# EDGAR Filing Document

**Accession Number:** 0000822671
**File Stem:** 0000869392-23-000379
**Filing Date:** 2023-2
**Character Count:** 564388
**Document Hash:** e2a80eb76cdd10eb2f30354999491830
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-23-000379.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000869392-23-000379

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM VARIABLE TRUST
- **CENTRAL INDEX KEY:** 0000822671
- **IRS NUMBER:** 046649095
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05346
- **FILM NUMBER:** 23666506

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6172921000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM CAPITAL MANAGER TRUST /MA/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Putnam VT Global Asset Allocation Fund (Series ID: S000003896)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000010887 | Class IA Shares |  |
| C000010888 | Class IB Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Variable Trust

- **b. Investment Company Act file number:** 811-05346

- **c. CIK number of Registrant:** 0000822671

- **d. LEI of Registrant:** 549300TBVD21LYBGBD46

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

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

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

- **a. Name of Series:** Putnam VT Global Asset Allocation Fund

- **b. EDGAR series identifier (if any):** S000003896

- **c. LEI of Series:** 52S5T0ZLZ612Q4T28G76

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

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

- **b. Date as of which information is reported:** 2022-12-31

**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:** $110405110.00

**Total Liabilities:** $13288366.39

**Net Assets:** $97116743.61

**Cash Not Reported:** $371193.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16.47 | **1-Year:** 1191.62 | **5-Year:** 3831.01 | **10-Year:** 5762.13 | **30-Year:** 2434.46

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

- **3-Month:** 11.59 | **1-Year:** 237.32 | **5-Year:** 1049.01 | **10-Year:** 394.71 | **30-Year:** 14.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010888 | -3.32%               | 4.52%                | 3.87%                |
| Class ID C000010887 | -3.31%               | 4.52%                | 3.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $177330.43               | $-4819491.72                               |
| Month 2  | $-23157.72               | $5140350.62                                |
| Month 3  | $-593674.27              | $5502262.68                                |

**Designated Index Information**

- **Index Name:** GAA Bal. Cust Indx-50%R3000,35%LAgg,10%MSEAFE,5%JPMHYdev

- **Index Identifier:** IDX01291

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-4                                | ASSET BACKED SECURITY                 | CUSIP: 64352VDK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31901 | PA      | $30906.06     | 0.03%             | 2033-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2          | ASSET BACKED SECURITY                 | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19150 | PA      | $18575.54     | 0.02%             | 2034-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2018-SL1                                                 | ASSET BACKED SECURITY                 | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |     15931 | PA      | $15893.04     | 0.02%             | 2046-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST 2004-1                                           | ASSET BACKED SECURITY                 | CUSIP: 542514FE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17179 | PA      | $16520.83     | 0.02%             | 2034-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BWAY CORP                                                                       | BANK LOAN NOTE                        | CUSIP: 05604XAP1<br>LEI: 549300RY13CUZRBP7216 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14627.10     | 0.02%             | 2024-04-03      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | BANK LOAN NOTE                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4453.15      | 0.00%             | 2029-04-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ROBERTSHAW US HOLDING CORP                                                      | BANK LOAN NOTE                        | CUSIP: 77051UAH2<br>LEI: 549300NMXRV2JIXFIY04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2575.00      | 0.00%             | 2026-02-28      | Floating      | 12.75%                | No            |                  2 | On Loan: No      |
| NOURYON USA LLC                                                                 | BANK LOAN NOTE                        | CUSIP: N8232NAB3<br>LEI: 549300K7VB5G6LULFT41 | Long             | DBT              | CORP              | US        |      7744 | PA      | $7623.55      | 0.01%             | 2025-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                                  | BANK LOAN NOTE                        | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      9834 | PA      | $5296.22      | 0.01%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | BANK LOAN NOTE                        | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9974 | PA      | $9065.93      | 0.01%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                        | BANK LOAN NOTE                        | CUSIP: 45174UAG3<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      8916 | PA      | $8194.34      | 0.01%             | 2026-05-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                                            | BANK LOAN NOTE                        | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | DBT              | CORP              | US        |     29400 | PA      | $28170.49     | 0.03%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                                            | BANK LOAN NOTE                        | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4917.50      | 0.01%             | 2028-07-30      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                     | BANK LOAN NOTE                        | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      9562 | PA      | $6663.92      | 0.01%             | 2025-10-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                          | BANK LOAN NOTE                        | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | DBT              | CORP              | US        |      9825 | PA      | $9413.63      | 0.01%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                              | BANK LOAN NOTE                        | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     10727 | PA      | $9367.17      | 0.01%             | 2027-11-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | BANK LOAN NOTE                        | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34301 | PA      | $32040.80     | 0.03%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                    | BANK LOAN NOTE                        | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18950 | PA      | $18505.45     | 0.02%             | 2028-01-29      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| KLOCKNER-PENTAPLAST OF AMERICA INC                                              | BANK LOAN NOTE                        | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | DBT              | CORP              | US        |      4863 | PA      | $4298.88      | 0.00%             | 2026-02-04      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                     | BANK LOAN NOTE                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      4937 | PA      | $4310.95      | 0.00%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | BANK LOAN NOTE                        | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     34881 | PA      | $34110.92     | 0.04%             | 2026-04-30      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                               | BANK LOAN NOTE                        | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     14405 | PA      | $13870.94     | 0.01%             | 2027-03-02      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                           | BANK LOAN NOTE                        | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4972.65      | 0.01%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| ADIENT US LLC                                                                   | BANK LOAN NOTE                        | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | DBT              | CORP              | US        |      9875 | PA      | $9754.62      | 0.01%             | 2028-04-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                                                                   | BANK LOAN NOTE                        | CUSIP: N/A<br>LEI: 549300WUCCV86ZQHG041       | Long             | DBT              | CORP              | US        |      4900 | PA      | $4001.83      | 0.00%             | 2027-04-22      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                             | BANK LOAN NOTE                        | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      9850 | PA      | $9707.77      | 0.01%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                      | BANK LOAN NOTE                        | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     14800 | PA      | $13875.11     | 0.01%             | 2028-06-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                             | BANK LOAN NOTE                        | CUSIP: 77313DAT8<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      4938 | PA      | $4746.17      | 0.00%             | 2025-11-28      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                   | BANK LOAN NOTE                        | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |     14812 | PA      | $14724.07     | 0.02%             | 2028-05-27      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | BANK LOAN NOTE                        | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |      9875 | PA      | $8989.91      | 0.01%             | 2028-06-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                        | BANK LOAN NOTE                        | CUSIP: D9000BAD4<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      4938 | PA      | $4743.42      | 0.00%             | 2027-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                     | BANK LOAN NOTE                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3864.30      | 0.00%             | 2029-01-30      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | BANK LOAN NOTE                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19100 | PA      | $18554.89     | 0.02%             | 2027-07-22      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                          | BANK LOAN NOTE                        | CUSIP: N/A<br>LEI: 254900DIL842DEXPYJ91       | Long             | DBT              | CORP              | US        |     24812 | PA      | $20618.44     | 0.02%             | 2028-12-17      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                                                            | BANK LOAN NOTE                        | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8260.00      | 0.01%             | 2028-04-24      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | BANK LOAN NOTE                        | CUSIP: 90385KAJ0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4577.50      | 0.00%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                             | BANK LOAN NOTE                        | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | DBT              | CORP              | US        |      5000 | PA      | $4268.75      | 0.00%             | 2029-11-18      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                                | BANK LOAN NOTE                        | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | DBT              | CORP              | US        |      4912 | PA      | $4761.44      | 0.00%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                             | BANK LOAN NOTE                        | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9801 | PA      | $9461.43      | 0.01%             | 2027-10-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                  | BANK LOAN NOTE                        | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9566.70      | 0.01%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | BANK LOAN NOTE                        | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | DBT              | CORP              | US        |      5000 | PA      | $4456.25      | 0.00%             | 2029-03-30      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BANK LOAN NOTE                        | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     19716 | PA      | $17596.87     | 0.02%             | 2024-06-21      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 MORTGAGE TRUST                                                 | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12592LBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245346 | PA      | $3064.37      | 0.00%             | 2047-11-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12                     | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 61762XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379925 | PA      | $763.88       | 0.00%             | 2046-10-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26                     | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 61690VBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562842 | PA      | $9273.38      | 0.01%             | 2048-10-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10                                        | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14690 | PA      | $11.34        | 0.00%             | 2045-12-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17                     | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 61763UBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151243 | PA      | $1357.86      | 0.00%             | 2047-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC17 MORTGAGE TRUST                                                   | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12592MBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388826 | PA      | $3460.16      | 0.00%             | 2047-10-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2016-NXSR                                                            | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12594PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896548 | PA      | $21965.43     | 0.02%             | 2049-12-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1                                | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 059497BW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14268 | PA      | $0.18         | 0.00%             | 2049-01-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2                          | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476656 | PA      | $0.57         | 0.00%             | 2049-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6                                        | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 50179MAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216572 | PA      | $28.57        | 0.00%             | 2039-09-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8                              | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 46591ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012611 | PA      | $19789.55     | 0.02%             | 2051-06-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                        | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038700 | PA      | $62671.01     | 0.06%             | 2053-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS6 MORTGAGE TRUST                                                   | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12592PBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717159 | PA      | $8415.14      | 0.01%             | 2047-12-10      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12594MBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $16590.00     | 0.02%             | 2049-10-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $12598.19     | 0.01%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $10206.96     | 0.01%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $12084.89     | 0.01%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2012-GCJ9                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36192PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4365 | PA      | $4301.44      | 0.00%             | 2045-11-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92890NAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9839 | PA      | $9838.81      | 0.01%             | 2045-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92937EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6238 | PA      | $6166.98      | 0.01%             | 2045-03-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $45246.76     | 0.05%             | 2045-03-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2013-GC10                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36192CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36020 | PA      | $35949.09     | 0.04%             | 2046-02-10      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46639NAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24676.28     | 0.03%             | 2045-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61762MBY6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24773.50     | 0.03%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92938CAL1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $25471.92     | 0.03%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 94988QAN1<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $18648.16     | 0.02%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 94988QAS0<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $20080.80     | 0.02%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2013-GCJ14                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36198FAP7<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     13000 | PA      | $12614.41     | 0.01%             | 2046-08-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12626LBN1<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $19822.80     | 0.02%             | 2050-08-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46640NAL2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $41008.71     | 0.04%             | 2045-11-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46641BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22000 | PA      | $21240.94     | 0.02%             | 2046-12-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE13 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27000 | PA      | $25501.36     | 0.03%             | 2046-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C13                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61763BAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73720.50     | 0.08%             | 2046-11-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000 | PA      | $12571.71     | 0.01%             | 2047-02-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9620.86      | 0.01%             | 2047-02-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14                                       | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 96221TAL1<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     23000 | PA      | $21487.73     | 0.02%             | 2047-03-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS2 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $71952.42     | 0.07%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $68241.41     | 0.07%             | 2047-05-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 17322MAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $41145.94     | 0.04%             | 2047-05-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC22                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36253BBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $13231.30     | 0.01%             | 2047-06-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000 | PA      | $11708.20     | 0.01%             | 2047-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12592GBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16000 | PA      | $15198.80     | 0.02%             | 2047-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS6 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16000 | PA      | $14651.92     | 0.02%             | 2047-12-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $16587.54     | 0.02%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $27079.12     | 0.03%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GC32                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36250PAJ4<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $68066.24     | 0.07%             | 2048-07-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $21813.55     | 0.02%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 94989QBA7<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $15753.91     | 0.02%             | 2048-09-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2015-UBS8                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691ABP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16000 | PA      | $13610.73     | 0.01%             | 2048-12-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95000CBH5<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |     23000 | PA      | $19935.68     | 0.02%             | 2059-01-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46629PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7454 | PA      | $6947.97      | 0.01%             | 2047-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24593 | PA      | $12547.43     | 0.01%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM 2012-LC4 MORTGAGE TRUST                                                    | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29000 | PA      | $28681.00     | 0.03%             | 2044-12-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61761AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $13845.76     | 0.01%             | 2045-08-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2020-FL4 LLC                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 75575JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18571 | PA      | $18338.82     | 0.02%             | 2035-02-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25545 | PA      | $24360.69     | 0.03%             | 2036-11-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 75574EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16123 | PA      | $16016.53     | 0.02%             | 2037-06-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18011.34     | 0.02%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELTER GROWTH CRE ISSUER LTD                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     36531 | PA      | $35402.77     | 0.04%             | 2036-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD                                           | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     18623 | PA      | $18064.25     | 0.02%             | 2037-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61765LAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9404.62      | 0.01%             | 2048-05-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16000 | PA      | $13039.70     | 0.01%             | 2053-08-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GC30                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $33094.82     | 0.03%             | 2050-05-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    381403 | PA      | $10989.95     | 0.01%             | 2027-09-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H3                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61767YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520366 | PA      | $46126.07     | 0.05%             | 2051-07-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3                                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32000 | PA      | $26781.41     | 0.03%             | 2052-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $41066.23     | 0.04%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2016-NXSR                                                            | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $55677.79     | 0.06%             | 2049-12-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $13785.83     | 0.01%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                                              | COMMON STOCK                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       282 | NS      | $57778.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                                                 | COMMON STOCK                          | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1820 | NS      | $64428.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                               | COMMON STOCK                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1236 | NS      | $64383.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                                      | COMMON STOCK                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      2770 | NS      | $62795.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | COMMON STOCK                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2420 | NS      | $59169.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                                             | COMMON STOCK                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       491 | NS      | $59582.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | COMMON STOCK                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1956 | NS      | $64274.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                       | COMMON STOCK                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       373 | NS      | $63809.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                                     | COMMON STOCK                          | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       822 | NS      | $61502.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                                            | COMMON STOCK                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       818 | NS      | $55983.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                                             | COMMON STOCK                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3723 | NS      | $75986.43     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                                                   | COMMON STOCK                          | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       443 | NS      | $69325.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                                                     | COMMON STOCK                          | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1748 | NS      | $61459.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                                                              | COMMON STOCK                          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      2386 | NS      | $56428.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO/THE                                                              | COMMON STOCK                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1618 | NS      | $65868.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | COMMON STOCK                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       782 | NS      | $55694.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                                                                | COMMON STOCK                          | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      9897 | NS      | $264843.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                                           | COMMON STOCK                          | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       888 | NS      | $30209.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                                    | COMMON STOCK                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      6096 | NS      | $391668.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC/THE                                                              | COMMON STOCK                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1289 | NS      | $57785.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                     | COMMON STOCK                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2663 | NS      | $61781.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                                      | COMMON STOCK                          | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1635 | NS      | $74343.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                     | COMMON STOCK                          | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      4127 | NS      | $403744.41    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                                                  | COMMON STOCK                          | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       680 | NS      | $50449.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | COMMON STOCK                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      1191 | NS      | $76224.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                                                 | COMMON STOCK                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       140 | NS      | $65669.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | COMMON STOCK                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      9738 | NS      | $985582.98    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | COMMON STOCK                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1610 | NS      | $57412.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | COMMON STOCK                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       259 | NS      | $63778.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                                    | COMMON STOCK                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1231 | NS      | $60183.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SS AND C TECHNOLOGIES HOLDINGS INC                                              | COMMON STOCK                          | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1256 | NS      | $65387.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                       | COMMON STOCK                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3217 | NS      | $396270.06    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                               | COMMON STOCK                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     10595 | NS      | $356415.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP                                                | COMMON STOCK                          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       603 | NS      | $63025.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | COMMON STOCK                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       930 | NS      | $68355.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | COMMON STOCK                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4981 | NS      | $579738.59    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                               | COMMON STOCK                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2267 | NS      | $94307.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                                                              | COMMON STOCK                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       244 | NS      | $64650.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | COMMON STOCK                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4791 | NS      | $576548.94    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                                                  | COMMON STOCK                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       147 | NS      | $57075.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                          | COMMON STOCK                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       348 | NS      | $48559.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                                     | COMMON STOCK                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       455 | NS      | $76135.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                                                       | COMMON STOCK                          | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      1544 | NS      | $61651.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                           | COMMON STOCK                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      8821 | NS      | $263218.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                      | COMMON STOCK                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5434 | NS      | $878188.74    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                           | COMMON STOCK                          | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       892 | NS      | $58782.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                                                                  | COMMON STOCK                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       452 | NS      | $65625.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | COMMON STOCK                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3558 | NS      | $337832.10    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                                                        | COMMON STOCK                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1063 | NS      | $31060.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                                         | COMMON STOCK                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        15 | NS      | $69188.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                   | COMMON STOCK                          | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4038 | NS      | $313833.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                                 | COMMON STOCK                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       921 | NS      | $57332.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                                                               | COMMON STOCK                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       717 | NS      | $59661.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | COMMON STOCK                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       420 | NS      | $62055.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                                        | COMMON STOCK                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     13687 | NS      | $567599.89    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | COMMON STOCK                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4520 | NS      | $726092.80    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | COMMON STOCK                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3069 | NS      | $761449.59    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                       | COMMON STOCK                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       661 | NS      | $56984.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                       | COMMON STOCK                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      5927 | NS      | $56187.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST INC                                                                       | COMMON STOCK                          | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      3646 | NS      | $65737.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                                                     | COMMON STOCK                          | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1996 | NS      | $56806.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                                                    | COMMON STOCK                          | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35407 | NS      | $59837.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SNOWFLAKE INC                                                                   | COMMON STOCK                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       493 | NS      | $70765.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                                                    | COMMON STOCK                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1298 | NS      | $63368.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                                      | COMMON STOCK                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2787 | NS      | $238288.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| OTIS WORLDWIDE CORP                                                             | COMMON STOCK                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       830 | NS      | $64997.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | COMMON STOCK                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1719 | NS      | $70908.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS INC                                                | COMMON STOCK                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       871 | NS      | $57625.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | COMMON STOCK                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       206 | NS      | $68256.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                                         | COMMON STOCK                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1339 | NS      | $67472.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                                                   | COMMON STOCK                          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2634 | NS      | $63953.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | COMMON STOCK                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     25012 | NS      | $618546.76    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                     | COMMON STOCK                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      7409 | NS      | $435501.02    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                                                        | COMMON STOCK                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1303 | NS      | $89033.99     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC                                                                  | COMMON STOCK                          | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     13569 | NS      | $62417.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                                        | COMMON STOCK                          | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       582 | NS      | $23687.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                                                     | COMMON STOCK                          | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       413 | NS      | $81294.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                                         | COMMON STOCK                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3477 | NS      | $31536.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                                     | COMMON STOCK                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       441 | NS      | $49347.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                                                     | COMMON STOCK                          | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2781 | NS      | $62238.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                                              | COMMON STOCK                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      3165 | NS      | $65642.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                    | COMMON STOCK                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       464 | NS      | $259436.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTSHEET INC                                                                  | COMMON STOCK                          | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      2271 | NS      | $89386.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                                                                    | COMMON STOCK                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1332 | NS      | $73819.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | COMMON STOCK                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     10177 | NS      | $292079.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS  AND  RESORTS INC                                                | COMMON STOCK                          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       896 | NS      | $63893.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK  AND  CO INC                                                              | COMMON STOCK                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9981 | NS      | $1107391.95   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | COMMON STOCK                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       463 | NS      | $933074.64    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                | COMMON STOCK                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       483 | NS      | $65514.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                   | COMMON STOCK                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       298 | NS      | $71180.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN  AND  BROWN INC                                                           | COMMON STOCK                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1069 | NS      | $60900.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                                                               | COMMON STOCK                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     15584 | NS      | $421858.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                  | COMMON STOCK                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       231 | NS      | $64723.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | COMMON STOCK                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2087 | NS      | $79306.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                   | COMMON STOCK                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       557 | NS      | $65464.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                      | COMMON STOCK                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       761 | NS      | $58178.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COMMON STOCK                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       830 | NS      | $65395.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                | COMMON STOCK                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8343 | NS      | $920232.90    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | COMMON STOCK                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        82 | NS      | $59162.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                                | COMMON STOCK                          | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        44 | NS      | $63599.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO/THE                                                           | COMMON STOCK                          | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1731 | NS      | $56188.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                                     | COMMON STOCK                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       542 | NS      | $27403.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP                                                                  | COMMON STOCK                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      1751 | NS      | $225318.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                      | COMMON STOCK                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1568 | NS      | $64335.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | COMMON STOCK                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11147 | NS      | $460259.63    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                                                     | COMMON STOCK                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       754 | NS      | $60561.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                                    | COMMON STOCK                          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       158 | NS      | $63391.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | COMMON STOCK                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2380 | NS      | $221244.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                                      | COMMON STOCK                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       311 | NS      | $121047.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                 | COMMON STOCK                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      9813 | NS      | $914473.47    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                        | COMMON STOCK                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       223 | NS      | $84077.69     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                                                     | COMMON STOCK                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       195 | NS      | $66803.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                                      | COMMON STOCK                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       935 | NS      | $56156.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                                                               | COMMON STOCK                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1983 | NS      | $98991.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | COMMON STOCK                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       881 | NS      | $73352.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S INC                                                                      | COMMON STOCK                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3174 | NS      | $65543.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                    | COMMON STOCK                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       231 | NS      | $61312.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | COMMON STOCK                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       632 | NS      | $59256.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL TR                                                           | COMMON STOCK                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       950 | NS      | $56050.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                                                      | COMMON STOCK                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1124 | NS      | $65562.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | COMMON STOCK                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      1639 | NS      | $55185.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                       | COMMON STOCK                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     29176 | NS      | $3790837.68   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                                    | COMMON STOCK                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       370 | NS      | $69141.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                                    | COMMON STOCK                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       211 | NS      | $520363.98    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                 | COMMON STOCK                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       331 | NS      | $79294.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                                                     | COMMON STOCK                          | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $192841.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                                     | COMMON STOCK                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       899 | NS      | $302189.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | COMMON STOCK                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       850 | NS      | $65339.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | COMMON STOCK                          | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      4603 | NS      | $142693.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | COMMON STOCK                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1116 | NS      | $143952.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                                                | COMMON STOCK                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1003 | NS      | $174030.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | COMMON STOCK                          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       985 | NS      | $66832.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC/OH                                                 | COMMON STOCK                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       436 | NS      | $59854.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                                                    | COMMON STOCK                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      2385 | NS      | $68592.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | COMMON STOCK                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       676 | NS      | $58730.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | COMMON STOCK                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       337 | NS      | $58584.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDY'S CO/THE                                                                  | COMMON STOCK                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      1384 | NS      | $31319.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | COMMON STOCK                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       462 | NS      | $244943.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | COMMON STOCK                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      8333 | NS      | $599559.35    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER  AND  GAMBLE CO/THE                                                     | COMMON STOCK                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8212 | NS      | $1244610.72   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | COMMON STOCK                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       845 | NS      | $70802.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO/THE                                                                  | COMMON STOCK                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       288 | NS      | $66692.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | COMMON STOCK                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     10445 | NS      | $660541.80    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                     | COMMON STOCK                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       548 | NS      | $77700.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | COMMON STOCK                          | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       407 | NS      | $64481.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                                 | COMMON STOCK                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1011 | NS      | $65310.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                         | COMMON STOCK                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       760 | NS      | $64235.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                                | COMMON STOCK                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1733 | NS      | $72682.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                                                                      | COMMON STOCK                          | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |      1641 | NS      | $149166.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | COMMON STOCK                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1516 | NS      | $737518.84    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                                | COMMON STOCK                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      1206 | NS      | $65763.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                                          | COMMON STOCK                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       227 | NS      | $68233.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | COMMON STOCK                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       522 | NS      | $58401.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | COMMON STOCK                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2830 | NS      | $424386.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                             | COMMON STOCK                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       995 | NS      | $56904.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                    | COMMON STOCK                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3245 | NS      | $113477.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                                                     | COMMON STOCK                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       875 | NS      | $65458.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                                    | COMMON STOCK                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       291 | NS      | $58840.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                                          | COMMON STOCK                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       382 | NS      | $60879.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                                                                | COMMON STOCK                          | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1859 | NS      | $183111.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORP                                                            | COMMON STOCK                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      3414 | NS      | $60939.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                     | COMMON STOCK                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       501 | NS      | $57579.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | COMMON STOCK                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       410 | NS      | $67941.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | COMMON STOCK                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       261 | NS      | $133885.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                     | COMMON STOCK                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       220 | NS      | $64873.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                         | COMMON STOCK                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       341 | NS      | $59685.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                          | COMMON STOCK                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       674 | NS      | $208198.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                                                         | COMMON STOCK                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       287 | NS      | $68113.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                                    | COMMON STOCK                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      6974 | NS      | $766721.56    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                     | COMMON STOCK                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2720 | NS      | $491395.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | COMMON STOCK                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       194 | NS      | $56454.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                                                | COMMON STOCK                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     17446 | NS      | $1109740.06   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COMMON STOCK                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       126 | NS      | $57519.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | COMMON STOCK                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       824 | NS      | $69084.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | COMMON STOCK                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       285 | NS      | $61075.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                   | COMMON STOCK                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     14173 | NS      | $641044.79    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                                        | COMMON STOCK                          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       155 | NS      | $65175.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | COMMON STOCK                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       657 | NS      | $66304.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                    | COMMON STOCK                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $79155.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | COMMON STOCK                          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1063 | NS      | $65130.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | COMMON STOCK                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3765 | NS      | $797652.90    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                                                        | COMMON STOCK                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       759 | NS      | $92142.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                                        | COMMON STOCK                          | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      4147 | NS      | $68840.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | COMMON STOCK                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       686 | NS      | $65897.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                                                        | COMMON STOCK                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1408 | NS      | $65725.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                        | COMMON STOCK                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     17234 | NS      | $533909.32    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                  | COMMON STOCK                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10493 | NS      | $2516431.26   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                                                      | COMMON STOCK                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       118 | NS      | $26473.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                  | COMMON STOCK                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     15610 | NS      | $1311240.00   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                                                    | COMMON STOCK                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       279 | NS      | $66323.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                    | COMMON STOCK                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2278 | NS      | $62462.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | COMMON STOCK                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       397 | NS      | $64123.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                             | COMMON STOCK                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1042 | NS      | $63895.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                                               | COMMON STOCK                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       167 | NS      | $70190.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                                                 | COMMON STOCK                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       217 | NS      | $57186.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                  | COMMON STOCK                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       510 | NS      | $60180.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                                            | COMMON STOCK                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      6701 | NS      | $87113.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                 | COMMON STOCK                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       886 | NS      | $62117.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                     | COMMON STOCK                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1590 | NS      | $68735.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | COMMON STOCK                          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       956 | NS      | $60218.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | COMMON STOCK                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       113 | NS      | $62227.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                         | COMMON STOCK                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       214 | NS      | $59986.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                                       | COMMON STOCK                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       795 | NS      | $59314.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                      | COMMON STOCK                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2610 | NS      | $753715.80    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                                      | COMMON STOCK                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2992 | NS      | $418042.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                                                  | COMMON STOCK                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       342 | NS      | $68140.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                                                    | COMMON STOCK                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3844 | NS      | $61657.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                                       | COMMON STOCK                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1705 | NS      | $573783.65    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                    | COMMON STOCK                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1715 | NS      | $65307.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | COMMON STOCK                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1035 | NS      | $355398.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | COMMON STOCK                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       518 | NS      | $77518.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP                                                                      | COMMON STOCK                          | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       419 | NS      | $64375.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | COMMON STOCK                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1485 | NS      | $68710.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | COMMON STOCK                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       104 | NS      | $87779.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | COMMON STOCK                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       580 | NS      | $191527.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                                                        | COMMON STOCK                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1134 | NS      | $60566.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                  | COMMON STOCK                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1593 | NS      | $50689.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                                  | COMMON STOCK                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       857 | NS      | $65954.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                    | COMMON STOCK                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     24489 | NS      | $2160664.47   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                         | COMMON STOCK                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $58872.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                                       | COMMON STOCK                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1587 | NS      | $63876.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                                          | COMMON STOCK                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       910 | NS      | $64191.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | COMMON STOCK                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1019 | NS      | $66112.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | COMMON STOCK                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      3941 | NS      | $345231.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                      | COMMON STOCK                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4144 | NS      | $353068.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                        | COMMON STOCK                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1098 | NS      | $341884.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | COMMON STOCK                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       579 | NS      | $59399.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                  | COMMON STOCK                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        94 | NS      | $32686.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                                                   | COMMON STOCK                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       714 | NS      | $60904.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                             | COMMON STOCK                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1734 | NS      | $182399.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                                    | COMMON STOCK                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2639 | NS      | $842606.31    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                       | COMMON STOCK                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1254 | NS      | $66386.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY  AND  CO                                                              | COMMON STOCK                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2885 | NS      | $1055448.40   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                        | COMMON STOCK                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       543 | NS      | $63791.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON  AND  JOHNSON                                                           | COMMON STOCK                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       353 | NS      | $62357.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W R BERKLEY CORP                                                                | COMMON STOCK                          | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       898 | NS      | $65167.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                       | COMMON STOCK                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       236 | NS      | $61983.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT AND T INC                                                                    | COMMON STOCK                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     24394 | NS      | $449093.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | COMMON STOCK                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     13881 | NS      | $546911.40    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                          | COMMON STOCK                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       234 | NS      | $62091.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                                                   | COMMON STOCK                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      4912 | NS      | $57126.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                                         | COMMON STOCK                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       259 | NS      | $66410.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | COMMON STOCK                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       456 | NS      | $67893.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                                     | COMMON STOCK                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1602 | NS      | $113421.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                                                 | COMMON STOCK                          | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1281 | NS      | $63896.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | COMMON STOCK                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       375 | NS      | $58830.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                                     | COMMON STOCK                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       378 | NS      | $33611.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                                            | COMMON STOCK                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      2328 | NS      | $58246.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | COMMON STOCK                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     13765 | NS      | $655764.60    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | COMMON STOCK                          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       760 | NS      | $107988.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | COMMON STOCK                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9618 | NS      | $1289773.80   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                     | COMMON STOCK                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      8500 | NS      | $615145.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                                  | COMMON STOCK                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $57512.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                              | COMMON STOCK                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       319 | NS      | $66055.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                | COMMON STOCK                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       652 | NS      | $67149.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                                                           | COMMON STOCK                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       518 | NS      | $62118.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | COMMON STOCK                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7777 | NS      | $853836.83    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                                      | COMMON STOCK                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2658 | NS      | $172451.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                                  | COMMON STOCK                          | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       378 | NS      | $59327.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | COMMON STOCK                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1076 | NS      | $68455.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS ENGINE COMPANY, INC.                                                    | COMMON STOCK                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       257 | NS      | $62268.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                                                | COMMON STOCK                          | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $63601.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                      | COMMON STOCK                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      9697 | NS      | $496874.28    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                                              | COMMON STOCK                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       462 | NS      | $58609.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL  AND  ALUMINUM CO                                                | COMMON STOCK                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       304 | NS      | $61541.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | COMMON STOCK                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       952 | NS      | $63450.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | COMMON STOCK                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       787 | NS      | $76638.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC/THE                                                              | COMMON STOCK                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       181 | NS      | $57170.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                            | COMMON STOCK                          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1010 | NS      | $63933.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                                                   | COMMON STOCK                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       156 | NS      | $58518.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                      | COMMON STOCK                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       142 | NS      | $72730.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                                         | COMMON STOCK                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       761 | NS      | $61717.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                                 | COMMON STOCK                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       908 | NS      | $64840.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | COMMON STOCK                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1838 | NS      | $60304.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                                    | COMMON STOCK                          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       879 | NS      | $58761.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                                                     | COMMON STOCK                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       740 | NS      | $66970.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                     | COMMON STOCK                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4944 | NS      | $722516.16    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                                    | COMMON STOCK                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       566 | NS      | $63805.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | CONV. NOTE                            | CUSIP: 62957HAB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13800.00     | 0.01%             | 2024-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | CONV. NOTE                            | CUSIP: 893830BJ7<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6728.75      | 0.01%             | 2023-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | CONVERTIBLE BONDS                     | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3132.50      | 0.00%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R02                                    | CORP CMO                              | CUSIP: 20754KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14217 | PA      | $13936.93     | 0.01%             | 2041-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST                   | CORP CMO                              | CUSIP: 92922FU89<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16979 | PA      | $15376.12     | 0.02%             | 2045-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CORP CMO                              | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78938 | PA      | $77754.12     | 0.08%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                         | CORP CMO                              | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67703 | PA      | $67364.06     | 0.07%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2022-3                                | CORP CMO                              | CUSIP: 85773LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47000 | PA      | $47000.00     | 0.05%             | 2023-05-29      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                            | CORP CMO                              | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |     17735 | PA      | $17929.68     | 0.02%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                         | CORP CMO                              | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31689 | PA      | $30301.59     | 0.03%             | 2041-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711X2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     19549 | PA      | $19255.95     | 0.02%             | 2031-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                    | CORP CMO                              | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12678 | PA      | $12586.57     | 0.01%             | 2041-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     56000 | PA      | $57839.43     | 0.06%             | 2029-09-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                            | CORP CMO                              | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    111000 | PA      | $109740.72    | 0.11%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1                                    | CORP CMO                              | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46000 | PA      | $43681.37     | 0.04%             | 2024-05-07      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1 TRUST                                                              | CORP CMO                              | CUSIP: 92837KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117000 | PA      | $101712.07    | 0.10%             | 2055-08-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2020-HB1                                              | CORP CMO                              | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109199 | PA      | $92819.49     | 0.10%             | 2050-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2020-5                                               | CORP CMO                              | CUSIP: 92538CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41257 | PA      | $37491.24     | 0.04%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                       | CORP CMO                              | CUSIP: 31573WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30687 | PA      | $27627.53     | 0.03%             | 2065-10-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2                               | CORP CMO                              | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64065 | PA      | $62402.82     | 0.06%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| STACR TRUST 2018-HRP2                                                           | CORP CMO                              | CUSIP: 35564ABF7<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-CBDO         | CORP              | US        |     98333 | PA      | $95838.19     | 0.10%             | 2047-02-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| STACR TRUST 2018-HRP2                                                           | CORP CMO                              | CUSIP: 35564ABN0<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-CBDO         | CORP              | US        |     85877 | PA      | $84000.70     | 0.09%             | 2047-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     94859 | PA      | $97700.86     | 0.10%             | 2029-05-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                               | CORP CMO                              | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |      6811 | PA      | $6571.93      | 0.01%             | 2035-05-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     77674 | PA      | $79233.25     | 0.08%             | 2029-07-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      2314 | PA      | $2328.81      | 0.00%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |       254 | PA      | $256.77       | 0.00%             | 2024-11-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     21028 | PA      | $21778.58     | 0.02%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      1461 | PA      | $1502.55      | 0.00%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-OA7                                                 | CORP CMO                              | CUSIP: 02146BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47862 | PA      | $39073.75     | 0.04%             | 2046-06-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     49553 | PA      | $52133.20     | 0.05%             | 2028-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     32814 | PA      | $34957.11     | 0.04%             | 2028-08-25      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      5940 | PA      | $6216.56      | 0.01%             | 2028-10-25      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                            | CORP CMO                              | CUSIP: 3137G0JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |     60274 | PA      | $62117.48     | 0.06%             | 2028-10-25      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     65568 | PA      | $67375.08     | 0.07%             | 2029-01-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      2150 | PA      | $2253.98      | 0.00%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      4847 | PA      | $4975.62      | 0.01%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     41057 | PA      | $42086.58     | 0.04%             | 2029-04-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                            | CORP CMO                              | CUSIP: 35564KPV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |     74000 | PA      | $70224.85     | 0.07%             | 2042-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-OA10                                                | CORP CMO                              | CUSIP: 02146QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67696 | PA      | $53465.96     | 0.06%             | 2046-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC  AND  GAS CO                                            | CORP MED TERM NOTE                    | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25303.74     | 0.03%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | CORP. NOTE                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25525.84     | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | CORP. NOTE                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18850.00     | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                        | CORP. NOTE                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29888.04     | 0.03%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                            | CORP. NOTE                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15079.35     | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                              | CORP. NOTE                            | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12206.25     | 0.01%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CORP. NOTE                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $53468.26     | 0.06%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | CORP. NOTE                            | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5234.11      | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | CORP. NOTE                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4366.91      | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                            | CORP. NOTE                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12289.05     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42376.12     | 0.04%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1746.63      | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC              | CORP. NOTE                            | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4033.00      | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                          | CORP. NOTE                            | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3980.75      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | CORP. NOTE                            | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4424.28      | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CORP. NOTE                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11310.56     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | CORP. NOTE                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3448.15      | 0.00%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                          | CORP. NOTE                            | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14738.64     | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                                  | CORP. NOTE                            | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2687.05      | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC                                                       | CORP. NOTE                            | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7546.61      | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                      | CORP. NOTE                            | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4223.50      | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | CORP. NOTE                            | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4312.50      | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | CORP. NOTE                            | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3800.00      | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                            | CORP. NOTE                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $1762.50      | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18010.59     | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     92000 | PA      | $75786.36     | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| OWENS  AND  MINOR INC                                                           | CORP. NOTE                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8594.00      | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | CORP. NOTE                            | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4631.25      | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                           | CORP. NOTE                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13425.00     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                     | CORP. NOTE                            | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9204.05      | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | CORP. NOTE                            | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18216.15     | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | CORP. NOTE                            | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4574.28      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | CORP. NOTE                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28460.04     | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | CORP. NOTE                            | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14066.75     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | CORP. NOTE                            | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4696.23      | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | CORP. NOTE                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14292.00     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORP. NOTE                            | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9489.44      | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | CORP. NOTE                            | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23432.90     | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                             | CORP. NOTE                            | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18300.00     | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | CORP. NOTE                            | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4778.50      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC / CDK GLOBAL INC                                             | CORP. NOTE                            | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9781.22      | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                     | CORP. NOTE                            | CUSIP: 561233AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      9000 | PA      | $5985.00      | 0.01%             | 2025-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14574.62     | 0.02%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69042.83     | 0.07%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                   | CORP. NOTE                            | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4588.15      | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                     | CORP. NOTE                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4887.66      | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORP. NOTE                            | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11184.00     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                         | CORP. NOTE                            | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9477.25      | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | CORP. NOTE                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.00      | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | CORP. NOTE                            | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.39      | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                               | CORP. NOTE                            | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16845.62     | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | CORP. NOTE                            | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.00      | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                  | CORP. NOTE                            | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1000 | PA      | $973.75       | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | CORP. NOTE                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1559.69      | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | CORP. NOTE                            | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.15      | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | CORP. NOTE                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10311.06     | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                | CORP. NOTE                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11138.85     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                         | CORP. NOTE                            | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4655.03      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | CORP. NOTE                            | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14553.22     | 0.01%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | CORP. NOTE                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13054.50     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | CORP. NOTE                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21381.78     | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP              | CORP. NOTE                            | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12110.40     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | CORP. NOTE                            | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4793.85      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | CORP. NOTE                            | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8597.00      | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | CORP. NOTE                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4393.60      | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                 | CORP. NOTE                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4181.15      | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                 | CORP. NOTE                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10280.98     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC                                  | CORP. NOTE                            | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4442.00      | 0.00%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                             | CORP. NOTE                            | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9532.84      | 0.01%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                           | CORP. NOTE                            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3891.26      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                              | CORP. NOTE                            | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8589.67      | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET  AND  CO                                                      | CORP. NOTE                            | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11775.00     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                                                     | CORP. NOTE                            | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8089.26      | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | CORP. NOTE                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4240.73      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                           | CORP. NOTE                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12756.84     | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                          | CORP. NOTE                            | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3200.26      | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                       | CORP. NOTE                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12605.55     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                       | CORP. NOTE                            | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12404.51     | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                        | CORP. NOTE                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4473.30      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | CORP. NOTE                            | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8965.10      | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12547.21     | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | CORP. NOTE                            | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51597.55     | 0.05%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | CORP. NOTE                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8750.00      | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | CORP. NOTE                            | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4274.60      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                    | CORP. NOTE                            | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39498.44     | 0.04%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                           | CORP. NOTE                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12109.05     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORP. NOTE                            | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52942.32     | 0.05%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | CORP. NOTE                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4206.25      | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                          | CORP. NOTE                            | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9120.19      | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | CORP. NOTE                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29750.00     | 0.03%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | CORP. NOTE                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32182.90     | 0.03%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                 | CORP. NOTE                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17007.00     | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                                                    | CORP. NOTE                            | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19000.00     | 0.02%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                          | CORP. NOTE                            | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23176.50     | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CORP. NOTE                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4069.05      | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                 | CORP. NOTE                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7930.15      | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                     | CORP. NOTE                            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3834.32      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA INC                                                | CORP. NOTE                            | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8647.00      | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                           | CORP. NOTE                            | CUSIP: 92943GAC5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.00      | 0.01%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                           | CORP. NOTE                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8861.30      | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORP. NOTE                            | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $21731.68     | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                         | CORP. NOTE                            | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18299.00     | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                                         | CORP. NOTE                            | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $8850.00      | 0.01%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | CORP. NOTE                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7942.70      | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                                             | CORP. NOTE                            | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12391.67     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | CORP. NOTE                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4029.80      | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                                                  | CORP. NOTE                            | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $7950.00      | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                               | CORP. NOTE                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17000.00     | 0.02%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13248.00     | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                          | CORP. NOTE                            | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4373.55      | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | CORP. NOTE                            | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8825.40      | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                     | CORP. NOTE                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4213.20      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                          | CORP. NOTE                            | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12993.80     | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                             | CORP. NOTE                            | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4249.90      | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | CORP. NOTE                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4211.68      | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | CORP. NOTE                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7981.25      | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZZANINE HOLDINGS LLC                                                  | CORP. NOTE                            | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9000.00      | 0.01%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                | CORP. NOTE                            | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8793.39      | 0.01%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP                                 | CORP. NOTE                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29413.38     | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                             | CORP. NOTE                            | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19500.00     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CORP. NOTE                            | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7300.09      | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143746.07    | 0.15%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                          | CORP. NOTE                            | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13279.65     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | CORP. NOTE                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39539.84     | 0.04%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORP. NOTE                            | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19872.09     | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CORP. NOTE                            | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14280.80     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYSTEM INC                                                 | CORP. NOTE                            | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5750.00      | 0.01%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | CORP. NOTE                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9025.00      | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                            | CORP. NOTE                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12825.00     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORP. NOTE                            | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8513.60      | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                          | CORP. NOTE                            | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8638.46      | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE CORP                                                               | CORP. NOTE                            | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13325.02     | 0.01%             | 2026-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | CORP. NOTE                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32121.92     | 0.03%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                      | CORP. NOTE                            | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12468.75     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS  AND  MINOR INC                                                           | CORP. NOTE                            | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11959.50     | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                      | CORP. NOTE                            | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12186.00     | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                | CORP. NOTE                            | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4164.79      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CORP. NOTE                            | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4400.00      | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CORP. NOTE                            | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4337.50      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | CORP. NOTE                            | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4597.02      | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | CORP. NOTE                            | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8783.25      | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CORP. NOTE                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9139.56      | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CORP. NOTE                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9616.47      | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP                                                             | CORP. NOTE                            | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $2598.14      | 0.00%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORP. NOTE                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18914.25     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORP. NOTE                            | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17357.56     | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                         | CORP. NOTE                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8625.00      | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC                 | CORP. NOTE                            | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     10000 | PA      | $6477.20      | 0.01%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                           | CORP. NOTE                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13125.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                      | CORP. NOTE                            | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4493.75      | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                               | CORP. NOTE                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17352.27     | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                        | CORP. NOTE                            | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12378.50     | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP/DE                                                       | CORP. NOTE                            | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10728.90     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                       | CORP. NOTE                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8673.90      | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | CORP. NOTE                            | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8722.50      | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                             | CORP. NOTE                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4634.63      | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                             | CORP. NOTE                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4353.48      | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                          | CORP. NOTE                            | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17161.49     | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                          | CORP. NOTE                            | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4027.40      | 0.00%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                      | CORP. NOTE                            | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4425.00      | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                                                       | CORP. NOTE                            | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8309.91      | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                                        | CORP. NOTE                            | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13709.85     | 0.01%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS  AND  CONTRACTORS SUPPLY CO INC                               | CORP. NOTE                            | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8174.50      | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                                           | CORP. NOTE                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7940.98      | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORP. NOTE                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8422.26      | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | CORP. NOTE                            | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6451.10      | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE  AND  DOCK CORP                                              | CORP. NOTE                            | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15548.00     | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                      | CORP. NOTE                            | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18654.77     | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                       | CORP. NOTE                            | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4062.74      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | CORP. NOTE                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8663.00      | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | CORP. NOTE                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6360.42      | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                               | CORP. NOTE                            | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9739.30      | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | CORP. NOTE                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8752.50      | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORP. NOTE                            | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149014.73    | 0.15%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORP. NOTE                            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21536.12     | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                 | CORP. NOTE                            | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9880.35      | 0.01%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22911.27     | 0.02%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | CORP. NOTE                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9333.70      | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE CO                                                                | CORP. NOTE                            | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8703.78      | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CORP. NOTE                            | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.80      | 0.01%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                | CORP. NOTE                            | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8154.11      | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                        | CORP. NOTE                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4315.92      | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                      | CORP. NOTE                            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12775.35     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORP. NOTE                            | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4981.89      | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                             | CORP. NOTE                            | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4260.14      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                       | CORP. NOTE                            | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9974.30      | 0.01%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC   | CORP. NOTE                            | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8059.70      | 0.01%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | CORP. NOTE                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27597.45     | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC / BRS FINANCE CORP                                          | CORP. NOTE                            | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12385.43     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORP. NOTE                            | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4196.34      | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | CORP. NOTE                            | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.00     | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                           | CORP. NOTE                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14099.60     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                 | CORP. NOTE                            | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9012.24      | 0.01%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CORP. NOTE                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13928.55     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                             | CORP. NOTE                            | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8650.09      | 0.01%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                           | CORP. NOTE                            | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9447.90      | 0.01%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                   | CORP. NOTE                            | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8600.00      | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                    | CORP. NOTE                            | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10122.66     | 0.01%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | CORP. NOTE                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4275.00      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | CORP. NOTE                            | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21311.73     | 0.02%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | CORP. NOTE                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19888.03     | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CORP. NOTE                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16545.20     | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                              | CORP. NOTE                            | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3713.32      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                | CORP. NOTE                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23463.04     | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                | CORP. NOTE                            | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4012.50      | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                          | CORP. NOTE                            | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6902.12      | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | CORP. NOTE                            | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4049.95      | 0.00%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | CORP. NOTE                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6363.52      | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CORP. NOTE                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4287.30      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                            | CORP. NOTE                            | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14287.47     | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | CORP. NOTE                            | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4395.81      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                           | CORP. NOTE                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4012.50      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                            | CORP. NOTE                            | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8875.02      | 0.01%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | CORP. NOTE                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40977.52     | 0.04%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                           | CORP. NOTE                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4228.25      | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                      | CORP. NOTE                            | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7563.90      | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19372.73     | 0.02%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                   | CORP. NOTE                            | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12679.65     | 0.01%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                           | CORP. NOTE                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4022.02      | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16875.30     | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                        | CORP. NOTE                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8360.10      | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | CORP. NOTE                            | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8792.70      | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CORP. NOTE                            | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5139.63      | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC           | CORP. NOTE                            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27866.10     | 0.03%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                              | CORP. NOTE                            | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4769.55      | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                              | CORP. NOTE                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14400.00     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                      | CORP. NOTE                            | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4796.50      | 0.00%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                        | CORP. NOTE                            | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8962.69      | 0.01%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / NEW RED FINANCE INC                                            | CORP. NOTE                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13431.09     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC/WASHINGTON                                             | CORP. NOTE                            | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9483.50      | 0.01%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | CORP. NOTE                            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4656.90      | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | CORP. NOTE                            | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13951.46     | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL INC                                              | CORP. NOTE                            | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9600.00      | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | CORP. NOTE                            | CUSIP: 110122CZ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66850.63     | 0.07%             | 2023-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | CORP. NOTE                            | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9246.97      | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CORP. NOTE                            | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $4800.00      | 0.00%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                       | CORP. NOTE                            | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29397.74     | 0.03%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                           | CORP. NOTE                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9156.00      | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | CORP. NOTE                            | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9563.08      | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                    | CORP. NOTE                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31219.23     | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | CORP. NOTE                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $30108.00     | 0.03%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | CORP. NOTE                            | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27274.38     | 0.03%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                           | CORP. NOTE                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4711.99      | 0.00%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORP. NOTE                            | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34844.56     | 0.04%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP              | CORP. NOTE                            | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12600.44     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                        | CORP. NOTE                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13652.40     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP                            | CORP. NOTE                            | CUSIP: 435765AH5<br>LEI: 549300HLPTRASHS0E726 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18210.13     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $11864.38     | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                       | CORP. NOTE                            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4414.90      | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9077.46      | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                             | CORP. NOTE                            | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13040.73     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                   | CORP. NOTE                            | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9189.55      | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | CORP. NOTE                            | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3581.34      | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | CORP. NOTE                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10848.75     | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                             | CORP. NOTE                            | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8789.96      | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | CORP. NOTE                            | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12602.99     | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORP. NOTE                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38367.10     | 0.04%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6340.70      | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73467.55     | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                            | CORP. NOTE                            | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4972.28      | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | CORP. NOTE                            | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22209.33     | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | CORP. NOTE                            | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14941.90     | 0.02%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | CORP. NOTE                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24144.46     | 0.02%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                    | CORP. NOTE                            | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4676.72      | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                                 | CORP. NOTE                            | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4899.79      | 0.01%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9475.00      | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                     | CORP. NOTE                            | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35658.40     | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | CORP. NOTE                            | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9020.80      | 0.01%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | CORP. NOTE                            | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4892.75      | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                             | CORP. NOTE                            | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4862.56      | 0.01%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | CORP. NOTE                            | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14619.14     | 0.02%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                                | CORP. NOTE                            | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.50      | 0.01%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | CORP. NOTE                            | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4862.50      | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORP. NOTE                            | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8004.50      | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | CORP. NOTE                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15194.61     | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | CORP. NOTE                            | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4764.63      | 0.00%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | CORP. NOTE                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14472.15     | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | CORP. NOTE                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11815.50     | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC / WATCO FINANCE CORP                                              | CORP. NOTE                            | CUSIP: 941130AB2<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28500.00     | 0.03%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORP. NOTE                            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4270.16      | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | CORP. NOTE                            | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4959.81      | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | CORP. NOTE                            | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21361.25     | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                   | CORP. NOTE                            | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24472.65     | 0.03%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | CORP. NOTE                            | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36632.45     | 0.04%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                                           | CORP. NOTE                            | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2800 | PA      | $2744.00      | 0.00%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORP. NOTE                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14451.26     | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | CORP. NOTE                            | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33046.10     | 0.03%             | 2028-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORP. NOTE                            | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.77      | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | CORP. NOTE                            | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33245.97     | 0.03%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | CORP. NOTE                            | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9515.10      | 0.01%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORP. NOTE                            | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18823.31     | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                                                          | CORP. NOTE                            | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20050.00     | 0.02%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | CORP. NOTE                            | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66351.88     | 0.07%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC           | CORP. NOTE                            | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.40     | 0.01%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                         | CORP. NOTE                            | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8750 | PA      | $8514.80      | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | CORP. NOTE                            | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49309.50     | 0.05%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | CORP. NOTE                            | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4614.45      | 0.00%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | CORP. NOTE                            | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7750.00      | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP                      | CORP. NOTE                            | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4675.00      | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | CORP. NOTE                            | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9699.76      | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CORP. NOTE                            | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4552.08      | 0.00%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MERCK  AND  CO INC                                                              | CORP. NOTE                            | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1000 | PA      | $976.97       | 0.00%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | CORP. NOTE                            | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18844.76     | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORP. NOTE                            | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5957.39      | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | CORP. NOTE                            | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30123.80     | 0.03%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                           | CORP. NOTE                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9608.96      | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | CORP. NOTE                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4604.15      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | CORP. NOTE                            | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50478.29     | 0.05%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                        | CORP. NOTE                            | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     17189 | PA      | $14618.00     | 0.02%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20225.86     | 0.02%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                           | CORP. NOTE                            | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9486.60      | 0.01%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                         | CORP. NOTE                            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9527.04      | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORP. NOTE                            | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17263.09     | 0.02%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORP. NOTE                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4640.47      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                       | CORP. NOTE                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14808.00     | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | CORP. NOTE                            | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9327.50      | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | CORP. NOTE                            | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17229.89     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | CORP. NOTE                            | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22888.28     | 0.02%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                                                     | CORP. NOTE                            | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4623.05      | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                                              | CORP. NOTE                            | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4462.50      | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CORP. NOTE                            | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12997.50     | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | CORP. NOTE                            | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18912.85     | 0.02%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | CORP. NOTE                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23256.00     | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CORP. NOTE                            | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26821.82     | 0.03%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / NEW RED FINANCE INC                                            | CORP. NOTE                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17900.00     | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                       | CORP. NOTE                            | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.44      | 0.01%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                                                       | CORP. NOTE                            | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4670.39      | 0.00%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                                        | CORP. NOTE                            | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15806.25     | 0.02%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CORP. NOTE                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13482.90     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORP. NOTE                            | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90651.07     | 0.09%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                       | CORP. NOTE                            | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20250.00     | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                                        | CORP. NOTE                            | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4747.55      | 0.00%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS  AND  CONTRACTORS SUPPLY CO INC                               | CORP. NOTE                            | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13383.00     | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                       | CORP. NOTE                            | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7704.93      | 0.01%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | CORP. NOTE                            | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14085.75     | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | CORP. NOTE                            | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73119.70     | 0.08%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | CORP. NOTE                            | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33191.91     | 0.03%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | CORP. NOTE                            | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5826.37      | 0.01%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI                                                        | CORP. NOTE                            | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $69049.98     | 0.07%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                          | CORP. NOTE                            | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9067.40      | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | CORP. NOTE                            | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9636.85      | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                                 | CORP. NOTE                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4623.58      | 0.00%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                      | CORP. NOTE                            | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19266.89     | 0.02%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                                                | CORP. NOTE                            | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $750.00       | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP         | CORP. NOTE                            | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9334.78      | 0.01%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | CORP. NOTE                            | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24339.46     | 0.03%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | CORP. NOTE                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6613.78      | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | CORP. NOTE                            | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1950.51      | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC                  | CORP. NOTE                            | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9600.00      | 0.01%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23062.50     | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | CORP. NOTE                            | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84570.21     | 0.09%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | CORP. NOTE                            | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4845.09      | 0.00%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP              | CORP. NOTE                            | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23488.52     | 0.02%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | CORP. NOTE                            | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $69312.12     | 0.07%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | CORP. NOTE                            | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $32909.24     | 0.03%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                           | CORP. NOTE                            | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4600.00      | 0.00%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                         | CORP. NOTE                            | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19350.00     | 0.02%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | CORP. NOTE                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13654.27     | 0.01%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                        | CORP. NOTE                            | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9471.89      | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | CORP. NOTE                            | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9536.10      | 0.01%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | CORP. NOTE                            | CUSIP: 61744YAN8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182832.02    | 0.19%             | 2023-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                               | CORP. NOTE                            | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13246.50     | 0.01%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                      | CORP. NOTE                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10523.06     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK  AND  TRUST CO                                              | CORP. NOTE                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26423.06     | 0.03%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP                      | CORP. NOTE                            | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9592.90      | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | CORP. NOTE                            | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9456.89      | 0.01%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                           | CORP. NOTE                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15291.11     | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | CORP. NOTE                            | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9450.90      | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | CORP. NOTE                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19579.80     | 0.02%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                    | CORP. NOTE                            | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8553.29      | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORP. NOTE                            | CUSIP: 709599BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19577.69     | 0.02%             | 2024-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORP. NOTE                            | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9830.15      | 0.01%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | CORP. NOTE                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33280.80     | 0.03%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | CORP. NOTE                            | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19914.58     | 0.02%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FAIRFAX US INC                                                                  | CORP. NOTE                            | CUSIP: 304071AA1<br>LEI: 549300JGURHUEU25AZ92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29262.57     | 0.03%             | 2024-08-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | CORP. NOTE                            | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9292.34      | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERCK  AND  CO INC                                                              | CORP. NOTE                            | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7666.10      | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP INC / TRI POINTE HOMES INC                                     | CORP. NOTE                            | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4975.55      | 0.01%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORP. NOTE                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43124.44     | 0.04%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | CORP. NOTE                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44398.87     | 0.05%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORP. NOTE                            | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4582.50      | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORP. NOTE                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3924.27      | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | CORP. NOTE                            | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9685.28      | 0.01%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | CORP. NOTE                            | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $65919.06     | 0.07%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | CORP. NOTE                            | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9729.55      | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                            | CORP. NOTE                            | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14306.25     | 0.01%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1983.10      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | CORP. NOTE                            | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28188.27     | 0.03%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | CORP. NOTE                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13727.34     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74359.31     | 0.08%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                      | CORP. NOTE                            | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27915.64     | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP                                | CORP. NOTE                            | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8921.25      | 0.01%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | CORP. NOTE                            | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164224.26    | 0.17%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORP. NOTE                            | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142891.88    | 0.15%             | 2023-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST                                                      | CORP. NOTE                            | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133751.66    | 0.14%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIATE INC                                                   | CORP. PIK BOND                        | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3089.55      | 0.00%             | 2027-04-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING HOLDCO ISSUER LP                                          | CORP. PIK BOND                        | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3450.00      | 0.00%             | 2026-01-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                          | CORPORATE BONDS                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2036 | PA      | $2024.59      | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | CORPORATE BONDS                       | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197215.32    | 0.20%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORPORATE BONDS                       | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5028.73      | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | CORPORATE BONDS                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15119.82     | 0.02%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | CORPORATE BONDS                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25608.56     | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                            | CORPORATE BONDS                       | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54320.62     | 0.06%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | CORPORATE BONDS                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55746.70     | 0.06%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | CORPORATE BONDS                       | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5387.51      | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CORPORATE BONDS                       | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5193.95      | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                | CORPORATE BONDS                       | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20183.58     | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32117.53     | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | CORPORATE BONDS                       | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     40000 | PA      | $39279.59     | 0.04%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8287.13      | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CORPORATE BONDS                       | CUSIP: 133131AS1<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64850.65     | 0.07%             | 2023-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CORPORATE BONDS                       | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37661.03     | 0.04%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                            | CORPORATE BONDS                       | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56724.53     | 0.06%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | CORPORATE BONDS                       | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24946.00     | 0.03%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | CORPORATE BONDS                       | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49803.50     | 0.05%             | 2023-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | CORPORATE BONDS                       | CUSIP: 91324PBZ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89787.06     | 0.09%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CORPORATE BONDS                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58697.73     | 0.06%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                    | CORPORATE BONDS                       | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.80      | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | CORPORATE BONDS                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23284.25     | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | CORPORATE BONDS                       | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25996.99     | 0.03%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CORPORATE BONDS                       | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42776.29     | 0.04%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | CORPORATE BONDS                       | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9020.40      | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2013                                              | CORPORATE BONDS                       | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35632 | PA      | $32022.81     | 0.03%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO III LLC                                                    | CORPORATE BONDS                       | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26034.78     | 0.03%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | CORPORATE BONDS                       | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12471.52     | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL INC                                              | CORPORATE BONDS                       | CUSIP: 20451NAE1<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28837.50     | 0.03%             | 2024-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORPORATE BONDS                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59686.57     | 0.06%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | CORPORATE BONDS                       | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5797.42      | 0.01%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORPORATE BONDS                       | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9702.93      | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK  AND  CO INC                                                              | CORPORATE BONDS                       | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41122.93     | 0.04%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | CORPORATE BONDS                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60293.77     | 0.06%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                      | CORPORATE BONDS                       | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24204.33     | 0.02%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65096.89     | 0.07%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | CORPORATE BONDS                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73931.64     | 0.08%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | CORPORATE BONDS                       | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9599.91      | 0.01%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                      | CORPORATE BONDS                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2730.00      | 0.00%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11506.40     | 0.01%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CORPORATE BONDS                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47670.42     | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | CORPORATE BONDS                       | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70184.19     | 0.07%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | CORPORATE BONDS                       | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46186.00     | 0.05%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | CORPORATE BONDS                       | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14111.93     | 0.01%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC                                         | CORPORATE BONDS                       | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62352.75     | 0.06%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11410.02     | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | CORPORATE BONDS                       | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17780.57     | 0.02%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CORPORATE BONDS                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8309.58      | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                    | CORPORATE BONDS                       | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3810.11      | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | CORPORATE BONDS                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4031.95      | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                       | CORPORATE BONDS                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4394.50      | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19743.18     | 0.02%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | CORPORATE BONDS                       | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32178.44     | 0.03%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21203.10     | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | CORPORATE BONDS                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9708.50      | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14437.50     | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORPORATE BONDS                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14676.74     | 0.02%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                             | CORPORATE BONDS                       | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4473.50      | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | CORPORATE BONDS                       | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37846.24     | 0.04%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | CORPORATE BONDS                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28842.32     | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | CORPORATE BONDS                       | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16750.25     | 0.02%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | CORPORATE BONDS                       | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33850.62     | 0.03%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                      | CORPORATE BONDS                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9227.33      | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6811.18      | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORPORATE BONDS                       | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10095.59     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                                                         | CORPORATE BONDS                       | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32827.79     | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                | CORPORATE BONDS                       | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13537.06     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CORPORATE BONDS                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15806.85     | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                          | CORPORATE BONDS                       | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32489.17     | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31580.47     | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP                    | CORPORATE BONDS                       | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9518.28      | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORPORATE BONDS                       | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50749.16     | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CORPORATE BONDS                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13293.75     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION                                                            | CORPORATE BONDS                       | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18546.78     | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI                                                        | CORPORATE BONDS                       | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81876.67     | 0.08%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | CORPORATE BONDS                       | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55334.98     | 0.06%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | CORPORATE BONDS                       | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5523.69      | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | CORPORATE BONDS                       | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $73496.81     | 0.08%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9655.86      | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25581.35     | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | CORPORATE BONDS                       | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65132.42     | 0.07%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                     | CORPORATE BONDS                       | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2760.00      | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | CORPORATE BONDS                       | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45448.29     | 0.05%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC                                  | CORPORATE BONDS                       | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52663.60     | 0.05%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORPORATE BONDS                       | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5604.30      | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                    | CORPORATE BONDS                       | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7526.70      | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23234.16     | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | CORPORATE BONDS                       | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72217.20     | 0.07%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CORPORATE BONDS                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35526.43     | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CORPORATE BONDS                       | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30413.31     | 0.03%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | CORPORATE BONDS                       | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18272.16     | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | CORPORATE BONDS                       | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21536.45     | 0.02%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53717.09     | 0.06%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                    | CORPORATE BONDS                       | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13743.90     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORPORATE BONDS                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73072.77     | 0.08%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | CORPORATE BONDS                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4785.54      | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9000.61      | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | CORPORATE BONDS                       | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1743.03      | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21512.83     | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                | CORPORATE BONDS                       | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44969.26     | 0.05%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | CORPORATE BONDS                       | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52525.74     | 0.05%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARSH  AND  MCLENNAN COS INC                                                    | CORPORATE BONDS                       | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21249.54     | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | CORPORATE BONDS                       | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $49983.53     | 0.05%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | CORPORATE BONDS                       | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27447.02     | 0.03%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19400.00     | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORPORATE BONDS                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4413.70      | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORPORATE BONDS                       | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14062.87     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CORPORATE BONDS                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18085.40     | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORPORATE BONDS                       | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8843.48      | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15314.36     | 0.02%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORPORATE BONDS                       | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55242.18     | 0.06%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | CORPORATE BONDS                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18124.20     | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | CORPORATE BONDS                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9175.00      | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2554.43      | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                             | CORPORATE BONDS                       | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8654.26      | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                            | CORPORATE BONDS                       | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8571.30      | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CORPORATE BONDS                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38808.68     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORPORATE BONDS                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40800.00     | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORPORATE BONDS                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34250.85     | 0.04%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORPORATE BONDS                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7259.49      | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | CORPORATE BONDS                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $11243.90     | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | CORPORATE BONDS                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13779.64     | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | CORPORATE BONDS                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12268.51     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                              | CORPORATE BONDS                       | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25646.90     | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CORPORATE BONDS                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9138.36      | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                           | CORPORATE BONDS                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4262.50      | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | CORPORATE BONDS                       | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3398.10      | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORPORATE BONDS                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26450.58     | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | CORPORATE BONDS                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31029.78     | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | CORPORATE BONDS                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10371.20     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC           | CORPORATE BONDS                       | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4462.30      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | CORPORATE BONDS                       | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8331.14      | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4312.38      | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CORPORATE BONDS                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7960.00      | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORPORATE BONDS                       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $66887.45     | 0.07%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | CORPORATE BONDS                       | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9507.00      | 0.01%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | CORPORATE BONDS                       | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16451.22     | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | CORPORATE BONDS                       | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18660.83     | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                      | CORPORATE BONDS                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8149.25      | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CORPORATE BONDS                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8021.15      | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | CORPORATE BONDS                       | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9313.94      | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | CORPORATE BONDS                       | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $16900.13     | 0.02%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORPORATE BONDS                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4064.53      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                        | CORPORATE BONDS                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24679.20     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                  | CORPORATE BONDS                       | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22950.50     | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                      | CORPORATE BONDS                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3762.52      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                              | CORPORATE BONDS                       | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6921.81      | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORPORATE BONDS                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5166.90      | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORPORATE BONDS                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11283.39     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORPORATE BONDS                       | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20806.14     | 0.02%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORPORATE BONDS                       | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7933.72      | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORPORATE BONDS                       | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3384.45      | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                 | CORPORATE BONDS                       | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4192.50      | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | CORPORATE BONDS                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8619.67      | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                       | CORPORATE BONDS                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9384.03      | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / NEW RED FINANCE INC                                            | CORPORATE BONDS                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4049.05      | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | CORPORATE BONDS                       | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7267.20      | 0.01%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CORPORATE BONDS                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8197.49      | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | CORPORATE BONDS                       | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6678.82      | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORPORATE BONDS                       | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47195.95     | 0.05%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION                                                            | CORPORATE BONDS                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4112.50      | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $16506.62     | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | CORPORATE BONDS                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3837.20      | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                    | CORPORATE BONDS                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9308.60      | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORPORATE BONDS                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.95      | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                           | CORPORATE BONDS                       | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8015.09      | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CORPORATE BONDS                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8662.50      | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORPORATE BONDS                       | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8263.28      | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | CORPORATE BONDS                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12653.11     | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS  AND  CO                                                           | CORPORATE BONDS                       | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19842.25     | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                | CORPORATE BONDS                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7893.12      | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                      | CORPORATE BONDS                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3966.78      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | CORPORATE BONDS                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     47000 | PA      | $32782.05     | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4069.77      | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | CORPORATE BONDS                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31917.01     | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                      | CORPORATE BONDS                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11641.25     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | CORPORATE BONDS                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13050.00     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | CORPORATE BONDS                       | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19662.52     | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | CORPORATE BONDS                       | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19049.26     | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | CORPORATE BONDS                       | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4053.64      | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | CORPORATE BONDS                       | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $10066.16     | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | CORPORATE BONDS                       | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39008.46     | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | CORPORATE BONDS                       | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13208.57     | 0.01%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | CORPORATE BONDS                       | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24627.06     | 0.03%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORPORATE BONDS                       | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26286.75     | 0.03%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                       | CORPORATE BONDS                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3768.50      | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     41000 | PA      | $27356.99     | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46110.59     | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORPORATE BONDS                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7152.36      | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                              | CORPORATE BONDS                       | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $21619.50     | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                | CORPORATE BONDS                       | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11662.50     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | CORPORATE BONDS                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48746.21     | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                    | CORPORATE BONDS                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25924.09     | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                             | CORPORATE BONDS                       | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4010.87      | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | CORPORATE BONDS                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8169.00      | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | CORPORATE BONDS                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8206.62      | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORPORATE BONDS                       | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11990.77     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | CORPORATE BONDS                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     53000 | PA      | $41618.09     | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORPORATE BONDS                       | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9402.50      | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | CORPORATE BONDS                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4349.63      | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                       | CORPORATE BONDS                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3640.00      | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | CORPORATE BONDS                       | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4137.48      | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                      | CORPORATE BONDS                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4202.65      | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | CORPORATE BONDS                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1715.68      | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                      | CORPORATE BONDS                       | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13868.99     | 0.01%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORPORATE BONDS                       | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14264.22     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORPORATE BONDS                       | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16687.67     | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                          | CORPORATE BONDS                       | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $70935.23     | 0.07%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | CORPORATE BONDS                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46707.30     | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CROWN CORK  AND  SEAL CO INC                                                    | CORPORATE BONDS                       | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10295.10     | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                               | CORPORATE BONDS                       | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5642.18      | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORPORATE BONDS                       | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10643.87     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                               | CORPORATE BONDS                       | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5674.58      | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | CORPORATE BONDS                       | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33827.82     | 0.03%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | CORPORATE BONDS                       | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11236.13     | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                  | CORPORATE BONDS                       | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16669.52     | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORPORATE BONDS                       | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5031.24      | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | CORPORATE BONDS                       | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29182.49     | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                     | CORPORATE BONDS                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $9300.00      | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | CORPORATE BONDS                       | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5131.51      | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | CORPORATE STEP UP                     | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54004.21     | 0.06%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                       | CORPORATE STEP UP                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     73000 | PA      | $86085.79     | 0.09%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $36484.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE, LONDON                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $195003.33    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                           | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $191358.99    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $25750.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $12556.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL FX                                                           | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | US        |         1 | NC      | $262915.67    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $73.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                     | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $20902.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                     | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $268611.06    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                         | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $360305.33    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | US        |         1 | NC      | $252602.04    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $188077.01    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                     | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $312237.19    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $165710.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                                                                   | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $47623.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $142729.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $264486.03    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $129285.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $84673.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                   | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $66602.82     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $208428.52    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGANCHASE BANK                                                             | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11180.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | CURRENCY FORWARDS                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $83199.33     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | Credit Default Swap Basket Index      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCR              | CORP              | US        |   3150000 | NC      | $26019.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | Credit Default Swap Basket Index      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCR              | CORP              | US        |    603000 | NC      | $3919.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                     | EQUITY INDEX FUTURE                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        38 | NC      | $3364710.00   | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                     | EQUITY INDEX FUTURE                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       122 | NC      | $23552100.00  | 24.25%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XBS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816184 | PA      | $694986.29    | 0.72%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82021 | PA      | $73961.55     | 0.08%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140EXBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57217 | PA      | $51523.29     | 0.05%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3138WG5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42531 | PA      | $38298.21     | 0.04%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XB2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877005 | PA      | $745679.99    | 0.77%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245992 | PA      | $220129.19    | 0.23%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101533 | PA      | $96750.83     | 0.10%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJJM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982994 | PA      | $977197.56    | 1.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN40                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35769 | PA      | $34092.68     | 0.04%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | FNMA CMO PO                           | CUSIP: 31395D6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1912 | PA      | $1681.93      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $916093.80    | 0.94%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1972188.40   | 2.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $986094.20    | 1.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1015469.20   | 1.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1695625.00   | 1.75%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $847812.50    | 0.87%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1002969.20   | 1.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1818905.20   | 1.87%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $816218.80    | 0.84%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $963906.20    | 0.99%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643844 | PA      | $576755.33    | 0.59%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202ENC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6494 | PA      | $6880.81      | 0.01%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202EPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7079 | PA      | $7512.14      | 0.01%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16756 | PA      | $15022.09     | 0.02%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9380 | PA      | $8436.41      | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12946 | PA      | $11622.32     | 0.01%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43668 | PA      | $39244.82     | 0.04%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527634 | PA      | $474028.53    | 0.49%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    401673 | PA      | $361115.79    | 0.37%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21240 | PA      | $19156.38     | 0.02%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10205 | PA      | $9204.04      | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202FCS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33179 | PA      | $35242.55     | 0.04%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202E3J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       751 | PA      | $798.80       | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202ET41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5994 | PA      | $6368.09      | 0.01%             | 2038-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202EW62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24344 | PA      | $25906.32     | 0.03%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36202EWF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38118 | PA      | $40544.07     | 0.04%             | 2038-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA CMO IO                           | CUSIP: 38378FVC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58649 | PA      | $6213.24      | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA CMO IO                           | CUSIP: 38376RJW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171168 | PA      | $6429.43      | 0.01%             | 2065-10-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA CMO IO                           | CUSIP: 38376RWP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112442 | PA      | $4778.78      | 0.00%             | 2066-06-20      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA CMO IO                           | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22155 | PA      | $4638.84      | 0.00%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $890676.50    | 0.92%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | GOVERNMENT BOND                       | CUSIP: P3579EBD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    130000 | PA      | $128852.29    | 0.13%             | 2025-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | GOVERNMENT BOND                       | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195992.60    | 0.20%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIENTAL REPUBLIC OF URUGUAY                                                    | GOVERNMENT BOND                       | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     10000 | PA      | $12630.85     | 0.01%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | GOVERNMENT BOND                       | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     78000 | PA      | $69961.39     | 0.07%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | GOVERNMENT FUTURES                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        40 | NC      | $4317187.52   | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | GOVERNMENT FUTURES                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        15 | NC      | $2014687.50   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | GOVERNMENT FUTURES                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        18 | NC      | $2021343.75   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | GOVERNMENT FUTURES                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        21 | NC      | $4306640.65   | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | GOVERNMENT FUTURES                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        11 | NC      | $1378781.25   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS                                                              | GOVT CMO                              | CUSIP: 31396FLW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6098 | PA      | $9221.25      | 0.01%             | 2035-11-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                              | GOVT CMO                              | CUSIP: 31397PUB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4471 | PA      | $6935.33      | 0.01%             | 2037-04-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | GOVT CMO                              | CUSIP: 31394V2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7556 | PA      | $8082.92      | 0.01%             | 2036-03-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | GOVT CMO                              | CUSIP: 31396WCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6652 | PA      | $10453.84     | 0.01%             | 2037-06-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                              | GOVT CMO                              | CUSIP: 31395V3D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2322 | PA      | $2506.43      | 0.00%             | 2034-06-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                              | GOVT CMO                              | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12968 | PA      | $16403.59     | 0.02%             | 2035-03-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |   3027000 | NC      | $13682.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |   4780000 | NC      | $21605.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |   1216000 | NC      | $522.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |    122000 | NC      | $912.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |    653000 | NC      | $12446.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |    546000 | NC      | $29800.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                     | Interest Rate Swap                    | CUSIP: N/A<br>LEI: F226TOH6YD6XJB17KS62       | N/A              | DIR              | CORP              | US        |   1251000 | NC      | $23844.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL/UNITED STATES                                       | LEVERAGED COMMODITY LINKED NOTES      | CUSIP: N/A<br>LEI: N/A                        | Long             | COMM             | CORP              | US        |    604000 | NS      | $517804.01    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      5963 | NC      | $802.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2752 | NC      | $370.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2752 | NC      | $370.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |       917 | NC      | $123.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      2752 | NC      | $370.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      2293 | NC      | $308.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $955.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      5000 | NC      | $866.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      3000 | NC      | $519.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      1376 | NC      | $185.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     13939 | NC      | $3417.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     19000 | NC      | $3292.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $151.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $203.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      5504 | NC      | $740.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      3211 | NC      | $432.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      1835 | NC      | $246.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      1376 | NC      | $185.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      1376 | NC      | $185.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      3211 | NC      | $432.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      3670 | NC      | $493.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $318.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |       459 | NC      | $61.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      6000 | NC      | $954.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |     27000 | NC      | $4881.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $159.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $361.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |     25000 | NC      | $4520.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |     14000 | NC      | $2531.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      6000 | NC      | $1084.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $723.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |      9504 | NC      | $2330.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |      5069 | NC      | $1242.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |      2534 | NC      | $621.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |     10137 | NC      | $2485.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |     19827 | NC      | $7585.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |     12000 | NC      | $2569.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |     21000 | NC      | $4496.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $57.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      7000 | NC      | $399.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      3000 | NC      | $642.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $1334.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      5000 | NC      | $1668.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      8000 | NC      | $456.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      7000 | NC      | $2335.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      7000 | NC      | $2335.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $856.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2051 | NC      | $784.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      4102 | NC      | $1569.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $333.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | N/A              | DCR              | CORP              | GB        |      4000 | NC      | $856.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $1275.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      3000 | NC      | $1000.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $637.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: E58DKGMJYYYJLN8C3868       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $1275.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $637.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $637.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $637.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $311.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $311.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $622.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | N/A              | DCR              | CORP              | GB        |      4000 | NC      | $1275.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      9572 | NC      | $3662.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      6970 | NC      | $1708.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     19000 | NC      | $6338.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | N/A              | DCR              | CORP              | GB        |      1000 | NC      | $214.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     28000 | NC      | $5994.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      4102 | NC      | $1569.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $428.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | N/A              | DCR              | CORP              | GB        |      1000 | NC      | $188.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      5069 | NC      | $1242.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $180.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     20641 | NC      | $2778.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      8256 | NC      | $1111.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $346.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     12385 | NC      | $1666.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $723.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                          | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $165.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |       459 | NC      | $61.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |     39000 | NC      | $6758.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $346.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $346.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $151.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $203.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $82.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $180.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      5000 | NC      | $866.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      7000 | NC      | $2231.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      7000 | NC      | $2231.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2000 | NC      | $637.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      4000 | NC      | $1244.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $159.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      1267 | NC      | $310.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      1000 | NC      | $82.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                            | Mortgage Backed Swap Basket Index     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | US        |      2293 | NC      | $308.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LTD                                                             | ORDINARY SHARES                       | CUSIP: Q1415L102<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      4627 | NS      | $53050.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMERIEUX                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |       216 | NS      | $22640.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                                                   | ORDINARY SHARES                       | CUSIP: Q4229W132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7523 | NS      | $88918.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICINITY LTD                                                                    | ORDINARY SHARES                       | CUSIP: Q9395F102<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27565 | NS      | $37535.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                                       | ORDINARY SHARES                       | CUSIP: J48454102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $107694.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IPSEN SA                                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       195 | NS      | $20978.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |       117 | NS      | $103353.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      1297 | NS      | $103878.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH ORPHAN BIOVITRUM AB                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |       394 | NS      | $8144.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA REAL ESTATE HOLDINGS INC                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $28032.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                       | ORDINARY SHARES                       | CUSIP: H57312466<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1156 | NS      | $133946.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     17339 | NS      | $101194.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                                   | ORDINARY SHARES                       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3236 | NS      | $863494.24    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIVA PLC                                                                       | ORDINARY SHARES                       | CUSIP: G0683Q109<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     12080 | NS      | $64667.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       347 | NS      | $47060.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       311 | NS      | $12337.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                                           | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       800 | NS      | $14733.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YAKULT HONSHA CO LTD                                                            | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |      1400 | NS      | $91313.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      2749 | NS      | $138984.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      3100 | NS      | $130670.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     21015 | NS      | $126739.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                                                              | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      2827 | NS      | $110613.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                          | ORDINARY SHARES                       | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      5000 | NS      | $126623.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL                                                            | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        84 | NS      | $129931.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |     21222 | NS      | $40670.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     11687 | NS      | $120944.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE DE SAINT-GOBAIN                                                             | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      2386 | NS      | $116594.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $12648.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO., LTD                                                              | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      3000 | NS      | $59090.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL SA                                                                       | ORDINARY SHARES                       | CUSIP: E8471S130<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      3507 | NS      | $55747.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON YUSEN KK                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      2400 | NS      | $56872.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTERNATIONAL NV                                                            | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |        22 | NS      | $5549.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |       415 | NS      | $148197.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT SYSTEMES SE                                                            | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      2037 | NS      | $73036.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      1300 | NS      | $18275.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                                            | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |        34 | NS      | $76449.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SA                                             | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       120 | NS      | $87335.83     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIVARDEN AB                                                               | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |       774 | NS      | $18803.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                   | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      4338 | NS      | $115393.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI GROUP INC                                                                | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       400 | NS      | $8774.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSA ABLOY AB                                                                   | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |      1199 | NS      | $25703.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJITSU, LTD                                                                    | ORDINARY SHARES                       | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       900 | NS      | $120797.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                                                | ORDINARY SHARES                       | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       761 | NS      | $239085.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                                                                | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      2742 | NS      | $103259.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                                                   | ORDINARY SHARES                       | CUSIP: J39788138<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      9700 | NS      | $111974.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |       103 | NS      | $49269.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                             | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      4443 | NS      | $111240.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JD SPORTS FASHION PLC                                                           | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |     35155 | NS      | $53614.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRAX-SARCO ENGINEERING PLC                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       398 | NS      | $51075.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                                                            | ORDINARY SHARES                       | CUSIP: F24539102<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       129 | NS      | $21845.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       637 | NS      | $81347.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLSBERG AS                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       101 | NS      | $13422.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KESKO OYJ                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |      1223 | NS      | $26994.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L E LUNDBERGFORETAGEN AB                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |       208 | NS      | $8852.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA GROUP AG                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       963 | NS      | $39378.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       584 | NS      | $30069.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HOLDING AG                                                               | ORDINARY SHARES                       | CUSIP: H62042124<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       251 | NS      | $59529.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                                           | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       319 | NS      | $13532.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUM OYJ                                                                      | ORDINARY SHARES                       | CUSIP: X2978Z118<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      3047 | NS      | $50686.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      3900 | NS      | $118331.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      4504 | NS      | $93591.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARE ENIX HOLDINGS CO LTD                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |      1500 | NS      | $70062.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $28893.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300XWZ7BG5G23OF51       | Long             | EC               | CORP              | IL        |      6296 | NS      | $33100.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                                                   | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | HK        |       500 | NS      | $25450.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |      4000 | NS      | $93965.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QANTAS AIRWAYS LTD                                                              | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     16537 | NS      | $67667.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LTD                                                            | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      3319 | NS      | $67724.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK CORP                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      1700 | NS      | $25919.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |      1036 | NS      | $33569.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURAZEO SE                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |       198 | NS      | $12314.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      3381 | NS      | $121410.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                                                        | ORDINARY SHARES                       | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      7920 | NS      | $42644.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CO JAPAN LTD                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |      1100 | NS      | $41866.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      1128 | NS      | $41850.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |      2300 | NS      | $60987.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |       704 | NS      | $49464.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS CO LTD                                              | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | HK        |      3000 | NS      | $6672.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |       647 | NS      | $12693.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |     20127 | NS      | $134412.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                                                              | ORDINARY SHARES                       | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |      1202 | NS      | $68898.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA HBC AG                                                                | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | IT        |      2227 | NS      | $53119.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |      1095 | NS      | $39172.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |       900 | NS      | $47688.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                                                     | ORDINARY SHARES                       | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      2047 | NS      | $157271.01    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       269 | NS      | $10988.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |     56000 | NS      | $32572.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |      4100 | NS      | $130491.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PVT LTD                                                                | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |      5083 | NS      | $10209.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      3526 | NS      | $65608.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | HK        |     11500 | NS      | $69025.49     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LTD                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      8853 | NS      | $24110.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                           | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |     12133 | NS      | $74690.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     14300 | NS      | $120891.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                           | ORDINARY SHARES                       | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       836 | NS      | $66002.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      8536 | NS      | $91357.37     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LTD                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      5854 | NS      | $66640.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LA FRANCAISE DES JEUX SAEM                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       422 | NS      | $16976.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                                                   | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      8026 | NS      | $114008.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       492 | NS      | $9765.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                                   | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       486 | NS      | $15100.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      3931 | NS      | $110540.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LTD                                                               | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     37700 | NS      | $102415.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      1139 | NS      | $12909.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |      6913 | NS      | $124919.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      1946 | NS      | $85870.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      8100 | NS      | $105601.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                                                | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      1878 | NS      | $253579.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     10312 | NS      | $85984.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |      2252 | NS      | $117688.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                                   | ORDINARY SHARES                       | CUSIP: N0139V100<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3992 | NS      | $114693.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                                   | ORDINARY SHARES                       | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      1173 | NS      | $36441.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                                     | ORDINARY SHARES                       | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2503 | NS      | $226275.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      2200 | NS      | $87738.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    221669 | NS      | $121692.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                                                        | ORDINARY SHARES                       | CUSIP: J82141136<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      2900 | NS      | $95790.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                                                               | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       166 | NS      | $17371.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                       | ORDINARY SHARES                       | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       346 | NS      | $76327.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                                      | ORDINARY SHARES                       | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       227 | NS      | $48817.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | ORDINARY SHARES                       | CUSIP: Q65336119<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      6909 | NS      | $141402.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      2657 | NS      | $118289.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                   | ORDINARY SHARES                       | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1291 | NS      | $90492.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      1000 | NS      | $123628.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | ORDINARY SHARES                       | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       300 | NS      | $4143.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                                                     | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      1100 | NS      | $34750.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     11703 | NS      | $116931.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO DENKO CORP                                                                | ORDINARY SHARES                       | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      1000 | NS      | $58290.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       369 | NS      | $35344.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                                 | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       131 | NS      | $70647.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORP                                                                       | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      1200 | NS      | $116168.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS CORP                                                                    | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      3600 | NS      | $64516.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       566 | NS      | $55691.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                                                      | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       608 | NS      | $117735.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                          | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |     29618 | NS      | $170045.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                    | ORDINARY SHARES                       | CUSIP: G88473114<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      5460 | NS      | $88550.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STMICROELECTRONICS NV                                                           | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | CH        |      3092 | NS      | $109207.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                         | ORDINARY SHARES                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      1168 | NS      | $46273.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI  AND  CO LTD                                                             | ORDINARY SHARES                       | CUSIP: J44690139<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      4000 | NS      | $117433.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | PERPETUAL BONDS                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10450.00     | 0.01%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | PERPETUAL BONDS                       | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8685.00      | 0.01%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                     | PERPETUAL BONDS                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4549.67      | 0.00%             | 2051-12-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | PERPETUAL BONDS                       | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16957.50     | 0.02%             | 2051-07-28      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | PERPETUAL BONDS                       | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71410.00     | 0.07%             | 2025-03-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | PERPETUAL BONDS                       | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14736.64     | 0.02%             | 2049-12-29      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | PERPETUAL BONDS                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     91000 | PA      | $67567.50     | 0.07%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | PERPETUAL BONDS                       | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16545.59     | 0.02%             | 2024-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | PERPETUAL BONDS                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14404.04     | 0.01%             | 2024-09-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | PERPETUAL BONDS                       | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    157000 | PA      | $138356.25    | 0.14%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | PERPETUAL BONDS                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13128.98     | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | PERPETUAL BONDS                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29837.50     | 0.03%             | 2051-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | PERPETUAL BONDS                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14556.25     | 0.01%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| DR ING HC F PORSCHE AG                                                          | PREFERRED                             | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |        44 | NS      | $4462.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AG                                                                   | PREFERRED                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |       836 | NS      | $104183.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PORSCHE AUTOMOBIL HOLDING SE                                                    | PREFERRED                             | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |       350 | NS      | $19197.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC                   | RIGHTS                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1923 | NS      | $2211.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUTNAM SHORT TERM INVESTMENT FUND                                               | SHORT TERM INV FUND                   | CUSIP: 74676P664<br>LEI: 5493003MK0Q7JP8CPP42 | Long             | STIV             | PF                | US        |   2067500 | NS      | $2067500.06   | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PUTNAM CASH COLLATERAL POOL LLC                                                 | SHORT TERM INV FUND                   | CUSIP: N/A<br>LEI: 5493005HRIV7IFMKD774       | Long             | STIV             | PF                | US        |    271878 | NS      | $271878.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Total Return Swap                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | US        |      1733 | NC      | $1686.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Total Return Swap                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | US        |     30543 | NC      | $3998349.62   | 4.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                               | Total Return Swap                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               | CORP              | US        |     30838 | NC      | $2889212.22   | 2.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                               | Total Return Swap                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               | CORP              | US        |     30440 | NC      | $2877188.80   | 2.96%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                     | Total Return Swap                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | US        |     31047 | NC      | $3819734.76   | 3.93%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T BILLS                          | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1398784.63   | 1.44%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T BILLS                          | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99682.72     | 0.10%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T BILLS                          | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99775.95     | 0.10%             | 2023-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T BILLS                          | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99856.95     | 0.10%             | 2023-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T BILLS                          | CUSIP: 912796ZH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200000.00    | 0.21%             | 2023-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | VAR.RT. CORP. BONDS                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $50657.91     | 0.05%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21559.10     | 0.02%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                               | VAR.RT. CORP. BONDS                   | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8400.00      | 0.01%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | VAR.RT. CORP. BONDS                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    204000 | PA      | $187351.43    | 0.19%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233999.91    | 0.24%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169414.57    | 0.17%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | VAR.RT. CORP. BONDS                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81050.76     | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9952.41      | 0.01%             | 2047-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4063.96      | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $66172.91     | 0.07%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     41000 | PA      | $29485.16     | 0.03%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45658.30     | 0.05%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | VAR.RT. CORP. BONDS                   | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $151021.43    | 0.16%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155843.59    | 0.16%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99367.27     | 0.10%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | VAR.RT. CORP. BONDS                   | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64667.27     | 0.07%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | VAR.RT. CORP. BONDS                   | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54040.59     | 0.06%             | 2026-07-28      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | VAR.RT. CORP. BONDS                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46723.39     | 0.05%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** Putnam Investments Inc

**Signature:** Janet C. Smith

**Name of Signer:** NPORT

**Title:** Principal Financial Officer