-65.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RS/SOFRCOMPOUND/19000102/113468423_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1303.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/RUTTR/SOFRCOMPOUND/19000102/114375411_C/MSLNGB2XXXX_C                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-303.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/SAIA/SOFRCOMPOUND/19000102/107339972CA_C/BOFAUS6SGDS                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $5364.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/SAIA/SOFRCOMPOUND/19000102/113359872_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $7245.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/SBUX/SOFRCOMPOUND/19000102/113676278_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $59167.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SBUX/SOFRCOMPOUND/19000102/114103930_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6006.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SCHW/SOFRCOMPOUND/19000102/114549504CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1419.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/SE/BOL/STIB1M/19000102/111668667_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-11.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/SE/BOL/STIB1M/19000102/113470400_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-49.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/SE/ERICB/STIB1M/19000102/111303455_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-483.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | TRS/SE/HEXAB/STIB1M/19000102/112812486_C/UBSWGB2LXXX                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-57971.08    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SE/KINVB/STIB1M/19000102/105971780_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-4729.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SE/KINVB/STIB1M/19000102/105982471_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-11526.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SE/SCAB/STIB1M/19000102/111484710_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |          1 | NC      | $395.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SE/SOFRCOMPOUND/19000102/111668858_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $169.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SE/SOFRCOMPOUND/19000102/113715075_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $63.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SHOP/SOFRCOMPOUND/19000102/111668876_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $496.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SHOP/SOFRCOMPOUND/19000102/113011374_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-13143.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SHOP/SOFRCOMPOUND/19000102/113109392_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-6450.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SHW/SOFRCOMPOUND/19000102/107939528_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-24144.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SJM/SOFRCOMPOUND/19000102/107345213CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8900.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/SLB/SOFRCOMPOUND/19000102/110098450_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CW        |          1 | NC      | $-8097.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SNA/SOFRCOMPOUND/19000102/107345210CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19083.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SNA/SOFRCOMPOUND/19000102/114649153_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3890.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/SNPS/SOFRCOMPOUND/19000102/112810701_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $252.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SNPS/SOFRCOMPOUND/19000102/114549443CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $963.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/SPOT/SOFRCOMPOUND/19000102/111566998_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-37187.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SPOT/SOFRCOMPOUND/19000102/111906579_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $33508.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/SPSIHOTR/SOFRCOMPOUND/19000102/114696866_C/GSILGB2XXXX_C                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3212.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/SQ/SOFRCOMPOUND/19000102/109506873_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $22797.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/SQ/SOFRCOMPOUND/19000102/109548677_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $15557.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/SSNC/SOFRCOMPOUND/19000102/111507455_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3.45         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/SSNC/SOFRCOMPOUND/19000102/111668636_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $120.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/SSNC/SOFRCOMPOUND/19000102/111955652_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $10.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/SSNC/SOFRCOMPOUND/19000102/113468658_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $528.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/STX/SOFRCOMPOUND/19000102/112192002_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $2059.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/STX/SOFRCOMPOUND/19000102/113234478_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $12760.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/STZ/SOFRCOMPOUND/19000102/112061632_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2717.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/STZ/SOFRCOMPOUND/19000102/113522669_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1221.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SUI/SOFRCOMPOUND/19000102/107221306CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8291.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/SWK/SOFRCOMPOUND/19000102/107221312CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19154.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/SWKS/SOFRCOMPOUND/19000102/107348841CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $34400.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/SYF/SOFRCOMPOUND/19000102/113676282_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-21336.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TER/SOFRCOMPOUND/19000102/109809450_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-34164.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TER/SOFRCOMPOUND/19000102/114525495_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20893.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/TGT/SOFRCOMPOUND/19000102/111484716_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3783.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/THC/SOFRCOMPOUND/19000102/113468418_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1200.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/TMO/SOFRCOMPOUND/19000102/114435461_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $31789.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/TMUS/SOFRCOMPOUND/19000102/113468395_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $138.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/TMUS/SOFRCOMPOUND/19000102/114245535_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $23.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TR/BIMAS/SOFRCOMPOUND/19000102/113824873_C/BOFAUS6SGDS_C                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $869.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TR/BIMAS/SOFRCOMPOUND/19000102/113824876_C/BOFAUS6SGDS_C                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3279.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TR/BIMAS/SOFRCOMPOUND/19000102/113824879_C/BOFAUS6SGDS_C                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $1053.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TR/BIMAS/SOFRCOMPOUND/19000102/113824882_C/BOFAUS6SGDS_C                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $1209.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TR/BIMAS/SOFRCOMPOUND/19000102/114401713_C/BOFAUS6SGDS_C                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | TR        |          1 | NC      | $4102.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TRGP/SOFRCOMPOUND/19000102/112442843_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3091.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TRV/SOFRCOMPOUND/19000102/111282466_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16961.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/TRV/SOFRCOMPOUND/19000102/111411627_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8430.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/TSCO/SOFRCOMPOUND/19000102/107345367CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2659.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/TSLA/SOFRCOMPOUND/19000102/112315783_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3358.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/TSLA/SOFRCOMPOUND/19000102/114549503CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $124.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/TSM/SOFRCOMPOUND/19000102/108924974_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | TW        |          1 | NC      | $5714.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | TRS/TW/2330/SOFRCOMPOUND/19000102/111703776_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $1569.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/TYL/SOFRCOMPOUND/19000102/108328640_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13470.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/UHS/SOFRCOMPOUND/19000102/113715080_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-174.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/UHS/SOFRCOMPOUND/19000102/113824432_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-826.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/UNP/SOFRCOMPOUND/19000102/107347884CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $22097.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/UPS/SOFRCOMPOUND/19000102/111411633_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $42129.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/URI/SOFRCOMPOUND/19000102/107221343CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-51777.41    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/USB/SOFRCOMPOUND/19000102/113139977_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5658.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/USB/SOFRCOMPOUND/19000102/114187250_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11828.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/V/SOFRCOMPOUND/19000102/107339047CA_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3971.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/VEEV/SOFRCOMPOUND/19000102/113800706_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2987.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VLTO/SOFRCOMPOUND/19000102/107348054CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-17647.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VRNA/SOFRCOMPOUND/19000102/114556365_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1692.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VRSN/SOFRCOMPOUND/19000102/112885849_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14274.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VRSN/SOFRCOMPOUND/19000102/114004484_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11034.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VRT/SOFRCOMPOUND/19000102/113234482_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $66022.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VRTX/SOFRCOMPOUND/19000102/110926688_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11160.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/VZ/SOFRCOMPOUND/19000102/109596451_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-50742.51    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/WAL/SOFRCOMPOUND/19000102/113468657_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-616.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/WAT/SOFRCOMPOUND/19000102/107348185CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2040.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/WFG/SOFRCOMPOUND/19000102/113359888_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-19873.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/WFRD/SOFRCOMPOUND/19000102/113516570_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $7241.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/WMB/SOFRCOMPOUND/19000102/107221350CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1707.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | TRS/WMB/SOFRCOMPOUND/19000102/107339962CA_C/BOFAUS6SGDS                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $4796.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/WMT/SOFRCOMPOUND/19000102/111668668_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $15.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/WMT/SOFRCOMPOUND/19000102/111955667_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2.91         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/WMT/SOFRCOMPOUND/19000102/112810144_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $11.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/WMT/SOFRCOMPOUND/19000102/113468411_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $499.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/WSM/SOFRCOMPOUND/19000102/112458801_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-37547.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/WSM/SOFRCOMPOUND/19000102/112810645_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-25515.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TRS/XOM/SOFRCOMPOUND/19000102/108051717_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3583.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/XOM/SOFRCOMPOUND/19000102/111668620_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-78.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/XOM/SOFRCOMPOUND/19000102/111955653_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5.82        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/XOM/SOFRCOMPOUND/19000102/112810140_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRS/XOM/SOFRCOMPOUND/19000102/113468443_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-358.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/XYL/SOFRCOMPOUND/19000102/111631933_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $32531.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/XYZ/SOFRCOMPOUND/19000102/114549488CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $479.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRS/ZBRA/SOFRCOMPOUND/19000102/113551302_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16187.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ZS/SOFRCOMPOUND/19000102/111668702_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-418.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | TRS/ZS/SOFRCOMPOUND/19000102/113015643_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-55.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | TRY/USD FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $6427.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | TRY/USD FWD 20251016 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $1579.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | TRY/USD FWD 20251016 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $540.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | TRY/USD FWD 20251016 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $220.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | TRY/USD FWD 20251016 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $4887.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                              | TURKCELL ILETISIM HIZMETLERI AS                                              | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     230000 | PA      | $236487.35    | 0.08%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                        | TURKIYE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $304126.61    | 0.10%             | 2032-02-12      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                        | TURKIYE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     315000 | PA      | $306287.35    | 0.10%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TX Trust 2024-HOU                                                            | TX TRUST 2024-HOU                                                            | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99887.19     | 0.03%             | 2039-06-15      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| US 10YR FUT OPTN  Sep25P 109.5                                               | TYU5P    109.5 PIT                                                           | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |         25 | NC      | $2734.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 10YR FUT OPTN  Sep25P 109.5                                               | TYU5P    109.5 PIT                                                           | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |         50 | NC      | $5468.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                 | UAH/USD FWD 20250808 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |          1 | NC      | $529.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | UAH/USD FWD 20250905 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |          1 | NC      | $64.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       5042 | NS      | $187381.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG                                                                 | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     330000 | PA      | $296175.00    | 0.10%             | N/A             | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       4956 | NS      | $364631.97    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever PLC                                                                 | UNILEVER PLC                                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      16728 | NS      | $970566.40    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| United Airlines Inc                                                          | UNITED AIRLINES INC                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     875000 | PA      | $868527.63    | 0.28%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United Rentals North America Inc                                             | UNITED RENTALS NORTH AMERICA INC                                             | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013750.00   | 0.33%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5275000 | PA      | $5266818.63   | 1.71%             | 2025-08-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $982870.42    | 0.32%             | 2025-12-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $977050.56    | 0.32%             | 2026-02-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $994300.00    | 0.32%             | 2025-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $979990.00    | 0.32%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $989412.50    | 0.32%             | 2025-10-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | UNITED STATES TREASURY INFLATION INDEXED BONDS                               | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     441284 | PA      | $436974.98    | 0.14%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2800000 | PA      | $2797921.87   | 0.91%             | 2025-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $791906.25    | 0.26%             | 2025-10-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     990000 | PA      | $989187.89    | 0.32%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2275000 | PA      | $2272956.05   | 0.74%             | 2025-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1184062.50   | 0.39%             | 2025-11-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1350000 | PA      | $1349789.06   | 0.44%             | 2025-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                                | UNITED WHOLESALE MORTGAGE LLC                                                | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1496250.00   | 0.49%             | 2025-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                       | UNITEDHEALTH GROUP INC                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        606 | NS      | $151233.36    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                | US 10YR NOTE (CBT)SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -9 | NC      | $-3339.53     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                | US 10YR NOTE (CBT)SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -26 | NC      | $-9647.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                       | US 10YR ULTRA FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         10 | NC      | $8638.15      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                       | US 10YR ULTRA FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         38 | NC      | $32824.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                 | US 5YR NOTE (CBT) SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -48 | NC      | $3306.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Renal Care Inc                                                            | US RENAL CARE INC                                                            | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     311457 | PA      | $301256.55    | 0.10%             | 2028-06-20      | Floating      | 9.47%                 | No            | 2                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                             | US ULTRA BOND CBT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -11 | NC      | $-9044.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                             | US ULTRA BOND CBT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -28 | NC      | $-23021.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                             | US ULTRA BOND CBT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -2 | NC      | $-1644.39     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | USD IRS OPT 6M/30Y 4.4 11/5/25 PAY MSLN                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $22599.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | USD IRS OPT 9/30Y 4.5 12/26/25 PAY MSLN                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $14524.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD IRS OPT 9M/30Y 4.5 12/26/25 PAY BOFA                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |          1 | NC      | $14556.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | USD IRS OPT 9M/30Y 4.5 12/26/25 PAY MSLN                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $14513.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/AUD FWD 20250805 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-279.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/AUD FWD 20250805 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16807.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                  | USD/AUD FWD 20250822 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18557.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/AUD FWD 20250822 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7480.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | USD/AUD FWD 20250822 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1924.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/AUD FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1417.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | USD/AUD FWD 20251024 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5962.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/BRL FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $254.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/BRL FWD 20250804 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20310.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/BRL FWD 20250903 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2334.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/BRL FWD 20250903 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15601.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/BRL FWD 20250903 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32933.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/BRL FWD 20250903 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17993.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CAD FWD 20250801 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2191.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CAD FWD 20250902 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1473.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CAD FWD 20250902 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-562.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/CAD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3139.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                           | USD/CAD FWD 20251024 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2861.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/CAD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7338.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CAD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4386.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                  | USD/CAD FWD 20251024 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1673.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/CHF FWD 20250804 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $31629.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CHF FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $70.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/CHF FWD 20250804 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13413.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/CHF FWD 20250903 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13445.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/CLP FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $38313.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/CLP FWD 20250804 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6123.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/CLP FWD 20250808 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1052.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/CLP FWD 20250808 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5357.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/CLP FWD 20250808 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1019.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | USD/CLP FWD 20250808 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20002.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                  | USD/CLP FWD 20250808 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1550.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/CLP FWD 20250808 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11164.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/CLP FWD 20250903 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6066.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/CLP FWD 20251107 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1034.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/CNH FWD 20250804 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $32545.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/CNH FWD 20250912 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3955.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/CNH FWD 20250912 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3216.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/COP FWD 20250804 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4347.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                  | USD/COP FWD 20250804 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18113.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/COP FWD 20250903 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4744.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/COP FWD 20250905 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $41216.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/COP FWD 20250905 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-952.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/COP FWD 20250905 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2157.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/CZK FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10715.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CZK FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $23201.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/EGP FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-363.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/EGP FWD 20250804 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5123.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/EGP FWD 20250911 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1683.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | USD/EUR FWD 20250804 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20364.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/EUR FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $212.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/EUR FWD 20250822 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4271.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/EUR FWD 20250822 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6916.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/EUR FWD 20250822 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $34798.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/EUR FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8214.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/EUR FWD 20250822 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4261.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/GBP FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4085.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/GBP FWD 20250822 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11616.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/GBP FWD 20250822 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5976.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/GBP FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9419.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/GBP FWD 20250822 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2537.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/HKD FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-97.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/HUF FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32939.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | USD/IDR FWD 20250804 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4111.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | USD/IDR FWD 20250903 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10176.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/IDR FWD 20251010 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1632.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/ILS FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6225.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/INR FWD 20250804 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $31434.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/INR FWD 20250804 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41579.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/INR FWD 20250903 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-29496.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/INR FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17411.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/JPY FWD 20250804 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $32686.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/JPY FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $928.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/JPY FWD 20250822 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25243.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/JPY FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $28508.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/JPY FWD 20251024 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20060.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | USD/JPY FWD 20251024 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7270.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/JPY FWD 20251024 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20305.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/JPY FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4837.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/KES FWD 20251009 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-94.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/KRW FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-154.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/KRW FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $43169.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/KRW FWD 20250804 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $155.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/KRW FWD 20250903 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22359.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/KZT FWD 20251010 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1818.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/MXN FWD 20251017 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $253.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/MYR FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6127.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/MYR FWD 20250804 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3507.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/MYR FWD 20250903 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25944.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/MYR FWD 20250904 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2155.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/MYR FWD 20250904 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5499.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/NOK FWD 20250804 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19453.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/NZD FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20069.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/NZD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26149.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/PEN FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1922.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/PEN FWD 20250804 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9295.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/PEN FWD 20250804 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5416.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/PEN FWD 20250903 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1935.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                | USD/PEN FWD 20251010 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1247.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/PEN FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $466.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/PEN FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1634.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/PHP FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $49716.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/PHP FWD 20250804 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36595.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/PHP FWD 20250903 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6598.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/PHP FWD 20250905 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26507.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/PLN FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18098.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/PLN FWD 20250814 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4047.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/RSD FWD 20251017 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4877.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/SEK FWD 20250804 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-315.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                  | USD/SEK FWD 20250804 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21958.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/SEK FWD 20250829 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2048.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/SGD FWD 20250804 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $63335.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/THB FWD 20250804 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22382.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/THB FWD 20250903 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21299.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | USD/THB FWD 20250905 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/THB FWD 20250905 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1478.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/THB FWD 20250905 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2696.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/TWD FWD 20250804 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12911.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/TWD FWD 20250804 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31185.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/TWD FWD 20250805 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5225.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | USD/TWD FWD 20250805 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12073.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/TWD FWD 20250903 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17532.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                              | USD/TWD FWD 20250912 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7333.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/ZAR FWD 20250804 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18747.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Vast Renewables Ltd                                                          | VAST RENEWABLES LTD                                                          | CUSIP: Q9379E113<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      25200 | NS      | $327.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                       | VENTURE GLOBAL LNG INC                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     295000 | PA      | $295000.00    | 0.10%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Veon Midco BV                                                                | VEON MIDCO BV                                                                | CUSIP: YN9821169<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     280000 | PA      | $287068.46    | 0.09%             | 2029-07-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp                                                            | VERTIV GROUP CORP                                                            | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    1985000 | PA      | $1983134.10   | 0.65%             | 2027-03-02      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                                           | VERTIV HOLDINGS CO                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       1350 | NS      | $196560.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust 2021-2                                            | VERUS SECURITIZATION TRUST 2021-2                                            | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $134249.41    | 0.04%             | 2066-02-25      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2022-1                                            | VERUS SECURITIZATION TRUST 2022-1                                            | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157008 | PA      | $145873.16    | 0.05%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                  | VISTRA CORP                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      82000 | PA      | $82512.50     | 0.03%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                   | VIVO ENERGY INVESTMENTS BV                                                   | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     240000 | PA      | $237239.36    | 0.08%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Volato Group Inc                                                             | VOLATO GROUP INC                                                             | CUSIP: 74349W112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36400 | NS      | $622.44       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                 | WALGREENS BOOTS ALLIANCE INC                                                 | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594000.00    | 0.19%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Webster Financial Corp                                                       | WEBSTER FINANCIAL CORP                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       1247 | NS      | $71889.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                                                     | WESTERN ALLIANCE BANCORP                                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |        849 | NS      | $65848.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                                         | WESTERN DIGITAL CORP                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     804000 | PA      | $799980.00    | 0.26%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wolfspeed Inc                                                                | WOLFSPEED INC                                                                | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     244000 | PA      | $75005.36     | 0.02%             | 2029-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC                                                                | CUSIP: 977852AE2<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     160000 | PA      | $168320.00    | 0.05%             | 2030-06-23      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| N/A                                                                          | XAB MATERIALS     SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -9 | NC      | $-4011.81     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | XAE ENERGY        SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -7 | NC      | $4073.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | XAE ENERGY        SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -27 | NC      | $15710.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | XAP CONS STAPLES  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         29 | NC      | $-46727.99    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | XAV  HEALTH CARE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          8 | NC      | $-48752.15    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | XAY CONS DISCRET  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -1 | NC      | $-9232.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                                              | XCEL ENERGY INC                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       9322 | NS      | $684607.68    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY SELECT SECTOR SPDR FUND                                               | XLE US 12/19/25 C95                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         29 | NC      | $5220.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND                                           | XLK US 12/19/25 P196                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         18 | NC      | $3564.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND                                           | XLK US 12/19/25 P198                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          9 | NC      | $1516.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR S&P RETAIL ETF                                                          | XRT US 09/19/25 P74                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        323 | NC      | $36014.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| YPF SA                                                                       | YPF SA                                                                       | CUSIP: ZF2875770<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     195000 | PA      | $206470.88    | 0.07%             | 2031-01-17      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Zambia Government International Bond                                         | ZAMBIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YX6333596<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     235000 | PA      | $172355.74    | 0.06%             | 2053-12-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                 | ZF NORTH AMERICA CAPITAL INC                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     355000 | PA      | $337250.00    | 0.11%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                                | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $285195.99    | 0.09%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Ziply Fiber Issuer LLC                                                       | ZIPLY FIBER ISSUER LLC                                                       | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1605970.35   | 0.52%             | 2054-04-20      | Fixed         | 11.17%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                 | ZMW/USD FWD 20251010 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZM        |          1 | NC      | $661.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President