# EDGAR Filing Document

**Accession Number:** 0001003239
**File Stem:** 0001410368-26-055888
**Filing Date:** 2026-5
**Character Count:** 830874
**Document Hash:** 0aacd98b5aacf8ca459087350a2ba7da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055888.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055888

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEASONS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001003239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331
- **LEGAL ENTITY IDENTIFIER:** 549300O318N6OBWGKN57

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07725
- **FILM NUMBER:** 261037679

**BUSINESS ADDRESS:**
- **STREET 1:** 5300 MEMORIAL DRIVE
- **STREET 2:** SUITE 1150
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77007
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** ONE WORLD TRADE CENTER, SUITE J
- **STREET 2:** 49TH FL
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007

## Series and Classes Contracts Data

### SA Franklin Allocation Moderately Aggressive Portfolio (Series ID: S000008054)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021852 | Class 1      |  |
| C000021853 | Class 2      |  |
| C000021854 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEASONS SERIES TRUST

- **b. Investment Company Act file number:** 811-07725

- **c. CIK number of Registrant:** 0001003239

- **d. LEI of Registrant:** 549300O318N6OBWGKN57

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

  - **Street Address 1:** 5300 Memorial Drive

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77007

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Franklin Allocation Moderately Aggressive Portfolio

- **b. EDGAR series identifier (if any):** S000008054

- **c. LEI of Series:** QO4UT9KRW8XSR165MD04

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $204064956.38

**Total Liabilities:** $4708972.62

**Net Assets:** $199355983.76

**Delayed Delivery Securities:** $130000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -39.04000000 | **1-Year:** -683.78000000 | **5-Year:** -1848.66000000 | **10-Year:** -1855.19000000 | **30-Year:** -588.63000000

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

- **3-Month:** -28.17000000 | **1-Year:** -711.43000000 | **5-Year:** -1520.61000000 | **10-Year:** -444.50000000 | **30-Year:** -84.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021852 | 2.57%                | 0.88%                | -4.56%               |
| Class ID C000021853 | 2.49%                | 0.88%                | -4.62%               |
| Class ID C000021854 | 2.51%                | 0.88%                | -4.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2333996.31              | $2661478.50                                |
| Month 2  | $569198.40               | $1324040.68                                |
| Month 3  | $3426402.50              | $-14036113.31                              |

**Designated Index Information**

- **Index Name:** 60R3,15BAgg,15EAFE,5HYDM,5EM

- **Index Identifier:** 60% RU30INTR, 15% LBUSTRUU, 15% M1EA, 5% M1EF, 5% SBHYMI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                                                      | ADMA Biologics Inc                                                                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $4180.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                                 | ADT Inc                                                                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17869 | NS      | $117399.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                               | Aflac Inc                                                                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1061 | NS      | $116402.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                                            | AES Corp                                                                                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      8405 | NS      | $118426.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                             | AMN Healthcare Services Inc                                                                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1330 | NS      | $24392.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                                                            | Gold.com Inc                                                                                               | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       233 | NS      | $9338.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APLD COMPUTECO LLC                                                      | APLD ComputeCo LLC                                                                                         | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61819.32     | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     56398 | NS      | $1634978.02   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                                                   | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4201.16      | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38926.92     | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                                                   | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14820.03     | 0.01%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                  | AS Mileage Plan IP Ltd                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     45000 | PA      | $44545.10     | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1250 | PA      | $1250.84      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $14917.95     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                     | Abbott Laboratories                                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1068 | NS      | $109651.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       510 | NS      | $110919.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12179.46     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                                                 | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14725.17     | 0.01%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                                                 | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4905.59      | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co                                                  | Abercrombie & Fitch Co                                                                                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       523 | NS      | $47786.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                              | ACADIA Pharmaceuticals Inc                                                                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1671 | NS      | $37196.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                                       | ACI Worldwide Inc                                                                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       362 | NS      | $14845.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15045.96     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14857.72     | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                  | Adient Global Holdings Ltd                                                                                 | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     35000 | PA      | $36305.47     | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                             | Adobe, Inc.                                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5942 | NS      | $1444381.36   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151959.60    | 0.08%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                              | Advanced Micro Devices Inc                                                                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       608 | NS      | $123685.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                                                      | Osaic Holdings Inc                                                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30003.75     | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                      | Osaic Holdings Inc                                                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69104.16     | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                                          | Advanced Energy Industries Inc                                                                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       212 | NS      | $68414.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                                       | AeroVironment Inc                                                                                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        17 | NS      | $3111.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                           | Affiliated Managers Group Inc                                                                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       411 | NS      | $113723.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                              | Airbnb Inc                                                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     11333 | NS      | $1431131.24   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                              | Airbnb Inc                                                                                                 | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9977.47      | 0.01%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                              | Airbnb Inc                                                                                                 | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5005.06      | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                                             | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5104.46      | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | Aker BP ASA                                                                                                | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $68547.92     | 0.03%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                                  | CONTRA AKERO THERAPEUT                                                                                     | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |       843 | NS      | $552.17       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alamo Group Inc                                                         | Alamo Group Inc                                                                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        47 | NS      | $7753.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                                  | Alarm.com Holdings Inc                                                                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       158 | NS      | $6824.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                               | Albany International Corp                                                                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       165 | NS      | $8614.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                                                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39451.45     | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                           | BHP Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       920 | NS      | $33062.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander's Inc                                                         | Alexander's Inc                                                                                            | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |        33 | NS      | $7794.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                | Alimentation Couche-Tard Inc                                                                               | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29653.68     | 0.01%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                | Alimentation Couche-Tard Inc                                                                               | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28300.48     | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29994.20     | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                                                    | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4933.31      | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                                                    | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4939.90      | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25924.23     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                            | Bread Financial Holdings Inc                                                                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       626 | NS      | $46881.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14512.94     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15127.68     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19809.02     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allient Inc                                                             | Allient Inc                                                                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       332 | NS      | $19617.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                                       | Allison Transmission Holdings Inc                                                                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1002 | NS      | $117294.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                       | Allstate Corp/The                                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       552 | NS      | $114451.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                      | Ally Financial Inc                                                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      3075 | NS      | $120632.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                             | Alnylam Pharmaceuticals Inc                                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       365 | NS      | $120767.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                                       | Alpha Metallurgical Resources Inc                                                                          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |        49 | NS      | $10058.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                            | Alphabet Inc                                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     19854 | NS      | $5709216.24   | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                                               | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14935.75     | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oklo Inc                                                                | Oklo Inc                                                                                                   | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $6000.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                              | Amalgamated Financial Corp                                                                                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       488 | NS      | $18968.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                          | Amazon.com Inc                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     22334 | NS      | $4651502.18   | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                                             | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14855.63     | 0.01%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                                             | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17835.95     | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                                             | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24853.48     | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                             | Ameren Corp                                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1051 | NS      | $115525.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                               | American Assets Trust Inc                                                                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       421 | NS      | $7750.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC SUPPLY CO INC                                                       | American Builders & Contractors Supply Co Inc                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9812.33      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                       | American Builders & Contractors Supply Co Inc                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18957.88     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                          | American Electric Power Co Inc                                                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       888 | NS      | $116399.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                                           | American Eagle Outfitters Inc                                                                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       660 | NS      | $11022.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27658.82     | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14866.12     | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                     | American Express Co                                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       388 | NS      | $117362.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                        | American International Group Inc                                                                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1598 | NS      | $120249.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                                | American States Water Co                                                                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       110 | NS      | $8318.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                     | American Tower Corp                                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1924 | NS      | $332043.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                                        | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     76000 | PA      | $75176.98     | 0.04%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                                        | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     34000 | PA      | $31911.65     | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                                        | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $9826.14      | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                | American Transmission Systems Inc                                                                          | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10751.70     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                             | Cencora Inc                                                                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       370 | NS      | $116231.80    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                | Ameriprise Financial Inc                                                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       251 | NS      | $111544.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                          | Ameris Bancorp                                                                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       105 | NS      | $8188.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                              | AMETEK Inc                                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       546 | NS      | $117040.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                               | Amgen Inc                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       318 | NS      | $111888.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                                                  | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21656.46     | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36966.07     | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16465.22     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amicus Therapeutics Inc                                                 | Amicus Therapeutics Inc                                                                                    | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       556 | NS      | $8039.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                                           | Amphenol Corp                                                                                              | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34159.24     | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AnaptysBio Inc                                                          | AnaptysBio Inc                                                                                             | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       632 | NS      | $35050.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                                       | Andersons Inc/The                                                                                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       145 | NS      | $10408.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                                   | Antero Midstream Corp                                                                                      | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5097 | NS      | $116211.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                                  | Apogee Enterprises Inc                                                                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       208 | NS      | $6976.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                    | APLD ComputeCo 2 LLC                                                                                       | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34745.17     | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                                                       | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17477.79     | 0.01%             | 2035-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Appian Corp                                                             | Appian Corp                                                                                                | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       270 | NS      | $6509.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                               | Apple Inc                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     33233 | NS      | $8434203.07   | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                              | Apple Hospitality REIT Inc                                                                                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |       605 | NS      | $6963.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                   | Applied Materials Inc                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       502 | NS      | $171578.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                          | AptarGroup Inc                                                                                             | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19821.24     | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                    | Aramark Services Inc                                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24852.46     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                               | Archer-Daniels-Midland Co                                                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1737 | NS      | $126262.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                                | Archrock Services LP / Archrock Partners Finance Corp                                                      | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14850.95     | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                              | Arcosa Inc                                                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35862.51     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Argan Inc                                                               | Argan Inc                                                                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       116 | NS      | $63179.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                                       | Ares Capital Corp                                                                                          | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5067.51      | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                        | Aretec Group Inc                                                                                           | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10621.65     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                     | Arista Networks Inc                                                                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4247 | NS      | $521446.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                                   | Arlo Technologies Inc                                                                                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1275 | NS      | $18143.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                           | Arrowhead Pharmaceuticals Inc                                                                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       962 | NS      | $60317.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                                             | Arteris Inc                                                                                                | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |      1590 | NS      | $26139.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                 | Arthur J Gallagher & Co                                                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20213.66     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arvinas, Inc.                                                           | Arvinas, Inc.                                                                                              | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $30051.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                             | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24118.39     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                     | Imperial Brands PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      7312 | NS      | $297594.41    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                    | Associated Banc-Corp                                                                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       289 | NS      | $7473.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25936.20     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                  | Asurion LLC/ Asurion Co-Issuer Inc                                                                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33980.18     | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Astronics Corp                                                          | Astronics Corp                                                                                             | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       454 | NS      | $30295.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                          | Atlassian Corp                                                                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      1400 | NS      | $95550.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                                       | Atmus Filtration Technologies Inc                                                                          | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $48140.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                                            | AtriCure Inc                                                                                               | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       254 | NS      | $7246.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                                                 | Atrium Therapeutics Inc                                                                                    | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $133.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                            | Autodesk Inc                                                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3025 | NS      | $724185.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                           | Automatic Data Processing Inc                                                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       655 | NS      | $133082.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                            | AutoZone Inc                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        36 | NS      | $121600.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                      | Avanos Medical Inc                                                                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       578 | NS      | $8097.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                                     | Avery Dennison Corp                                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       666 | NS      | $115004.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                             | Avient Corp                                                                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       312 | NS      | $11325.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                             | Avient Corp                                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10069.84     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41642.01     | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35182.34     | 0.02%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                             | Avista Corp                                                                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       785 | NS      | $31509.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $38936.29     | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $39721.32     | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     40386 | NS      | $660845.37    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Axogen Inc                                                              | Axogen Inc                                                                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $26238.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                     | Axon Enterprise Inc                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15248.19     | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                     | Axon Enterprise Inc                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15311.19     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Axos Financial Inc                                                      | Axos Financial Inc                                                                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       509 | NS      | $43310.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                                           | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68501.08     | 0.03%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17262.22     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | Barclays Commercial Mortgage Trust 2019-C3                                                                 | CUSIP: 05550MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40891 | PA      | $40180.10     | 0.02%             | 2052-05-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | Barclays Commercial Mortgage Trust 2019-C3                                                                 | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27000 | PA      | $24579.61     | 0.01%             | 2052-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BK Technologies Corp                                                    | BK Technologies Corp                                                                                       | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $7910.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2025-5C10 Mortgage Trust                                                                               | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065837 | PA      | $50480.06     | 0.03%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                         | Baker Hughes Co                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $119474.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                            | Balchem Corp                                                                                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       204 | NS      | $34573.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                               | Ball Corp                                                                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1872 | NS      | $110653.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                                           | Bandwidth Inc                                                                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       629 | NS      | $11208.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      7226 | NS      | $352267.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                       | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38821.48     | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112081.75    | 0.06%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16332.78     | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                       | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50880.82     | 0.03%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                   | REPO BANK AMERICA                                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp                                                     | Bank of Hawaii Corp                                                                                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       274 | NS      | $20344.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                                                           | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12792.28     | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                        | Bank of New York Mellon Corp/The                                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1130 | NS      | $134051.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                                                   | BANK5 2026-5YR20                                                                                           | CUSIP: 06650JAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42000 | PA      | $42611.84     | 0.02%             | 2059-02-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Banner Corp                                                             | Banner Corp                                                                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $8191.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                            | Associated British Foods PLC                                                                               | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      5940 | NS      | $148666.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                      | Bausch + Lomb Corp                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10325.00     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                           | Rio Tinto PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3292 | NS      | $305997.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2023-C20                                                                              | CUSIP: 07336DAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187000 | PA      | $38650.14     | 0.02%             | 2056-07-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS Mortgage Trust 2025-5C34                                                                             | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549427 | PA      | $66255.81     | 0.03%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                    | Beacon Mobility Corp                                                                                       | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15494.49     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2019-B13 Mortgage Trust                                                                          | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $32679.38     | 0.02%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2026-V21 Mortgage Trust                                                                          | CUSIP: 08164HBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $55614.93     | 0.03%             | 2031-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                  | Berkshire Hathaway Finance Corp                                                                            | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21905.10     | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                  | Berkshire Hathaway Finance Corp                                                                            | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7532.59      | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                  | Berkshire Hathaway Inc                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       563 | NS      | $269789.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                                           | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46995.55     | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                | Lloyds Banking Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    293629 | NS      | $362912.01    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                                 | Big River Steel LLC / BRS Finance Corp                                                                     | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21949.09     | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                            | BioCryst Pharmaceuticals Inc                                                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      4818 | NS      | $45867.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                                        | Black Hills Corp                                                                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       562 | NS      | $39008.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                 | Black Pearl Compute LLC                                                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25444.93     | 0.01%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                  | Blackstone Private Credit Fund                                                                             | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22424.77     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blend Labs Inc                                                          | Blend Labs Inc                                                                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8364 | NS      | $14218.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                | Block Communications Inc                                                                                   | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18298.82     | 0.01%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                                       | Bloom Energy Corp                                                                                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       789 | NS      | $106901.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                                          | Blue Bird Corp                                                                                             | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       776 | NS      | $44069.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                                  | CONTRA BLUEPRINT MEDIC                                                                                     | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |       262 | NS      | $120.52       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boeing Co/The                                                           | Boeing Co/The                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       507 | NS      | $100908.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       260 | NS      | $16868.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35085.26     | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21971.27     | 0.01%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15026.23     | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19941.21     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8057.02      | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12532.43     | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6576.18      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36481.38     | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4705.37      | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4285.80      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17249.26     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3051.79      | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5249.18      | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21270.84     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15490.62     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                    | Booking Holdings Inc                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        64 | NS      | $269460.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                         | AstraZeneca PLC                                                                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       665 | NS      | $129886.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                          | BorgWarner Inc                                                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2261 | NS      | $122681.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                                  | Boston Beer Co Inc/The                                                                                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       505 | NS      | $116352.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                                  | Boston Scientific Corp                                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1641 | NS      | $102972.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                        | Boyd Gaming Corp                                                                                           | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33278.49     | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                               | Brighthouse Financial Inc                                                                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2018 | NS      | $120837.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                               | Brinker International Inc                                                                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       349 | NS      | $49826.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                                          | Brink's Co/The                                                                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       419 | NS      | $43420.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                 | Bristol-Myers Squibb Co                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11337 | NS      | $687589.05    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                              | Brixmor Property Group Inc                                                                                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      3894 | NS      | $112147.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                                      | Broadridge Financial Solutions Inc                                                                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       594 | NS      | $96513.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                                | Broadstone Net Lease Inc                                                                                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |       444 | NS      | $8111.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                            | Broadcom Inc                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6322 | NS      | $1956722.22   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29248.06     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                                               | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14793.76     | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                                               | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4974.07      | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                       | Brown & Brown Inc                                                                                          | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35951.20     | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                       | Brown & Brown Inc                                                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12964.01     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                          | Brunswick Corp/DE                                                                                          | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23411.85     | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                          | Brunswick Corp/DE                                                                                          | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23534.95     | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckle Inc/The                                                          | Buckle Inc/The                                                                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       152 | NS      | $7654.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                | Burlington Northern Santa Fe LLC                                                                           | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14543.16     | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties Inc                                         | CBL & Associates Properties Inc                                                                            | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |       290 | NS      | $11144.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8707.22      | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6684.41      | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80654.30     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13671.82     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22604.18     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15041.31     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                          | CBRE Group Inc                                                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       856 | NS      | $115953.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                                     | Churchill Downs Inc                                                                                        | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19779.25     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23808.54     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                            | CD 2016-CD1 Mortgage Trust                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179237 | PA      | $7.71         | 0.00%             | 2049-08-10      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                              | CF Industries Holdings Inc                                                                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      7045 | NS      | $914722.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                                       | CF Industries Inc                                                                                          | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31225.94     | 0.02%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25748.66     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25946.70     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                         | Cigna Group/The                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       428 | NS      | $114169.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                           | CME Group Inc                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       370 | NS      | $109279.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                         | CMS Energy Corp                                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1518 | NS      | $117766.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2014-UBS4 Mortgage Trust                                                                              | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    108358 | PA      | $351.45       | 0.00%             | 2047-08-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2014-UBS4 Mortgage Trust                                                                              | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     50923 | PA      | $49904.85     | 0.03%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2014-CCRE15 Mortgage Trust                                                                            | CUSIP: 12591RBD1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     24026 | PA      | $23198.44     | 0.01%             | 2047-02-10      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC Trust 2016-NXSR                                                                                       | CUSIP: 12594PAZ4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     54000 | PA      | $52819.26     | 0.03%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2019-C17 Commercial Mortgage Trust                                                                   | CUSIP: 12597BAY5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $44551.13     | 0.02%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                      | CNA Financial Corp                                                                                         | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23627.05     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                 | CNO Financial Group Inc                                                                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1037 | NS      | $42579.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2015-C1 Commercial Mortgage Trust                                                                    | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $31654.00     | 0.02%             | 2050-04-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2014-CCRE17 Mortgage Trust                                                                            | CUSIP: 12631DBG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     58000 | PA      | $54592.50     | 0.03%             | 2047-05-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2016-C6 Commercial Mortgage Trust                                                                    | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $42868.59     | 0.02%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL 2016-C7 Commercial Mortgage Trust                                                                    | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $63289.06     | 0.03%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                | CSX Corp                                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      2931 | NS      | $120317.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1502 | NS      | $107873.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44233.82     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                                            | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8730.71      | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66988.22     | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                              | Cabot Corp                                                                                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       122 | NS      | $9187.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                                    | Coterra Energy, Inc.                                                                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      3772 | NS      | $132548.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                                  | CACI International Inc                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30537.78     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                              | Cadence Design Systems Inc                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       378 | NS      | $105034.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24047.38     | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15185.25     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9200.09      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cal-Maine Foods Inc                                                     | Cal-Maine Foods Inc                                                                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       455 | NS      | $36013.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                                      | Calavo Growers Inc                                                                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $7788.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                                                  | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28093.13     | 0.01%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                               | California Resources Corp                                                                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       165 | NS      | $11421.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                     | CALIFORNIA ST                                                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34464.65     | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | CALIFORNIA ST                                                                                              | CUSIP: 13063ESC1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $39880.66     | 0.02%             | 2032-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                          | California Water Service Group                                                                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       170 | NS      | $7707.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                               | Calix Inc                                                                                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       458 | NS      | $22437.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                  | Calumet Specialty Products Partners LP / Calumet Finance Corp                                              | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21247.12     | 0.01%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                                             | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $41084.97     | 0.02%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                 | Canadian Natural Resources Ltd                                                                             | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14214.76     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                              | Capital One Financial Corp                                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       624 | NS      | $113836.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32030.40     | 0.02%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                                                 | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19637.30     | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Capricor Therapeutics Inc                                               | Capricor Therapeutics Inc                                                                                  | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |       328 | NS      | $9971.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                     | Cardinal Health Inc                                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       561 | NS      | $118544.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                                      | CareTrust REIT Inc                                                                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      1474 | NS      | $54022.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                            | Cargurus Inc                                                                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1033 | NS      | $35173.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                                        | Carlisle Cos Inc                                                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14999.14     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     73000 | PA      | $71282.88     | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     35000 | PA      | $35350.88     | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $60475.92     | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $25307.28     | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $79973.98     | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                                              | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     70000 | PA      | $69494.71     | 0.03%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Carter's Inc                                                            | Carter's Inc                                                                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       887 | NS      | $31719.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                                  | Castle Biosciences Inc                                                                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |      1008 | NS      | $24746.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                         | Caterpillar Inc                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2492 | NS      | $1765482.32   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                  | Cathay General Bancorp                                                                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       823 | NS      | $41034.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                                                   | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16756.71     | 0.01%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                      | Cenovus Energy Inc                                                                                         | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2177.90      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                  | CenterPoint Energy Resources Corp                                                                          | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21431.09     | 0.01%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp                                          | Central Pacific Financial Corp                                                                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       455 | NS      | $14541.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                                     | Century Aluminum Co                                                                                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       138 | NS      | $8099.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                             | Cerence Inc                                                                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1060 | NS      | $6688.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                                | CEVA Inc                                                                                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       178 | NS      | $3325.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                    | Chart Industries Inc                                                                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        53 | NS      | $10957.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                                    | Chart Industries Inc                                                                                       | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10504.95     | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital                            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $10518.58     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital                            | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $34581.11     | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital                            | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14753.80     | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2025-7                                                                   | CUSIP: 16160AAZ2<br>LEI: 529900D1PFVOAYCPMB10 | Long             | ABS-MBS          | CORP              | US        |     18886 | PA      | $18927.39     | 0.01%             | 2056-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CHEFS' WAREHOUSE THE                                                    | Chefs' Warehouse Inc/The                                                                                   | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     15000 | PA      | $22110.00     | 0.01%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50776.93     | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30076.53     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                     | Cheniere Energy Inc                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4896 | NS      | $1389288.96   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                     | Cheniere Energy Inc                                                                                        | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4948.92      | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chesapeake Oilfield                                                     | SEVENTY SEVEN ENERGY INC                                                                                   | CUSIP: 165ESCAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $2.00         | 0.00%             | 2019-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chevron Corp                                                            | Chevron Corp                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $155381.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                               | Chewy Inc                                                                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      4603 | NS      | $124281.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                                 | Chimera Investment Corp                                                                                    | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |       622 | NS      | $7806.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                   | Chobani Holdco II LLC                                                                                      | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10913 | PA      | $11610.30     | 0.01%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                | Chobani LLC / Chobani Finance Corp Inc                                                                     | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30655.71     | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                              | Ciena Corp                                                                                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1442 | NS      | $559827.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                                   | Cinemark Holdings Inc                                                                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       487 | NS      | $13889.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                                                      | Cipher Compute LLC                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103602.90    | 0.05%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                                        | Cirrus Logic Inc                                                                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       932 | NS      | $134785.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                       | Cisco Systems Inc                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1490 | NS      | $115609.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2016-P6                                                                | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $37640.89     | 0.02%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16111 | NS      | $1827148.51   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                              | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67001.89     | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                              | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33324.46     | 0.02%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24715.85     | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25018.76     | 0.01%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust Inc                                                                          | CUSIP: 17307GQZ4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      2543 | PA      | $2519.19      | 0.00%             | 2035-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2014-GC21                                                              | CUSIP: 17322MBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7868 | PA      | $7772.32      | 0.00%             | 2047-05-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                              | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13456.54     | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                              | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60423.48     | 0.03%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                            | Citizens Financial Group Inc                                                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1938 | NS      | $116221.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                | Clarios Global LP / Clarios US Finance Co                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $15120.00     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | Clean Harbors Inc                                                                                          | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10155.76     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                      | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                                          | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     10853 | PA      | $10870.43     | 0.01%             | 2028-08-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10047.45     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                                         | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10465.03     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37064.93     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18519.48     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                                              | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18231.26     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                                              | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19654.01     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19351.05     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | Cleveland-Cliffs Inc                                                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14654.51     | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                  | Cloud Software Group Inc                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14470.10     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23653.59     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.29      | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                              | Coca-Cola Consolidated Inc                                                                                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       574 | NS      | $110058.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                        | Coca-Cola Co/The                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1700 | NS      | $129285.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                                        | Coeur Mining Inc                                                                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      1552 | NS      | $29131.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMS GRP / FIN                                                  | Cogent Communications Group LLC / Cogent Finance Inc                                                       | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56666.31     | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                    | Colgate-Palmolive Co                                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     15989 | NS      | $1362742.47   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                 | Columbia Pipelines Operating Co LLC                                                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21980.81     | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                                 | Comfort Systems USA Inc                                                                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        93 | NS      | $128246.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3668 | NS      | $105308.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                                    | Commercial Metals Co                                                                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       140 | NS      | $8600.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                                                    | Commercial Metals Co                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4623.31      | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                  | Commonwealth Edison Co                                                                                     | CUSIP: 202795HG8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20975.09     | 0.01%             | 2033-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistance Networks Inc                                                   | Vistance Networks Inc                                                                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       442 | NS      | $8044.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                                   | Commvault Systems Inc                                                                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       286 | NS      | $22276.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                                | Concentra Health Services Inc                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25846.60     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20753DAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      2948 | PA      | $2975.77      | 0.00%             | 2042-09-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754DAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       785 | PA      | $785.69       | 0.00%             | 2042-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754LAA7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       596 | PA      | $595.83       | 0.00%             | 2041-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     15393 | PA      | $15369.36     | 0.01%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754TAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     24328 | PA      | $24313.12     | 0.01%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      8448 | PA      | $8463.83      | 0.00%             | 2045-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     34179 | PA      | $34098.89     | 0.02%             | 2045-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755BAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     57055 | PA      | $56698.03     | 0.03%             | 2046-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755BAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     64046 | PA      | $64032.95     | 0.03%             | 2046-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     22148 | PA      | $22093.21     | 0.01%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     11902 | PA      | $11879.99     | 0.01%             | 2045-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755RAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     19664 | PA      | $19657.69     | 0.01%             | 2044-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     16661 | PA      | $16664.87     | 0.01%             | 2045-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     36932 | PA      | $36944.24     | 0.02%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                          | ConocoPhillips                                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1001 | NS      | $132132.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                                                 | Consolidated Edison Co of New York Inc                                                                     | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9273.90      | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                                 | Consolidated Edison Inc                                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1044 | NS      | $118159.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                               | Constellation Energy Corp                                                                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       368 | NS      | $102764.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17073.94     | 0.01%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42450.63     | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10026.91     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                | Constellation Energy Generation LLC                                                                        | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14804.43     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics Inc                                                | Corcept Therapeutics Inc                                                                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3281 | NS      | $132257.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                           | CoreCivic Inc                                                                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       401 | NS      | $7582.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                | Corebridge Financial Inc                                                                                   | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      4617 | NS      | $110161.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                | Coronado Finance Pty Ltd                                                                                   | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4510.75      | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                 | COPT Defense Properties                                                                                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       252 | NS      | $7711.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc                                              | Corvus Pharmaceuticals Inc                                                                                 | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |       441 | NS      | $6451.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                   | Costco Wholesale Corp                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       211 | NS      | $210246.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                       | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19466.03     | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                       | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14875.59     | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Coursera Inc                                                            | Coursera Inc                                                                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      6038 | NS      | $35141.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | Credit Suisse Commercial Mortgage Trust Series 2006-C4                                                     | CUSIP: 22545MAZ0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |         8 | PA      | $0.01         | 0.00%             | 2039-09-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                               | Crocs Inc                                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14397.24     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc                                            | Cross Country Healthcare Inc                                                                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       384 | NS      | $3609.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSCOUNTRY INTER                                                      | CrossCountry Intermediate HoldCo LLC                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23828.47     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                      | CrossCountry Intermediate HoldCo LLC                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37638.02     | 0.02%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                | Crowdstrike Holdings Inc                                                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       262 | NS      | $102287.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                                           | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $4154.55      | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     14000 | PA      | $13832.45     | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                                           | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     31000 | PA      | $30556.43     | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                                           | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     23000 | PA      | $23127.74     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                      | Crown Holdings Inc                                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1108 | NS      | $111077.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                                            | CryoPort Inc                                                                                               | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       469 | NS      | $3883.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                             | Cummins Inc                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       288 | NS      | $154949.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                                     | Curtiss-Wright Corp                                                                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       173 | NS      | $117833.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                                   | Customers Bancorp Inc                                                                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       568 | NS      | $39424.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF                            | Xtrackers Harvest CSI 300 China A-Shares ETF                                                               | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             | EC               | RF                | US        |      8265 | NS      | $269769.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                                                    | DBUBS 2011-LC3 Mortgage Trust                                                                              | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87171 | PA      | $84988.88     | 0.04%             | 2044-08-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                         | DR Horton Inc                                                                                              | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8881.30      | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                           | DTE Energy Co                                                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       780 | NS      | $114051.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                           | DTE Energy Co                                                                                              | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24082.20     | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                         | DTE Electric Co                                                                                            | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10142.44     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                         | DTE Electric Co                                                                                            | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14718.83     | 0.01%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                        | DT Midstream Inc                                                                                           | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46201.40     | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Daily Journal Corp                                                      | Daily Journal Corp                                                                                         | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |        14 | NS      | $6752.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                                          | Daktronics Inc                                                                                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       181 | NS      | $3538.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                                | Dana Inc                                                                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1452 | NS      | $48859.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                              | DaVita Inc                                                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61465.61     | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                              | DaVita Inc                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5085.77      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                      | Grupo Financiero Banorte SAB de CV                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      9366 | NS      | $103709.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                              | Deere & Co                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       199 | NS      | $112096.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                                   | Delek US Holdings Inc                                                                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       186 | NS      | $8383.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                     | Delta Air Lines Inc                                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1983 | NS      | $131829.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                       | Devon Energy Corp                                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2631 | NS      | $132391.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                                              | Dexcom Inc                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1982 | NS      | $124469.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DexKo Global Inc                                                        | DexKo Global Inc 2021 USD Term Loan B                                                                      | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     14757 | PA      | $14508.98     | 0.01%             | 2028-10-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co                                              | DiamondRock Hospitality Co                                                                                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |       872 | NS      | $8170.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS                                                   | Dick's Sporting Goods Inc                                                                                  | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22723.17     | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                   | Dick's Sporting Goods Inc                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21248.68     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                   | DirecTV Financing LLC 2024 Term Loan                                                                       | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21864 | PA      | $21904.06     | 0.01%             | 2029-08-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.73      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                   | Directv Financing LLC                                                                                      | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19906.80     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20416.59     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                      | Walt Disney Co/The                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1153 | NS      | $111126.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                | Discovery Communications LLC                                                                               | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24071.14     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                   | Directv Financing LLC                                                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19955.51     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Docusign Inc                                                            | Docusign Inc                                                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2404 | NS      | $113973.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                     | Dollar General Corp                                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1185 | NS      | $140695.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                         | Dollar Tree Inc                                                                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1170 | NS      | $128126.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19824.09     | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                  | RR Donnelley & Sons Co                                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55671.22     | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                            | DoorDash Inc                                                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       654 | NS      | $98198.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                                 | Dornoch Debt Merger Sub Inc                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22220.70     | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                                             | Dropbox Inc                                                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      4541 | NS      | $103171.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                        | Duke Energy Corp                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       884 | NS      | $115750.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                        | Duke Energy Corp                                                                                           | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5061.28      | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                        | Duke Energy Corp                                                                                           | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32553.51     | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                    | Duke Energy Ohio Inc                                                                                       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.69     | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                 | Duke Energy Indiana LLC                                                                                    | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14766.80     | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                 | DuPont de Nemours, Inc.                                                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1294 | NS      | $59265.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                            | Doximity Inc                                                                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4619 | NS      | $107622.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                                    | Dycom Industries Inc                                                                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        30 | NS      | $10164.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      2094 | NS      | $104616.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     11000 | PA      | $10953.59     | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $148.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $878.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $770.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $1020.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $112.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-189.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                   | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | AU        |         1 | NC      | $727.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $1211.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $397.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $-1103.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED USD / SOLD NZD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $16.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $1615.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-254.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $59.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED ILS / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |         1 | NC      | $22.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $811.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | AU        |         1 | NC      | $2885.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $41.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $4545.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | ZA        |         1 | NC      | $-275.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1372.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $3330.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1670.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-13.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $305.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $246.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $2331.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED NZD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-150.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $318.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-7122.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $-825.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |         1 | NC      | $-399.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-292.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $538.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-121.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $-1426.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $20.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9493.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED TWD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |         1 | NC      | $-1473.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | HK        |         1 | NC      | $-96.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3294.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HK        |         1 | NC      | $-208.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-2172.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-927.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $-1734.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-183.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-3220.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-4743.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $1645.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD SGD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $333.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $203.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $98.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $275.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $-235.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-1826.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |         1 | NC      | $-1672.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $-157.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $76.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $-181.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |         1 | NC      | $-850.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-180.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HK        |         1 | NC      | $-52.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-811.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $56.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $467.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $329.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-119.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $-5738.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-1138.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $-102.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-31.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-22.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $468.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-50.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-21.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                   | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $432.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $211.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HK        |         1 | NC      | $-121.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1014.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6124.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $6224.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-27.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1329.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-2193.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2154.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $29.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $68.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $46.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                   | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-3048.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $33.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-838.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-56.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD PLN                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-154.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1935.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |         1 | NC      | $20.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DK        |         1 | NC      | $1142.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |         1 | NC      | $35.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD SEK                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4213.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $-3881.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $6341.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-48.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |         1 | NC      | $30.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-667.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $27.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $-996.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-28.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD CHF                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $4430.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $88.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $291.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD PLN                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-270.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $193.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD DKK                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1472.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1007.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $-732.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-5.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $6.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1687.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-2070.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-397.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |         1 | NC      | $66.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-1153.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1679.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |         1 | NC      | $78.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $50.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |         1 | NC      | $191.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-163.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |         1 | NC      | $-2810.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $2.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD PLN                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-14.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |         1 | NC      | $-384.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-1835.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $1719.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |         1 | NC      | $33.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $51.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | NO        |         1 | NC      | $4.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-2868.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-266.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |         1 | NC      | $-1025.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | SE        |         1 | NC      | $-4509.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |         1 | NC      | $-20.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-46.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-52.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $-270.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD NOK                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $119.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1478.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $77.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $-6325.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED DKK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |         1 | NC      | $34.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $685.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-970.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |         1 | NC      | $-1239.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |         1 | NC      | $-1096.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | PURCHASED USD / SOLD TWD                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $711.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-138.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2364.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD CHF                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $3959.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |         1 | NC      | $-133.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD SEK                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1205.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |         1 | NC      | $-24.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD DKK                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-407.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $46.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $8.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-51.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $83.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-68.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $35.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $26.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-42.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                           | PURCHASED HKD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |         1 | NC      | $-19.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                           | PURCHASED USD / SOLD HKD                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $15.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                      | Eastern Energy Gas Holdings LLC                                                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6593.10      | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                      | Eastern Energy Gas Holdings LLC                                                                            | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18667.00     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                | eBay Inc                                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1278 | NS      | $116323.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                           | EchoStar Corp                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37808.78     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                              | Ecolab Inc                                                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       447 | NS      | $118910.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                    | Edison International                                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2156 | NS      | $157776.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                               | Edwards Lifesciences Corp                                                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1335 | NS      | $106906.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                                                          | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13759.20     | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust Inc                                           | Empire State Realty Trust Inc                                                                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |      1378 | NS      | $7165.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                                               | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10994.67     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                              | Enanta Pharmaceuticals Inc                                                                                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       625 | NS      | $7893.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                | Encore Capital Group Inc                                                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21146.28     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9515.14      | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                                         | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2084.58      | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                                         | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79731.04     | 0.04%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                                         | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62334.07     | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                 | EnerSys                                                                                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       320 | NS      | $55590.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                                 | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                            | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     29550 | PA      | $29340.70     | 0.01%             | 2031-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                 | Enova International Inc                                                                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       280 | NS      | $38032.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                 | Entergy Mississippi LLC                                                                                    | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19707.33     | 0.01%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp                                      | Enterprise Financial Services Corp                                                                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       387 | NS      | $20940.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                             | Equinix Inc                                                                                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     48000 | PA      | $45700.45     | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EquipmentShare.com Inc                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20658.62     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EquipmentShare.com Inc                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20875.18     | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                  | Equitable Holdings Inc                                                                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     13079 | NS      | $485361.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                                               | Esab Corp                                                                                                  | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25175.25     | 0.01%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies Inc                                                   | ESCO Technologies Inc                                                                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |        52 | NS      | $14631.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                                | Etsy Inc                                                                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      2152 | NS      | $107556.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                       | Eversource Energy                                                                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1573 | NS      | $108977.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18292.09     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EverQuote Inc                                                           | EverQuote Inc                                                                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1152 | NS      | $17763.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                             | Exelon Corp                                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2372 | NS      | $116275.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                                                | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8189.27      | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                             | Exelon Corp                                                                                                | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65230.91     | 0.03%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                                            | Exelixis Inc                                                                                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     12225 | NS      | $524330.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                | F&G Annuities & Life Inc                                                                                   | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28117.01     | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                              | Expeditors International of Washington Inc                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       834 | NS      | $119453.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                                    | Extreme Networks Inc                                                                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2904 | NS      | $43792.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                        | Exxon Mobil Corp                                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       890 | NS      | $150997.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                                | FMC Corp                                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25754.39     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                | Fortescue Treasury Pty Ltd                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20436.55     | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                      | Meta Platforms Inc                                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5972 | NS      | $3416760.36   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       422 | PA      | $423.20       | 0.00%             | 2028-10-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31812 | PA      | $32173.73     | 0.02%             | 2029-01-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28674 | PA      | $28912.68     | 0.01%             | 2029-01-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37631 | PA      | $38305.06     | 0.02%             | 2029-05-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Farmland Partners Inc                                                   | Farmland Partners Inc                                                                                      | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |       691 | NS      | $7759.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                                              | Fastly Inc                                                                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       325 | NS      | $9444.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                           | CUSIP: 3132A07F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       744 | PA      | $760.92       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                           | CUSIP: 3132A0QV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       372 | PA      | $379.77       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                           | CUSIP: 3132DQFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833036 | PA      | $744341.58    | 0.37%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                           | CUSIP: 3132DS2Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    836896 | PA      | $773887.35    | 0.39%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                           | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831624 | PA      | $714069.00    | 0.36%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                 | Federal Home Loan Bank Discount Notes                                                                      | CUSIP: 313385UZ7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2780000 | PA      | $2779722.78   | 1.39%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                            | Barclays PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     67344 | NS      | $354865.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       762 | PA      | $806.63       | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26913 | PA      | $26962.95     | 0.01%             | 2054-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137462 | PA      | $138578.82    | 0.07%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21192 | PA      | $21381.13     | 0.01%             | 2053-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80344 | PA      | $80892.66     | 0.04%             | 2053-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                          | CUSIP: 3136BVJR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76039 | PA      | $76157.40     | 0.04%             | 2055-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31371MXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2492 | PA      | $2641.60      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                                         | CUSIP: 3137HFPC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96785 | PA      | $96966.50     | 0.05%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                                                     | Federal Signal Corp                                                                                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        73 | NS      | $7894.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31385XFU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       933 | PA      | $980.10       | 0.00%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35577 | PA      | $32071.54     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14578 | PA      | $13137.27     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                                         | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4684 | PA      | $4830.28      | 0.00%             | 2035-03-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31402RDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1175 | PA      | $1234.16      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862240 | PA      | $702769.39    | 0.35%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 3140NUCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $41030.06     | 0.02%             | 2028-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 3140XD2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1735371 | PA      | $1487017.68   | 0.75%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31410CQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       284 | PA      | $293.94       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31410XYK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13851 | PA      | $14516.22     | 0.01%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137582 | PA      | $124095.31    | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                            | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483972 | PA      | $407945.33    | 0.20%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                              | FedEx Corp                                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       433 | NS      | $154225.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC                                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      4948 | PA      | $4844.39      | 0.00%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32691.83     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                     | Fifth Third Bancorp                                                                                        | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34209.96     | 0.02%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                            | Filtration Group Corporation 2025 USD Term Loan B                                                          | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      9364 | PA      | $9361.76      | 0.00%             | 2028-10-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Financial Institutions Inc                                              | Financial Institutions Inc                                                                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $7990.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc                                                   | Firefly Aerospace Inc                                                                                      | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |       896 | NS      | $25509.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                               | First BanCorp/Puerto Rico                                                                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1930 | NS      | $41224.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                                                    | First Financial Corp                                                                                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $7204.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                                      | First Horizon Corp                                                                                         | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      5132 | NS      | $116804.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                                    | First Merchants Corp                                                                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        93 | NS      | $3601.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                | Next PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       376 | NS      | $63407.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                                               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9984.33      | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                           | FirstCash Inc                                                                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56056.99     | 0.03%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                              | Fiserv Inc                                                                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       943 | NS      | $52619.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Board of Administration Finance Corp                              | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                   | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31435.38     | 0.02%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Flushing Financial Corp                                                 | Flushing Financial Corp                                                                                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $12579.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2024-B                                                                        | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87755 | PA      | $88436.34     | 0.04%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                           | Ford Motor Co                                                                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      9633 | NS      | $111164.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                                          | FormFactor Inc                                                                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        89 | NS      | $8632.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                            | Fortinet Inc                                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       768 | NS      | $62760.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc                                            | Fortress Intermediate 3 Inc 2025 Term Loan B                                                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     14813 | PA      | $14683.45     | 0.01%             | 2031-06-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                   | Fortress Intermediate 3 Inc                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19876.97     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Forum Energy Technologies Inc                                           | Forum Energy Technologies Inc                                                                              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       578 | NS      | $33905.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                                | Franklin Electric Co Inc                                                                                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        84 | NS      | $7742.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                    | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      1616 | PA      | $1616.33      | 0.00%             | 2043-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                    | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     12824 | PA      | $12913.55     | 0.01%             | 2043-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                    | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |      3838 | PA      | $3855.62      | 0.00%             | 2043-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                    | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      1776 | PA      | $1779.77      | 0.00%             | 2042-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                    | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      3262 | PA      | $3261.56      | 0.00%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                    | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |      9748 | PA      | $9757.31      | 0.00%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                    | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     51000 | PA      | $51126.91     | 0.03%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                    | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     11531 | PA      | $11531.25     | 0.01%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                    | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     37882 | PA      | $38445.54     | 0.02%             | 2042-06-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                    | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     44945 | PA      | $44861.11     | 0.02%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                    | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     31658 | PA      | $31641.67     | 0.02%             | 2045-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                    | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |     20660 | PA      | $20659.03     | 0.01%             | 2045-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                   | Freedom Mortgage Corp                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21579.44     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                   | Freedom Mortgage Holdings LLC                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39347.77     | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                    | Freeport-McMoRan Inc                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2733 | NS      | $160645.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Fresno CA                                                     | FRESNO CNTY CA PENSN OBLG                                                                                  | CUSIP: 358266CK8<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |     20000 | PA      | $14961.73     | 0.01%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                           | Frontdoor Inc                                                                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       150 | NS      | $7929.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                                       | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15391.29     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| fuboTV Inc                                                              | fuboTV Inc                                                                                                 | CUSIP: 35953D401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $6224.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                                                      | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5174.14      | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                        | GGAM Finance Ltd                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10092.00     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                         | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836261 | PA      | $790498.54    | 0.40%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                      | Ally Financial Inc                                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $51006.04     | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                         | CUSIP: 3618FTV78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12279 | PA      | $12598.02     | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                         | CUSIP: 36202EPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3681 | PA      | $3991.50      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                         | CUSIP: 36202EPN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       905 | PA      | $980.91       | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                         | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    730861 | PA      | $648378.02    | 0.33%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                         | CUSIP: 3622ACFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    893647 | PA      | $820696.48    | 0.41%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                                                 | G-III Apparel Group Ltd                                                                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       362 | NS      | $10027.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                  | GE HealthCare Technologies Inc                                                                             | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23208.99     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                          | GE Vernova Inc                                                                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1454 | NS      | $1269196.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                   | General Dynamics Corp                                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1063 | NS      | $364842.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                     | General Electric Co                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1849 | NS      | $524690.73    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                       | General Motors Co                                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1556 | NS      | $115922.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28817.34     | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19094.66     | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14877.33     | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                                            | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9896.99      | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genworth Financial Inc                                                  | Genworth Financial Inc                                                                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      4921 | NS      | $39958.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                            | Gentherm Inc                                                                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       256 | NS      | $7111.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                     | Georgia-Pacific LLC                                                                                        | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40400.21     | 0.02%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                        | Georgia Power Co                                                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24508.51     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Higher Education Facilities Authority                           | GEORGIA ST HGR EDU FACS AUTH REVENUE                                                                       | CUSIP: 373511KQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5007.66      | 0.00%             | 2040-01-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                    | Wrangler Holdco Corp                                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10296.81     | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries Inc                                                | Gibraltar Industries Inc                                                                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $7256.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                                            | Magnera Corp                                                                                               | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9027.65      | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glaukos Corp                                                            | Glaukos Corp                                                                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       248 | NS      | $26699.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21824.22     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                                                       | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30764.15     | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | Glencore Funding LLC                                                                                       | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25054.12     | 0.01%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                          | Globe Life Inc                                                                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2077 | NS      | $289056.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                                             | GoDaddy Inc                                                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      1246 | NS      | $103006.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                                | Golden Entertainment Inc                                                                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       280 | NS      | $7473.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                             | Goldman Sachs Group Inc/The                                                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2076 | NS      | $1756275.24   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                                                | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5946.38      | 0.00%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                                                | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9776.72      | 0.00%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                                                   | CUSIP: 38381D7S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    717444 | PA      | $44150.91     | 0.02%             | 2061-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                                                   | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151875 | PA      | $152597.93    | 0.08%             | 2054-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                               | Graco Inc                                                                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      1388 | NS      | $117494.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                                                        | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9361.89      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                          | Gray Media Inc                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18542.25     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                          | Gray Media Inc                                                                                             | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10076.71     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greif Inc                                                               | Greif Inc                                                                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       119 | NS      | $7981.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                                            | American Healthcare REIT Inc                                                                               | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |       167 | NS      | $7875.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc                                                              | Grindr Inc                                                                                                 | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |       622 | NS      | $7519.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                               | Airbus SE                                                                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1848 | NS      | $347101.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                                     | Guardant Health Inc                                                                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       648 | NS      | $59855.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                  | Guidewire Software Inc                                                                                     | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21903.75     | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                                    | Gulfport Energy Corp                                                                                       | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        45 | NS      | $9520.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                                       | HF Sinclair Corp.                                                                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      2347 | NS      | $146429.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3000.00      | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                                                    | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10222.25     | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                                                    | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13276.15     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                                                    | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18338.87     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                                                    | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14590.25     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                      | HCA Healthcare Inc                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       221 | NS      | $104586.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                                | HNI Corp                                                                                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       178 | NS      | $5943.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                        | Haemonetics Corp                                                                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       115 | NS      | $6481.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                     | LVMH Moet Hennessy Louis Vuitton SE                                                                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        35 | NS      | $19455.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                          | Halliburton Co                                                                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      3438 | NS      | $134047.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                     | Intesa Sanpaolo SpA                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     29853 | NS      | $181468.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                                    | Hancock Whitney Corp                                                                                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       542 | NS      | $34465.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                                    | Hanmi Financial Corp                                                                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       458 | NS      | $12072.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                                         | Hanover Insurance Group Inc/The                                                                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       664 | NS      | $115104.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                               | Thales SA                                                                                                  | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       816 | NS      | $239583.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                            | Carlsberg AS                                                                                               | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      1052 | NS      | $131263.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                              | Hasbro Inc                                                                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1488 | NS      | $139276.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                                        | Hawaiian Electric Industries Inc                                                                           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       250 | NS      | $3710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                                        | HealthStream Inc                                                                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       351 | NS      | $7269.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                                        | HealthEquity Inc                                                                                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        94 | NS      | $7855.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                                         | Hecla Mining Co                                                                                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      3259 | NS      | $60715.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                                  | Heritage Commerce Corp                                                                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |       704 | NS      | $8785.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15246.41     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings Inc                                         | Heritage Insurance Holdings Inc                                                                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1187 | NS      | $31158.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                | Hess Midstream Operations LP                                                                               | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4804.69      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                | Hess Midstream Operations LP                                                                               | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9920.96      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                | Hess Midstream Operations LP                                                                               | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5107.63      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19900.61     | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23838.17     | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                             | Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan                                                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      5915 | PA      | $5456.15      | 0.00%             | 2030-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4859.66      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9733.64      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9678.29      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                   | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20866.64     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19539.80     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilltop Holdings Inc                                                    | Hilltop Holdings Inc                                                                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       841 | NS      | $30124.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44796.83     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                                                  | Hims & Hers Health Inc                                                                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       315 | NS      | $6539.40      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                                  | Fresenius SE & Co KGaA                                                                                     | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       453 | NS      | $23204.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                                             | Hologic Inc                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1604 | NS      | $121246.36    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Home Depot Inc/The                                                      | Home Depot Inc/The                                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       319 | NS      | $104915.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                                                    | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9885.28      | 0.00%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                                                    | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19844.06     | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                                                    | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14826.76     | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                 | Honeywell Aerospace Inc                                                                                    | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4959.64      | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                             | Honeywell International Inc                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       602 | NS      | $136070.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                        | Hope Bancorp Inc                                                                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      1007 | NS      | $11248.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                              | Horace Mann Educators Corp                                                                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       176 | NS      | $7511.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                                               | Hovnanian Enterprises Inc                                                                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        79 | NS      | $8761.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                                                       | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8682.05      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                    | Howmet Aerospace Inc                                                                                       | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14582.37     | 0.01%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hub Group Inc                                                           | Hub Group Inc                                                                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       482 | NS      | $17371.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDBAY MINERALS INC                                                     | Hudbay Minerals Inc                                                                                        | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19987.87     | 0.01%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46902.94     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                          | JB Hunt Transport Services Inc                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       708 | NS      | $150025.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25390.20     | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                                          | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20242.42     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4197.61      | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36540.05     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                                                    | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11218.81     | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                                                    | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22402.49     | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                                                    | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14925.02     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                                                    | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10178.23     | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IDT Corp                                                                | IDT Corp                                                                                                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       298 | NS      | $14631.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                                         | Hyster-Yale Inc                                                                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $7379.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY CO                                                      | Crescent Energy Co                                                                                         | CUSIP: 44952JAA2<br>LEI: 254900FBNP5A21Q39U97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17220.00     | 0.01%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ibotta Inc                                                              | Ibotta Inc                                                                                                 | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |       342 | NS      | $10249.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                                  | IDEXX Laboratories Inc                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       193 | NS      | $108444.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flash Charm, Inc.                                                       | Flash Charm Inc 2024 Term Loan                                                                             | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |     19649 | PA      | $15502.87     | 0.01%             | 2028-03-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTRA ICOSAVAX INC                                                     | CONTRA ICOSAVAX INC                                                                                        | CUSIP: 451CVR021<br>LEI: N/A                  | N/A              | DE               |  | US        |       535 | NS      | $165.85       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                                                                | CUSIP: 452153PY9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25377.33     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                 | Illinois Tool Works Inc                                                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       211 | NS      | $54921.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22002.70     | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ImmunityBio Inc                                                         | ImmunityBio Inc                                                                                            | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |      5288 | NS      | $40558.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMOLA MERGER CORP                                                       | Imola Merger Corp                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24298.34     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Impinj Inc                                                              | Impinj Inc                                                                                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       243 | NS      | $24956.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                             | Incyte Corp                                                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8081 | NS      | $760583.72    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                                                | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36589.00     | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp/MI                                                | Independent Bank Corp/MI                                                                                   | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       300 | NS      | $9990.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                            | GEA Group AG                                                                                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1903 | NS      | $134485.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                                      | Industrial F&B Investments III Inc                                                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25258.82     | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                           | Ingevity Corp                                                                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       157 | NS      | $11183.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                           | Ingredion Inc                                                                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1009 | NS      | $113673.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc                                                 | Inhibrx Biosciences Inc                                                                                    | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $32001.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                                 | Insight Enterprises Inc                                                                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |        94 | NS      | $6298.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                              | Insmed Inc                                                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       835 | NS      | $136539.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                            | Innospec Inc                                                                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       217 | NS      | $15845.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                                            | Insulet Corp                                                                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       494 | NS      | $103660.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                                     | Insulet Corp                                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5103.51      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                                                 | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52435.46     | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                           | Interactive Brokers Group Inc                                                                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      1755 | NS      | $117707.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                | Intercontinental Exchange Inc                                                                              | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22950.09     | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| InterDigital Inc                                                        | InterDigital Inc                                                                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $51340.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                         | Danske Bank A/S                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      3977 | NS      | $193076.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                              | Genmab A/S                                                                                                 | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       116 | NS      | $31037.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                              | Intuit Inc                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       243 | NS      | $105068.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                                     | Intrepid Potash Inc                                                                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       293 | NS      | $12531.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                                    | Invitation Homes Inc                                                                                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     24183 | NS      | $600947.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                                | IonQ Inc                                                                                                   | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      1201 | NS      | $34624.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                  | IPALCO Enterprises Inc                                                                                     | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39474.23     | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55852.01     | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     50000 | PA      | $49840.12     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                                            | Ironwood Pharmaceuticals Inc                                                                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      5435 | NS      | $19076.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                  | iShares Core MSCI Emerging Markets ETF                                                                     | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |      4252 | NS      | $296577.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                               | Itron Inc                                                                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       456 | NS      | $40871.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     46000 | PA      | $44123.78     | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JPMCC Commercial Mortgage Securities Trust 2019-COR5                                                       | CUSIP: 46591EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44804 | PA      | $44440.37     | 0.02%             | 2052-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                | JH North America Holdings Inc                                                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4958.46      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                | JH North America Holdings Inc                                                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14940.22     | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2025-CES2                                                                  | CUSIP: 46595TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     47588 | PA      | $47750.44     | 0.02%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2023-HE3                                                                          | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     27775 | PA      | $27815.32     | 0.01%             | 2054-05-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       590 | NS      | $173554.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6                                               | CUSIP: 46634SAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7065 | PA      | $7046.84      | 0.00%             | 2045-05-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                              | JPMBB Commercial Mortgage Securities Trust 2013-C12                                                        | CUSIP: 46639NAW1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     15404 | PA      | $15172.48     | 0.01%             | 2045-07-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                              | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                        | CUSIP: 46643ABK8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     87221 | PA      | $86043.30     | 0.04%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48662.36     | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92877.08     | 0.05%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50915.07     | 0.03%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20470.77     | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15190.59     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2025-1                                                                            | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |     22047 | PA      | $22087.12     | 0.01%             | 2055-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                   | Jackson Financial Inc                                                                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       519 | NS      | $54868.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                                                        | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54388.88     | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60874.08     | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Janus International Group Inc                                           | Janus International Group Inc                                                                              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1326 | NS      | $6828.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                           | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15570.96     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                           | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     38000 | PA      | $41794.26     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                 | Jefferies Financial Group Inc                                                                              | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44857.15     | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                | Jefferson Capital Holdings LLC                                                                             | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31476.27     | 0.02%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                | Jefferson Capital Holdings LLC                                                                             | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31221.72     | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                  | RWE AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      5503 | NS      | $366520.56    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                                          | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12671.75     | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                       | Johnson & Johnson                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       487 | NS      | $119042.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                                  | Jones Lang LaSalle Inc                                                                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       391 | NS      | $118989.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                | Jones Deslauriers Insurance Management Inc                                                                 | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10164.28     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27259.86     | 0.01%             | 2047-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                        | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10949.54     | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc                                                            | OPENLANE Inc                                                                                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       296 | NS      | $8628.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                | KLA Corp                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        88 | NS      | $129572.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                 | K Hovnanian Enterprises Inc                                                                                | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9886.85      | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                 | K Hovnanian Enterprises Inc                                                                                | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14833.39     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR GRP FIN CO VI LLC                                                   | KKR Group Finance Co VI LLC                                                                                | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28063.46     | 0.01%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                  | SAP SE                                                                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1754 | NS      | $296834.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                                 | KB Home                                                                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       133 | NS      | $6882.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                               | Kellanova                                                                                                  | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6765.57      | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                               | Kellanova                                                                                                  | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4245.33      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                          | Kennametal Inc                                                                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       259 | NS      | $9357.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                             | Kennedy-Wilson Holdings Inc                                                                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       764 | NS      | $8266.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                                                 | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65523.08     | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | Kenvue Inc                                                                                                 | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5053.25      | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimball Electronics Inc                                                 | Kimball Electronics Inc                                                                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       322 | NS      | $7628.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                       | Kinder Morgan Inc                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      3835 | NS      | $128587.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                                     | Kinetik Holdings LP                                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45165.56     | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                 | Kite Realty Group Trust                                                                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |       365 | NS      | $8960.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Klockner-Pentaplast of America Inc                                      | Klockner-Pentaplast of America Inc 2021 Term Loan B                                                        | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     15974 | PA      | $2436.07      | 0.00%             | 2026-02-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services Inc                                                 | Kodiak Gas Services Inc                                                                                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $11664.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                 | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25901.38     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                 | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15162.03     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                 | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10159.12     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                 | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15074.29     | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Sciences Inc                                                     | Kodiak Sciences Inc                                                                                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       304 | NS      | $11588.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                              | Korn Ferry                                                                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       312 | NS      | $19640.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                                       | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35174.54     | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                                       | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10811.88     | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                                 | Kratos Defense & Security Solutions Inc                                                                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        94 | NS      | $6627.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                                       | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8816.27      | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                          | Kulicke & Soffa Industries Inc                                                                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       113 | NS      | $7426.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                                           | LGI Homes Inc                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20462.64     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23049.38     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29212.51     | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LTC Properties Inc                                                      | LTC Properties Inc                                                                                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       208 | NS      | $7729.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                                     | Ladder Capital Corp                                                                                        | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |       712 | NS      | $6956.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                       | Lam Research Corp                                                                                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8848 | NS      | $1890463.68   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                                   | Lantheus Holdings Inc                                                                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       614 | NS      | $46571.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                                                | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25541.43     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                    | Las Vegas Sands Corp                                                                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      3560 | NS      | $191812.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                                  | Laureate Education Inc                                                                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      1444 | NS      | $50308.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                              | Allianz SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       945 | NS      | $391596.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Legalzoom.com Inc                                                       | Legalzoom.com Inc                                                                                          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      3367 | NS      | $19090.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                     | Leidos Holdings Inc                                                                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       658 | NS      | $102332.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                | Hermes International SCA                                                                                   | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        72 | NS      | $137512.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp                                                        | LendingClub Corp                                                                                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      2845 | NS      | $40740.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                                        | Leonardo DRS Inc                                                                                           | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      2513 | NS      | $111878.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                     | Erste Group Bank AG                                                                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1575 | NS      | $170187.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                    | LXP Industrial Trust                                                                                       | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       155 | NS      | $7170.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen               | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       332 | NS      | $206812.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Energy Inc                                                      | Liberty Energy Inc                                                                                         | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |       452 | NS      | $13017.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                                            | Life Time Group Holdings Inc                                                                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $7058.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                 | Light & Wonder International Inc                                                                           | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5131.50      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                          | Eli Lilly & Co                                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2127 | NS      | $1956350.79   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                                           | Lincoln Electric Holdings Inc                                                                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       510 | NS      | $127030.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.72     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                                                   | LiveRamp Holdings Inc                                                                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1043 | NS      | $27660.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                    | Lockheed Martin Corp                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2562 | NS      | $1548447.18   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                      | Banco Bilbao Vizcaya Argentaria SA                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     12085 | NS      | $263771.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                  | Lumen Technologies Inc                                                                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      1104 | NS      | $7672.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                                | Lyft Inc                                                                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      8834 | NS      | $117492.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                                       | MFA Financial Inc                                                                                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |       791 | NS      | $7577.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                                    | MGIC Investment Corp                                                                                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      4394 | NS      | $115342.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                                           | M/I Homes Inc                                                                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       260 | NS      | $31837.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                 | MPT Operating Partnership LP / MPT Finance Corp                                                            | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50690.60     | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63328.27     | 0.03%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $27225.71     | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     23000 | PA      | $22882.36     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                         | Madison IAQ LLC                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9765.93      | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                  | Discovery Global Holdings Inc                                                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13176.11     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                            | Magnera Corp                                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18512.00     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                             | Magnite Inc                                                                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       399 | NS      | $4740.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                                | Manhattan Associates Inc                                                                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       768 | NS      | $102236.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                           | Maplebear Inc                                                                                              | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4805 | NS      | $179995.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                 | Marathon Petroleum Corp                                                                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       634 | NS      | $154810.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                               | Repsol SA                                                                                                  | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      3919 | NS      | $110108.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                               | Sanofi SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2350 | NS      | $226671.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                      | Banco Santander SA                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     45695 | NS      | $517053.58    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5059.37      | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30285.62     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19750.32     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34127.54     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                                                   | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9811.07      | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                                                              | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19324.35     | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                  | Marvell Technology Inc                                                                                     | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10034.01     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                 | Massachusetts Mutual Life Insurance Co                                                                     | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     58000 | PA      | $36350.58     | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                              | MasTec Inc                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47531.15     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                          | Mastercard Inc                                                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4325 | NS      | $2161029.50   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                              | Matson Inc                                                                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       317 | NS      | $51968.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                  | Mauser Packaging Solutions Holding Co                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20000.00     | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                  | Mauser Packaging Solutions Holding Co                                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23229.20     | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                   | McGraw-Hill Education Inc                                                                                  | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.08      | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                   | McGraw-Hill Education Inc                                                                                  | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29955.49     | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                                           | MaxLinear Inc                                                                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       530 | NS      | $9216.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                             | Maximus Inc                                                                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       100 | NS      | $6410.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                                                   | Maze Therapeutics Inc                                                                                      | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $23372.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                                             | McAfee Corp                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24785.74     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McGrath RentCorp                                                        | McGrath RentCorp                                                                                           | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        87 | NS      | $9594.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                   | McGraw-Hill Education Inc                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35657.55     | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                           | McKesson Corp                                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       128 | NS      | $110766.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                     | Deutsche Telekom AG                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     12625 | NS      | $465534.96    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                                                            | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      2487 | PA      | $2489.00      | 0.00%             | 2028-10-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                                                    | Medpace Holdings Inc                                                                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       248 | NS      | $119087.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                                    | Mercantile Bank Corp                                                                                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       148 | NS      | $7474.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                          | Merck & Co Inc                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16680 | NS      | $2006437.20   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                          | Merck & Co Inc                                                                                             | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14718.56     | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mesa Laboratories Inc                                                   | Mesa Laboratories Inc                                                                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       284 | NS      | $25111.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                             | MetLife Inc                                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6840 | NS      | $483724.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                             | MetLife Inc                                                                                                | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37778.41     | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp                                          | Metropolitan Bank Holding Corp                                                                             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $9161.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA METSERA INC                                                      | CONTRA METSERA INC                                                                                         | CUSIP: 592CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |       258 | NS      | $1264.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Microsoft Corp                                                          | Microsoft Corp                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12954 | NS      | $4795182.18   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                   | Micron Technology Inc                                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       381 | NS      | $128717.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                                  | Microvast Holdings Inc                                                                                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      3539 | NS      | $5308.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                                   | Mid-America Apartment Communities Inc                                                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       865 | NS      | $105633.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                         | Telefonaktiebolaget LM Ericsson                                                                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     11203 | NS      | $126897.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                             | Abu Dhabi Islamic Bank PJSC                                                                                | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     14656 | NS      | $82901.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                                              | Aisin Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     11900 | NS      | $164728.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                        | Ajinomoto Co Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      2700 | NS      | $75704.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                 | Millrose Properties Inc                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $49984.45     | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | Mineral Resources Ltd                                                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10219.19     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                                               | Minerals Technologies Inc                                                                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       495 | NS      | $35105.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                                              | Mineralys Therapeutics Inc                                                                                 | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $23649.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                  | AthenaHealth Group Inc                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28158.71     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                        | Asahi Kasei Corp                                                                                           | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      3000 | NS      | $29049.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                              | Asics Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      3900 | NS      | $103705.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23943.83     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                        | Bank Hapoalim BM                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      9968 | NS      | $233314.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                 | Bank Leumi Le-Israel BM                                                                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     14028 | NS      | $312617.58    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                                                 | Modine Manufacturing Co                                                                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |        37 | NS      | $8018.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25593.25     | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LY Corp                                                                 | LY Corp                                                                                                    | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     51700 | NS      | $125302.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                           | Fortescue Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     20367 | NS      | $287704.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                       | Telstra Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     51393 | NS      | $189282.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort Inc                                             | Monarch Casino & Resort Inc                                                                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        95 | NS      | $9082.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                              | Mondelez International Inc                                                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1998 | NS      | $115164.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                 | Mahindra & Mahindra Ltd                                                                                    | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      4894 | NS      | $158628.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                   | Monster Beverage Corp                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      8707 | NS      | $630909.22    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                             | Monte Rosa Therapeutics Inc                                                                                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $29544.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova T&D India Ltd                                                | GE Vernova T&D India Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |      3252 | NS      | $131488.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                                       | Oracle Corp Japan                                                                                          | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       700 | NS      | $38338.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                           | BHP Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     13159 | NS      | $480806.50    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Moog Inc                                                                | Moog Inc                                                                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        41 | NS      | $11998.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      3200 | NS      | $52520.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                | CUSIP: 61690FAQ6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $41647.05     | 0.02%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2016-BNK2                                                                   | CUSIP: 61690YBZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $13069.53     | 0.01%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                | CUSIP: 61691GAV2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     91000 | PA      | $89199.14     | 0.04%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       786 | NS      | $129352.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.67      | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167815.44    | 0.08%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8195.29      | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29645.18     | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24831.67     | 0.01%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19907.20     | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20307.61     | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14747.82     | 0.01%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                             | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14695.79     | 0.01%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                                                 | CUSIP: 61761AAJ7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     23348 | PA      | $23181.79     | 0.01%             | 2045-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                                                | CUSIP: 61762XAZ0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      9472 | PA      | $9164.32      | 0.00%             | 2046-10-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                            | Chugai Pharmaceutical Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      2700 | NS      | $149386.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                                                     | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7210.82      | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                                                     | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30359.79     | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | Motorola Solutions Inc                                                                                     | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9062.62      | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                       | PetroChina Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    154000 | NS      | $209208.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                              | Mueller Water Products Inc                                                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       339 | NS      | $9319.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58041.71     | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29735.80     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                               | KDDI Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     21100 | NS      | $361335.47    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                                  | SCREEN Holdings Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      2200 | NS      | $129622.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                                  | Aristocrat Leisure Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      6271 | NS      | $199256.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                         | Murphy Oil Corp                                                                                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       671 | NS      | $27678.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                      | Hong Kong Exchanges & Clearing Ltd                                                                         | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      3300 | NS      | $167261.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                                         | Apollo Hospitals Enterprise Ltd                                                                            | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |      1292 | NS      | $104225.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                                               | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15616.85     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9924.13      | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9703.38      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                        | NMI Holdings Inc                                                                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       637 | NS      | $23893.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                          | NRG Energy Inc                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       778 | NS      | $113696.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26971.43     | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21574.42     | 0.01%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25199.30     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44590.82     | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                   | Nabors Industries Inc                                                                                      | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9035.00      | 0.00%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                   | Nabors Industries Inc                                                                                      | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15626.66     | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                              | Nasdaq Inc                                                                                                 | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7200.77      | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                                   | Elite Material Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $83717.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                                              | Natera Inc                                                                                                 | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       637 | NS      | $127393.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                                   | Fast Retailing Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       300 | NS      | $119403.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                      | Mitsubishi UFJ Financial Group Inc                                                                         | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     17100 | NS      | $288915.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp                                             | National Bank Holdings Corp                                                                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       721 | NS      | $28234.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| King Yuan Electronics Co Ltd                                            | King Yuan Electronics Co Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16000 | NS      | $138240.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                             | Subaru Corp                                                                                                | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      3500 | NS      | $55913.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                            | Fujikura Ltd                                                                                               | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      1200 | NS      | $32650.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                              | FANUC Corp                                                                                                 | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       400 | NS      | $13931.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                             | Fujitsu Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      1600 | NS      | $32516.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                    | National Fuel Gas Co                                                                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1420 | NS      | $133423.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                                           | National Health Investors Inc                                                                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       105 | NS      | $8490.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                                              | Navitas Semiconductor Corp                                                                                 | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |       852 | NS      | $7472.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                    | Neptune Bidco US Inc                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.89      | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                    | Neptune Bidco US Inc                                                                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43660.76     | 0.02%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                             | Netflix Inc                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     18471 | NS      | $1775986.65   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                             | Netflix Inc                                                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10403.62     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETGEAR Inc                                                             | NETGEAR Inc                                                                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1177 | NS      | $25705.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                                    | NetScout Systems Inc                                                                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       307 | NS      | $9759.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                              | Neurocrine Biosciences Inc                                                                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1669 | NS      | $219874.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                                   | Far EasTone Telecommunications Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     28000 | NS      | $80993.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co Ltd                                                  | Harbin Electric Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | CN        |     24000 | NS      | $66895.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                               | Hoya Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2000 | NS      | $344991.91    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                                       | Bharti Airtel Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |      8689 | NS      | $165833.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                            | SK hynix Inc                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       290 | NS      | $157728.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc                           | International Container Terminal Services Inc                                                              | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     13670 | NS      | $156767.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                                               | New Jersey Resources Corp                                                                                  | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       793 | NS      | $43551.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                          | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                    | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5529.76      | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                          | Galaxy Entertainment Group Ltd                                                                             | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      5000 | NS      | $22541.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                           | Jardine Matheson Holdings Ltd                                                                              | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1800 | NS      | $129215.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                                      | Rithm Capital Corp                                                                                         | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     12129 | NS      | $114982.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                        | Kansai Electric Power Co Inc/The                                                                           | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     14700 | NS      | $242129.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                                | Kia Corp                                                                                                   | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       784 | NS      | $75461.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                               | Korea Electric Power Corp                                                                                  | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |      2354 | NS      | $64659.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                             | Komatsu Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      2400 | NS      | $94211.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                                                 | CUSIP: 64972JA57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19801.98     | 0.01%             | 2036-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                                                   | New York Times Co/The                                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1456 | NS      | $121910.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                                          | NewMarket Corp                                                                                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       184 | NS      | $117934.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                                                   | NPK International Inc                                                                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       578 | NS      | $8375.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC Financial Holding Co Ltd                                           | CTBC Financial Holding Co Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |     90000 | NS      | $146308.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextpower Inc                                                           | Nextpower Inc                                                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $66061.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                                       | Nexstar Media Inc                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14748.91     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                                                        | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40965.58     | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                                                        | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24538.92     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nextdoor Holdings Inc                                                   | Nextdoor Holdings Inc                                                                                      | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4741 | NS      | $6637.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                                       | Nexstar Media Inc                                                                                          | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45133.95     | 0.02%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                       | Nexstar Media Inc                                                                                          | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30228.57     | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                              | BOC Hong Kong Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      8500 | NS      | $46835.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                                            | Asia Vital Components Co Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $129215.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                                               | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41810.97     | 0.02%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| nLight Inc                                                              | nLight Inc                                                                                                 | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $35067.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                   | Norfolk Southern Corp                                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       397 | NS      | $113939.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Group Ltd                                                           | MTN Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |      5089 | NS      | $59049.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                         | Mitsubishi Corp                                                                                            | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      2400 | NS      | $82418.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                | Mitsubishi Electric Corp                                                                                   | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     10600 | NS      | $346169.34    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                         | Mitsui & Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     11000 | NS      | $423503.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                                           | FirstRand Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     23157 | NS      | $118364.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                           | N TX TOLLWAY AUTH REVENUE                                                                                  | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27283.70     | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                                                | NEC Corp                                                                                                   | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      5200 | NS      | $129550.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                              | NIDEC CORP                                                                                                 | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     11000 | NS      | $138439.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                     | Nomura Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     30000 | NS      | $237288.18    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                | Nice Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      1660 | NS      | $183030.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co Ltd                                        | Korea Investment Holdings Co Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       316 | NS      | $43174.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                | Northern States Power Co/MN                                                                                | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45312.77     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                     | Northern Trust Corp                                                                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       903 | NS      | $126031.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                                            | Olympus Corp                                                                                               | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      9900 | NS      | $94251.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrim BanCorp Inc                                                    | Northrim BanCorp Inc                                                                                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       326 | NS      | $7458.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                   | Northrop Grumman Corp                                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       207 | NS      | $141223.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wistron Corp                                                            | Wistron Corp                                                                                               | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |     13000 | NS      | $50685.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Bancshares Inc                                                | Northwest Bancshares Inc                                                                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       599 | NS      | $7601.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                            | Northwest Natural Holding Co                                                                               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       162 | NS      | $8621.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                                 | NWPX Infrastructure Inc                                                                                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |        97 | NS      | $7552.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                                           | Northwestern Energy Group Inc                                                                              | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       122 | NS      | $8044.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Indonesia Tbk PT                                               | Unilever Indonesia Tbk PT                                                                                  | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |    191700 | NS      | $20623.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                                                      | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64275.95     | 0.03%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                                                      | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14936.26     | 0.01%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                                                      | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19952.14     | 0.01%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                   | Novartis Capital Corp                                                                                      | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10071.34     | 0.01%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14191.17     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13359.74     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.42     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29426.78     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                             | NVIDIA Corp                                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     52526 | NS      | $9160534.40   | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                                             | Nutrien Ltd                                                                                                | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7981.38      | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O-I Glass Inc                                                           | O-I Glass Inc                                                                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $6032.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                                      | Qantas Airways Ltd                                                                                         | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     34596 | NS      | $203186.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                 | O'Reilly Automotive Inc                                                                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1233 | NS      | $113818.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                             | OFG Bancorp                                                                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       553 | NS      | $22374.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2023-NQM8 Trust                                                                                        | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |     68859 | PA      | $69239.50     | 0.03%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | OAK-Eagle Acquireco Inc                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20721.89     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | OAK-Eagle Acquireco Inc                                                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15703.38     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                 | QBE Insurance Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     13871 | NS      | $203806.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                               | Zijin Mining Group Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     20000 | NS      | $90867.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12243.20     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                                                  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56173.37     | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oceaneering International Inc                                           | Oceaneering International Inc                                                                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1270 | NS      | $45046.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                              | Samsung Electronics Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      6937 | NS      | $779233.48    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Heavy Industries Co Ltd                                         | Samsung Heavy Industries Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |      4416 | NS      | $71642.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                                                 | Hanwha Aerospace Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |        54 | NS      | $44000.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Ltd                                                               | Sasol Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      1759 | NS      | $23445.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil States International Inc                                            | Oil States International Inc                                                                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      2903 | NS      | $33790.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                 | Sekisui Chemical Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      3900 | NS      | $65021.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olema Pharmaceuticals Inc                                               | Olema Pharmaceuticals Inc                                                                                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $6828.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc                                                        | Omada Health Inc                                                                                           | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Long             | EC               | CORP              | US        |       493 | NS      | $6197.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                                          | Omega Healthcare Investors Inc                                                                             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      2571 | NS      | $112661.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                         | Sony Group Corp                                                                                            | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      3500 | NS      | $72192.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                 | Oncor Electric Delivery Co LLC                                                                             | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23714.41     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                | 1011778 BC ULC / New Red Finance Inc                                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37597.01     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                      | 1301 Trust 2025-AOA                                                                                        | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $43102.01     | 0.02%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5026.70      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9907.97      | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                                       | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14338.89     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                       | OneSky Flight LLC                                                                                          | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30966.45     | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OneSpan Inc                                                             | OneSpan Inc                                                                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       681 | NS      | $7170.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       391 | NS      | $17598.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20638.25     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14455.22     | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23808.70     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28844.65     | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9281.04      | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| City of Orange CA                                                       | ORANGE CALIF PENSION OBLIG                                                                                 | CUSIP: 684100AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12859.76     | 0.01%             | 2034-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                        | Sumitomo Electric Industries Ltd                                                                           | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      1000 | NS      | $55995.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Bancorp Inc                                                      | Origin Bancorp Inc                                                                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       204 | NS      | $8457.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                                          | Advantest Corp                                                                                             | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       600 | NS      | $81177.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                            | Oshkosh Corp                                                                                               | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7510.94      | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                            | Oshkosh Corp                                                                                               | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35957.13     | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                               | Taiwan Semiconductor Manufacturing Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     28039 | NS      | $1580710.88   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                        | Tokyo Gas Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      2300 | NS      | $108598.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster Inc                                                              | Ouster Inc                                                                                                 | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1323 | NS      | $24303.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                       | Toyota Motor Corp                                                                                          | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      3100 | NS      | $64260.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                                      | Outfront Media Inc                                                                                         | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      1690 | NS      | $44785.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                   | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9648.26      | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15640.70     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                               | PG&E Corp                                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7643 | NS      | $134287.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                               | PG&E Corp                                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29603.76     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                               | PG&E Corp                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15096.22     | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                    | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       569 | NS      | $118403.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55404.26     | 0.03%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10043.65     | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc                                                         | TXNM Energy Inc                                                                                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       137 | NS      | $8009.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                                      | PPG Industries Inc                                                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1062 | NS      | $113506.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                                           | PRA Group Inc                                                                                              | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55531.41     | 0.03%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                                                    | PTC Therapeutics Inc                                                                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       108 | NS      | $7358.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                              | PACCAR Inc                                                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       972 | NS      | $112266.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                                                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11629.98     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                                                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10768.89     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21744.00     | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25939.66     | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22998.05     | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13308.78     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PagerDuty Inc                                                           | PagerDuty Inc                                                                                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      3682 | NS      | $22865.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                                | Par Pacific Holdings Inc                                                                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       154 | NS      | $9646.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                    | Parker-Hannifin Corp                                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       115 | NS      | $102952.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                                | Patterson-UTI Energy Inc                                                                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      1224 | NS      | $13255.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                             | Paychex Inc                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45403.37     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                                  | Paylocity Holding Corp                                                                                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       974 | NS      | $105230.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                     | PayPal Holdings Inc                                                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2492 | NS      | $112713.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                                     | Payoneer Global Inc                                                                                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      1584 | NS      | $7650.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                                     | Peabody Energy Corp                                                                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      1573 | NS      | $51830.35     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Pegasystems Inc                                                         | Pegasystems Inc                                                                                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2478 | NS      | $105463.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                  | Penn Entertainment Inc                                                                                     | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24952.60     | 0.01%             | 2027-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                   | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                 | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20122.39     | 0.01%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                  | AXA SA                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       747 | NS      | $34246.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                         | PennyMac Financial Services Inc                                                                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       182 | NS      | $15906.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                                                              | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9926.99      | 0.00%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                             | Novartis AG                                                                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4316 | NS      | $655296.31    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                 | ABB Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      5624 | NS      | $457414.99    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                               | Holcim AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      3353 | NS      | $278242.13    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                               | Nestle SA                                                                                                  | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       873 | NS      | $86591.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                             | Equinor ASA                                                                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      8236 | NS      | $348597.89    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                             | PepsiCo Inc                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4111 | NS      | $638397.19    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                                 | Perdoceo Education Corp                                                                                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       243 | NS      | $9042.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                                 | Perimeter Solutions Inc                                                                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1664 | NS      | $40634.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                | Enel SpA                                                                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      3446 | NS      | $37516.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                 | Eni SpA                                                                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      3111 | NS      | $88340.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                                                | PHH Escrow Issuer LLC/PHH Corp                                                                             | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48246.82     | 0.02%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     63000 | PA      | $62759.97     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                 | Pfizer Investment Enterprises Pte Ltd                                                                      | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     26000 | PA      | $24163.62     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                              | Pfizer Inc                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4328 | NS      | $121530.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                     | PHILADELPHIA PA REDEV AUTH                                                                                 | CUSIP: 717868KT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29646.05     | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                         | Philip Morris International Inc                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6853 | NS      | $1133075.02   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57139.10     | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25113.65     | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                                            | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24866.42     | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                                            | Phreesia Inc                                                                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      2167 | NS      | $18159.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9077.44      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                      | Credit Agricole SA                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      3656 | NS      | $68634.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                          | BNP Paribas SA                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       926 | NS      | $88211.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc                                                             | Polaris Inc                                                                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       671 | NS      | $36569.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                                           | OTP Bank Nyrt                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      1134 | NS      | $122276.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Pomona CA                                                       | POMONA CA PENSN OBLG                                                                                       | CUSIP: 73208PBS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8620.54      | 0.00%             | 2040-08-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                                             | Popular Inc                                                                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       896 | NS      | $120216.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                                            | Portland General Electric Co                                                                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       353 | NS      | $18627.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                                          | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16237.50     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                  | Cie de Saint-Gobain SA                                                                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1264 | NS      | $104021.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Solutions International Inc                                       | Power Solutions International Inc                                                                          | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       294 | NS      | $17898.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                                          | Praxis Precision Medicines Inc                                                                             | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $8699.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                                            | Precigen Inc                                                                                               | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      7350 | NS      | $28444.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                           | Preferred Bank/Los Angeles CA                                                                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |        92 | NS      | $8343.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                                  | Primoris Services Corp                                                                                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       408 | NS      | $58360.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                                           | Primerica Inc                                                                                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       453 | NS      | $113467.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                 | Procter & Gamble Co/The                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4115 | NS      | $594370.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                                       | PROG Holdings Inc                                                                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       731 | NS      | $20972.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                    | Progressive Corp/The                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       568 | NS      | $112600.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                            | Prologis Inc                                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       435 | NS      | $57498.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                                   | ProPetro Holding Corp                                                                                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       606 | NS      | $8732.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                            | Protagonist Therapeutics Inc                                                                               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $55545.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                          | Proto Labs Inc                                                                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       239 | NS      | $13627.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                | Prudential Financial Inc                                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1206 | NS      | $117814.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                                     | Public Service Enterprise Group Inc                                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1470 | NS      | $118996.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                          | Public Storage                                                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |       381 | NS      | $103205.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                                            | PubMatic Inc                                                                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1392 | NS      | $11386.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                  | Puget Sound Energy Inc                                                                                     | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19869.60     | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Puma Biotechnology Inc                                                  | Puma Biotechnology Inc                                                                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1537 | NS      | $9821.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc                                                            | Everpure Inc                                                                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1922 | NS      | $113474.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                                         | Q2 Holdings Inc                                                                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       186 | NS      | $8797.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | Qnity Electronics Inc                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15017.87     | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | Qnity Electronics Inc                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10111.37     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                            | QUALCOMM Inc                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10218 | NS      | $1315874.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                   | QXO Building Products Inc                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45899.60     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | Quikrete Holdings Inc                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15210.05     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10209.85     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $15271.74     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $15274.14     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                                                 | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $14802.81     | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                         | Rain Carbon Inc                                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41153.96     | 0.02%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Rambus Inc                                                              | Rambus Inc                                                                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       587 | NS      | $50499.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                                              | Rapid7 Inc                                                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1834 | NS      | $10105.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                                             | Raymond James Financial Inc                                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       349 | NS      | $50531.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                                         | Rayonier Advanced Materials Inc                                                                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      1189 | NS      | $13162.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                | RTX Corp                                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       712 | NS      | $137344.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                                    | Red Rock Resorts Inc                                                                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $7150.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                      | Regal Rexnord Corp                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87180.29     | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                           | Regeneron Pharmaceuticals Inc                                                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1448 | NS      | $1118782.72   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                        | Reinsurance Group of America Inc                                                                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       592 | NS      | $120862.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                   | Republic Services Inc                                                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       508 | NS      | $111262.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                                | Resideo Technologies Inc                                                                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       296 | NS      | $9978.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                              | Rhythm Pharmaceuticals Inc                                                                                 | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       452 | NS      | $39310.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                                               | Rigel Pharmaceuticals Inc                                                                                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       260 | NS      | $7030.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                                   | Rigetti Computing Inc                                                                                      | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |       219 | NS      | $3074.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                                         | RingCentral Inc                                                                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      2787 | NS      | $103648.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                                 | Rivers Enterprise Borrower LLC                                                                             | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14962.14     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                             | ROBLOX Corp                                                                                                | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      1843 | NS      | $104240.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                | TGNR Intermediate Holdings LLC                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34221.32     | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40429.76     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                          | Rocket Cos Inc                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25768.33     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                     | Rocket Software Inc 2023 USD Term Loan B                                                                   | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     18622 | PA      | $17828.25     | 0.01%             | 2028-11-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                     | Rocket Software Inc                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17999.85     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                 | Rockwell Automation Inc                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       324 | NS      | $116277.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                                                  | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $22403.70     | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                                                  | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45177.26     | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25582.20     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                         | Ross Stores Inc                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       759 | NS      | $164422.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5111.92      | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     40000 | PA      | $40399.64     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15147.86     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                                                         | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $22517.05     | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     27000 | PA      | $27222.66     | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                      | Royalty Pharma PLC                                                                                         | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19738.64     | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                              | Rubrik Inc                                                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      2048 | NS      | $100290.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                                        | Ryman Hospitality Properties Inc                                                                           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       356 | NS      | $32848.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                  | SCIH Salt Holdings Inc                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29657.80     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                  | SCIH Salt Holdings Inc                                                                                     | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19900.00     | 0.01%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.55     | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P 500 ETF Trust                                     | State Street SPDR S&P 500 ETF Trust                                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      1683 | NS      | $1094522.22   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P MidCap 400 ETF Trust                              | State Street SPDR S&P MidCap 400 ETF Trust                                                                 | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             | EC               | RF                | US        |       247 | NS      | $152339.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                                    | SPX Technologies Inc                                                                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        41 | NS      | $8197.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                 | SV RNO Property Owner 1 LLC                                                                                | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49424.63     | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                              | Sabra Health Care REIT Inc                                                                                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |       356 | NS      | $6845.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI                                                  | CONTRA SAGE THERAPEUTI                                                                                     | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | N/A              | DE               |  | US        |      2828 | NS      | $509.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Salesforce Inc                                                          | Salesforce Inc                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       579 | NS      | $108081.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                          | Salesforce Inc                                                                                             | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34940.23     | 0.02%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sally Beauty Holdings Inc                                               | Sally Beauty Holdings Inc                                                                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       713 | NS      | $9875.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                                         | Sandisk Corp/DE                                                                                            | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $163282.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                            | Sanmina Corp                                                                                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        92 | NS      | $11926.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                                          | ScanSource Inc                                                                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       204 | NS      | $7405.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                                 | SLB Ltd                                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1248 | NS      | $64134.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                 | Charles Schwab Corp/The                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1219 | NS      | $114561.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                                      | Mativ Holdings Inc                                                                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       820 | NS      | $7134.00      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21506.80     | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                 | Light & Wonder International Inc                                                                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35679.00     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                            | Scientific Games Holdings LP 2024 USD Term Loan B                                                          | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      9825 | PA      | $9666.92      | 0.00%             | 2029-04-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                           | EW Scripps Co/The                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43684.78     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                       | Seagate Data Storage Technology Pte Ltd                                                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     20000 | PA      | $20328.80     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                 | SEAGATE DATA STORAGE TECHNOLOG                                                                             | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000 | PA      | $8938.80      | 0.00%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp                                            | Select Medical Holdings Corp                                                                               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $7933.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                                    | GeneDx Holdings Corp                                                                                       | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $5394.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                            | Semtech Corp                                                                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |        99 | NS      | $7612.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                                                    | SEMrush Holdings Inc                                                                                       | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |       664 | NS      | $7928.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                                       | Seneca Foods Corp                                                                                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $15112.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                | Sensata Technologies Inc                                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37100.81     | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                       | Service Corp International/US                                                                              | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4613.11      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                          | ServiceNow Inc                                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       923 | NS      | $96499.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC                                                            | 7-Eleven Inc                                                                                               | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64142.57     | 0.03%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                            | 7-Eleven Inc                                                                                               | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6925.17      | 0.00%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                 | Sherwin-Williams Co/The                                                                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       346 | NS      | $110910.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                                    | Shore Bancshares Inc                                                                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411 | NS      | $7677.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                                | Silicon Laboratories Inc                                                                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        37 | NS      | $7701.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                             | Simmons First National Corp                                                                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       913 | NS      | $17757.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                | Simon Property Group Inc                                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      4344 | NS      | $810286.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                | Simply Good Foods Co/The                                                                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $3530.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                | Sinclair Television Group Inc                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55911.08     | 0.03%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | Sirius XM Radio LLC                                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4826.30      | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | Sirius XM Radio LLC                                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40856.34     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                       | SITE Centers Corp                                                                                          | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      2864 | NS      | $15465.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                | South Bow USA Infrastructure Holdings LLC                                                                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33212.62     | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SkyWest Inc                                                             | SkyWest Inc                                                                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       498 | NS      | $45731.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                                      | SmartFinancial Inc                                                                                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $4025.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                | Smyrna Ready Mix Concrete LLC                                                                              | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25780.00     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                           | Snowflake Inc                                                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       648 | NS      | $97731.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc                                         | Solstice Advanced Materials Inc                                                                            | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      2640 | NS      | $201062.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                | Solstice Advanced Materials Inc                                                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34511.48     | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sonos Inc                                                               | Sonos Inc                                                                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2910 | NS      | $38994.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                         | Southern Co/The                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1305 | NS      | $125958.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5151.75      | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                                            | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30050.72     | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co Gas Capital Corp                                                                               | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24638.53     | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Missouri Bancorp Inc                                           | Southern Missouri Bancorp Inc                                                                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $8248.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                                                       | Southern Power Co                                                                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9870.92      | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                       | Southern Power Co                                                                                          | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14506.46     | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                               | Spire Inc                                                                                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       101 | NS      | $9144.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28929.39     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                  | Spirit AeroSystems Inc                                                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40010.92     | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | Sprint Capital Corp                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44406.97     | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                | Standard Building Solutions Inc                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25012.93     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                | Standard Building Solutions Inc                                                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24718.89     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                | Standard Industries Inc/NY                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28276.95     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                | Standard Industries Inc/NY                                                                                 | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4481.83      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                       | State Street Corp                                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10715 | NS      | $1356090.40   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15058.20     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                                             | Sterling Infrastructure Inc                                                                                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       167 | NS      | $68014.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                                   | Stifel Financial Corp                                                                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1600 | NS      | $118272.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                                  | Stoke Therapeutics Inc                                                                                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      1081 | NS      | $35197.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                        | StoneX Group Inc                                                                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       642 | NS      | $51777.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                | Stonex Escrow Issuer LLC                                                                                   | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35371.95     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                            | Stryker Corp                                                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       329 | NS      | $108106.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                                     | Sun Communities Inc                                                                                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       857 | NS      | $107947.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                                       | Sun Country Airlines Holdings Inc                                                                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       793 | NS      | $13100.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                                      | SunCoke Energy Inc                                                                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1260 | NS      | $8202.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35152.50     | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                                                  | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9919.66      | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                                                  | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4923.53      | 0.00%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                            | Supernus Pharmaceuticals Inc                                                                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       728 | NS      | $37630.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                            | Sylvamo Corp                                                                                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       171 | NS      | $7223.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58110.90     | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                                               | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4780.41      | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                     | Synchrony Financial                                                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      1755 | NS      | $119375.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                         | TJX Cos Inc/The                                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1706 | NS      | $272448.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14907.15     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6817.10      | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9221.22      | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31981.06     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15103.88     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38539.29     | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14726.32     | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                                           | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24622.89     | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                                    | Tri Pointe Homes Inc                                                                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1005 | NS      | $46963.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                                    | TTM Technologies Inc                                                                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       637 | NS      | $62056.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                    | TTM Technologies Inc                                                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33612.57     | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAL Education Group                                                     | TAL Education Group                                                                                        | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |      4748 | NS      | $53984.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                 | Talen Energy Supply LLC                                                                                    | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34610.04     | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                 | Talen Energy Supply LLC                                                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35242.58     | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tanger Inc                                                              | Tanger Inc                                                                                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       237 | NS      | $8053.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                                  | Tango Therapeutics Inc                                                                                     | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1042 | NS      | $21798.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                            | Tapestry Inc                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       898 | NS      | $126716.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                            | Tapestry Inc                                                                                               | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7246.01      | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                            | Tapestry Inc                                                                                               | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21218.10     | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                            | Tapestry Inc                                                                                               | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24041.37     | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16973.14     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                             | Target Corp                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       969 | NS      | $117442.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | Targa Resources Corp                                                                                       | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14684.38     | 0.01%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                                               | Taylor Morrison Home Corp                                                                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       703 | NS      | $40942.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.83     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19771.23     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5004.38      | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                                                        | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17940.13     | 0.01%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Teladoc Health, Inc.                                                    | Teladoc Health, Inc.                                                                                       | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      6614 | NS      | $36046.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                                        | 10X Genomics Inc                                                                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      1922 | NS      | $40804.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                   | Tenet Healthcare Corp                                                                                      | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       495 | NS      | $93411.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40260.08     | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                                                      | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15177.69     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tennant Co                                                              | Tennant Co                                                                                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       117 | NS      | $7768.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                                           | Teradata Corp                                                                                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      3932 | NS      | $100777.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                              | Terex Corp                                                                                                 | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       129 | NS      | $7623.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                                              | Terex Corp                                                                                                 | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14778.09     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                              | Terex Corp                                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15097.77     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                               | Tesla Inc                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5205 | NS      | $1934958.75   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                                                             | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $25944.84     | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                                                             | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199354.92    | 0.10%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                                               | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14893.49     | 0.01%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Third Coast Bancshares Inc                                              | Third Coast Bancshares Inc                                                                                 | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       183 | NS      | $6922.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                   | 3M Co                                                                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       763 | NS      | $110810.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group Inc                                                | Cloud Software Group Inc 2025 Term Loan B (2032)                                                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1509 | PA      | $1372.88      | 0.00%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                  | Cloud Software Group Inc                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19511.41     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                | Time Warner Cable Enterprises LLC                                                                          | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $80391.69     | 0.04%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                       | Toll Brothers Inc                                                                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       792 | NS      | $108084.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                  | Toll Brothers Finance Corp                                                                                 | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19914.22     | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                  | Toll Brothers Finance Corp                                                                                 | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22372.97     | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Towne Bank/Portsmouth VA                                                | Towne Bank/Portsmouth VA                                                                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       212 | NS      | $7138.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                 | Transcontinental Gas Pipe Line Co LLC                                                                      | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19823.45     | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20492.96     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15482.34     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10198.70     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29983.16     | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                              | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5055.16      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25327.63     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                   | Transocean Aquila Ltd                                                                                      | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3077 | PA      | $3149.11      | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5342.50      | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $28812.24     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     31500 | PA      | $32766.08     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20975.96     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                   | Travelers Cos Inc/The                                                                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       431 | NS      | $125714.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                                | Travere Therapeutics Inc                                                                                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1222 | NS      | $36305.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                                     | TREEHOUSE FOODS INC 2026 TERM LOAN B                                                                       | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |     10000 | PA      | $9955.00      | 0.00%             | 2033-02-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38167.10     | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp                                                          | Trustmark Corp                                                                                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       695 | NS      | $29287.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc                                                                 | UKG Inc 2024 Term Loan B                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      4925 | PA      | $4696.89      | 0.00%             | 2031-02-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Tulare CA                                                     | TULARE CNTY CA PENSN OBLG                                                                                  | CUSIP: 899154BG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23847.27     | 0.01%             | 2037-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                                       | Tutor Perini Corp                                                                                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       609 | NS      | $47008.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                                         | Tyson Foods Inc                                                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       951 | NS      | $60930.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                               | Udemy Inc                                                                                                  | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      3418 | NS      | $15791.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                                      | UFP Industries Inc                                                                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       486 | NS      | $44770.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                                 | UKG Inc                                                                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29319.46     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5173.84      | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19911.08     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                              | US Bancorp                                                                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2454 | NS      | $127632.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                   | Uber Technologies Inc                                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1558 | NS      | $112066.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                                            | Ubiquiti Inc                                                                                               | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |       157 | NS      | $124075.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                         | Ulta Beauty Inc                                                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       182 | NS      | $95133.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                      | Union Pacific Corp                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       462 | NS      | $112090.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                                     | United Airlines Inc                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24528.10     | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United Community Banks Inc/GA                                           | United Community Banks Inc/GA                                                                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       255 | NS      | $8029.95      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                            | United Airlines Holdings Inc                                                                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1210 | NS      | $111404.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc                                                                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       281 | NS      | $12661.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                               | United Parcel Service Inc                                                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1199 | NS      | $117957.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                                                           | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20251.74     | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                                                 | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50143.33     | 0.03%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1790000 | PA      | $1368790.63   | 0.69%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $78363.28     | 0.04%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $233712.50    | 0.12%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $266531.25    | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $216347.66    | 0.11%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $62416.41     | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $80257.81     | 0.04%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                        | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $748001.96    | 0.38%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                        | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $949908.75    | 0.48%             | 2026-09-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $603951.56    | 0.30%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                        | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $450777.73    | 0.23%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $95261.72     | 0.05%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $696992.58    | 0.35%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                  | UnitedHealth Group Inc                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       409 | NS      | $110671.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                                        | Universal Insurance Holdings Inc                                                                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       422 | NS      | $14415.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                                           | Universal Health Services Inc                                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       580 | NS      | $103802.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                | Univision Communications Inc                                                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20612.30     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univest Financial Corp.                                                 | Univest Financial Corp.                                                                                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       292 | NS      | $10003.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                              | Unum Group                                                                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1586 | NS      | $115825.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                              | Upwork Inc                                                                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      3286 | NS      | $36014.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                                    | Urban Outfitters Inc                                                                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       179 | NS      | $11339.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                   | Urban Edge Properties                                                                                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       397 | NS      | $7932.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                                      | Valero Energy Corp                                                                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       730 | NS      | $180368.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                                 | Valley National Bancorp                                                                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       669 | NS      | $8215.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                                      | Varex Imaging Corp                                                                                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       659 | NS      | $6991.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                                 | V2X Inc                                                                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $16851.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                       | Veeva Systems Inc                                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      5688 | NS      | $999154.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5496.02      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5603.89      | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10424.44     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26478.80     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57278.03     | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36399.14     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21625.89     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21479.76     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24901.15     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                            | Veralto Corp                                                                                               | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1119 | NS      | $98941.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                                     | Veritiv Corporation Term Loan B                                                                            | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     16957 | PA      | $16441.32     | 0.01%             | 2030-12-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                    | Veritiv Operating Co                                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5196.24      | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                            | VeriSign Inc                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       481 | NS      | $119461.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                              | Verizon Communications Inc                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2291 | NS      | $115008.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                                                 | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     33000 | PA      | $21988.79     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                                                 | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24690.95     | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                                                 | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9726.73      | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                    | Verisk Analytics Inc                                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       534 | NS      | $101326.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                              | Vertex Pharmaceuticals Inc                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       265 | NS      | $118333.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                | Vertiv Group Corp                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75827.82     | 0.04%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                      | Vertiv Holdings Co                                                                                         | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      3485 | NS      | $873271.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                                      | Vertiv Holdings Co                                                                                         | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29171.02     | 0.01%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                      | Vertiv Holdings Co                                                                                         | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4806.21      | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19764.16     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                     | Viavi Solutions Inc                                                                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       519 | NS      | $17272.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |     12000 | PA      | $11908.63     | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $32805.00     | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     28000 | PA      | $27210.55     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                                                         | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     34000 | PA      | $34312.58     | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                                                         | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      5000 | PA      | $4963.64      | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                     | VICI Properties Inc                                                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     12128 | NS      | $331336.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                              | Vicor Corp                                                                                                 | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       151 | NS      | $24311.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                                  | Victoria's Secret & Co                                                                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       806 | NS      | $37366.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                      | Viking Cruises Ltd                                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10018.39     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                      | Viking Cruises Ltd                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26373.63     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | Expand Energy Corp                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55038.66     | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                | Viper Energy Partners LLC                                                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17988.12     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                | Viper Energy Partners LLC                                                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31242.11     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                                             | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32955.07     | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                                             | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34243.35     | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                                             | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29243.79     | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                                     | Virtu Financial Inc                                                                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      2855 | NS      | $125562.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                          | Virtus Investment Partners Inc                                                                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       117 | NS      | $15718.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                                            | Visteon Corp                                                                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       430 | NS      | $39177.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                             | Vistra Corp                                                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       739 | NS      | $111093.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15159.00     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.82     | 0.01%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26534.20     | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9964.71      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40624.85     | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26187.04     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22850.27     | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25873.68     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34950.88     | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30180.39     | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9711.21      | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                        | WFRBS Commercial Mortgage Trust 2012-C10                                                                   | CUSIP: 92890NAY5<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $15254.82     | 0.01%             | 2045-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                                     | WSFS Financial Corp                                                                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       138 | NS      | $9033.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                        | WFRBS Commercial Mortgage Trust 2011-C3                                                                    | CUSIP: 92935VAS7<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      8560 | PA      | $3081.51      | 0.00%             | 2044-03-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                    | WEC Energy Group Inc                                                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1012 | NS      | $117159.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                             | Walmart Inc                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3280 | NS      | $407638.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                                | WaFd Inc                                                                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $7190.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                   | Waste Connections Inc                                                                                      | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19595.02     | 0.01%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                       | Waste Pro USA Inc                                                                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20225.02     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                                | Watco Cos LLC / Watco Finance Corp                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41080.60     | 0.02%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies Inc                                            | Watts Water Technologies Inc                                                                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       191 | NS      | $55445.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                             | Wayfair LLC                                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25519.60     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                             | Wayfair LLC                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30227.76     | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp                                                    | Waystar Holding Corp                                                                                       | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |       298 | NS      | $7184.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     11000 | PA      | $11209.36     | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35761.92     | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weave Communications Inc                                                | Weave Communications Inc                                                                                   | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $6930.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                | Weekley Homes LLC / Weekley Finance Corp                                                                   | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19366.59     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                | Weekley Homes LLC / Weekley Finance Corp                                                                   | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33521.14     | 0.02%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                        | Wells Fargo & Co                                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1814 | NS      | $144412.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2015-LC20                                                            | CUSIP: 94989EAL1<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |     12783 | PA      | $12494.99     | 0.01%             | 2050-04-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                            | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $80028.70     | 0.04%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2017-C39                                                             | CUSIP: 95000XAK3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $37489.73     | 0.02%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2017-RC1                                                             | CUSIP: 95001FAZ8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     28000 | PA      | $27676.19     | 0.01%             | 2060-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2019-C49                                                             | CUSIP: 95001WBF4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $45748.01     | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2019-C50                                                             | CUSIP: 95001XBD7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47411.07     | 0.02%             | 2052-05-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2020-C57                                                             | CUSIP: 95002XBG9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $40167.64     | 0.02%             | 2053-08-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5089.55      | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25588.25     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40750.48     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                     | Westamerica BanCorp                                                                                        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       174 | NS      | $9074.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                                                                       | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $26900.51     | 0.01%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                                                                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     23000 | PA      | $17041.14     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                        | WestRock MWV LLC                                                                                           | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22417.75     | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                        | WestRock MWV LLC                                                                                           | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1133.21      | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                    | Williams Cos Inc/The                                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1941 | NS      | $141265.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30658.56     | 0.02%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                             | Workday Inc                                                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       774 | NS      | $100558.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                             | Workiva Inc                                                                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       119 | NS      | $7095.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                                       | World Kinect Corp                                                                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       316 | NS      | $7290.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                             | Worthington Enterprises Inc                                                                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       159 | NS      | $8290.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                        | WULF Compute LLC                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31700.40     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                               | Wyeth LLC                                                                                                  | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8480.22      | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                       | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36688.58     | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                  | XHR LP                                                                                                     | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     10000 | PA      | $10096.05     | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                         | Xcel Energy Inc                                                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1419 | NS      | $112725.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                              | Xenia Hotels & Resorts Inc                                                                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       518 | NS      | $7681.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                 | Glencore Finance Canada Ltd                                                                                | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7098.05      | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                        | Zions Bancorp NA                                                                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2101 | NS      | $121059.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                              | Zoetis Inc                                                                                                 | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77205.57     | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                              | Zoetis Inc                                                                                                 | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36698.83     | 0.02%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                                 | Zoom Communications Inc                                                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1510 | NS      | $121388.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                                           | Zymeworks Inc                                                                                              | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |       505 | NS      | $12645.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                      | Long: 99QY019V1 TRS USD R E EEC AB SEDOL B12LR51 / Short: 99QY019V1 TRS USD P V 00MSOFR SOFRRATE+1 PERCENT | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    114940 | OU      | $-3693.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | Long: 99QY019X7 TRS USD R E RJHI AB B12LZH9 / Short: 99QY019X7 TRS USD P V 00MSOFR SOFRRATE+1 PERCENT      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    128450 | OU      | $4068.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | Long: 33985989  TRS USD R E RECIVE EQUITY / Short: 33985989  TRS USD P V 00MSOFR PAY SOFR                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     40892 | OU      | $479.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | Long: 33991987  TRS USD R E RECIVE EQUITY / Short: 33991987  TRS USD P V 00MSOFR PAY SOFR                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     40892 | OU      | $479.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                | Unipol Assicurazioni SpA                                                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      2583 | NS      | $60466.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                         | ASML Holding NV                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       742 | NS      | $982138.76    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                      | Vodafone Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    169466 | NS      | $256955.37    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                            | UBS Group AG                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     10835 | NS      | $421416.61    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                        | ArcelorMittal SA                                                                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      1491 | NS      | $77683.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                                            | HDFC Asset Management Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      3388 | NS      | $81848.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                              | National Bank of Greece SA                                                                                 | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      5142 | NS      | $79696.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                              | Boliden AB                                                                                                 | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1233 | NS      | $65449.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APR Corp/Korea                                                          | APR Corp/Korea                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       334 | NS      | $74826.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                       | Galderma Group AG                                                                                          | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       959 | NS      | $185912.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                                  | Contemporary Amperex Technology Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       500 | NS      | $39504.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                             | Aena SME SA                                                                                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      2536 | NS      | $75510.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                       | InterContinental Hotels Group PLC                                                                          | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       600 | NS      | $79021.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                        | Roche Holding AG                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       368 | NS      | $145310.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | S+P500 EMINI FUT JUN26                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -13 | NC      | $119897.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                  | MSCI EMGMKT JUN26                                                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -5 | NC      | $10890.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                  | MSCI EAFE JUN26                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        11 | NC      | $-17182.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                             | E-MINI RUSS 2000 JUN26                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -16 | NC      | $6842.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                          | TOPIX INDX FUTR JUN26                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         9 | NC      | $-56118.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-7544.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $-16074.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -22 | NC      | $38125.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        24 | NC      | $-37907.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $-19721.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $16425.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd                                                     | Larsen & Toubro Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |      3083 | NS      | $114984.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                                | Bank Central Asia Tbk PT                                                                                   | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    158800 | NS      | $60754.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                          | ACS Actividades de Construccion y Servicios SA                                                             | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      2435 | NS      | $301313.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                                    | UltraTech Cement Ltd                                                                                       | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |       715 | NS      | $81963.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                   | Emaar Properties PJSC                                                                                      | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     23177 | NS      | $74833.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd                                                                | NTPC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     42349 | NS      | $168739.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                | Itau Unibanco Holding SA                                                                                   | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     25832 | NS      | $216835.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                               | Bunzl PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       939 | NS      | $28132.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                | Engie SA                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      7715 | NS      | $248733.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                            | Leonardo SpA                                                                                               | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       609 | NS      | $40905.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                   | Daiichi Sankyo Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     11100 | NS      | $195698.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                               | Bandai Namco Holdings Inc                                                                                  | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      9100 | NS      | $224774.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                | Ipsen SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       849 | NS      | $159214.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                               | Avolta AG                                                                                                  | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       684 | NS      | $41030.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                              | Inpex Corp                                                                                                 | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     12400 | NS      | $363838.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                         | Norsk Hydro ASA                                                                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      6880 | NS      | $72951.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                    | Schindler Holding AG                                                                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       527 | NS      | $173552.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                                       | Bank of China Ltd                                                                                          | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    377000 | NS      | $242664.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                        | TotalEnergies SE                                                                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      6340 | NS      | $585392.87    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Hotels Co Ltd/The                                                | Indian Hotels Co Ltd/The                                                                                   | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |      9438 | NS      | $57249.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                                   | Yangzijiang Shipbuilding Holdings Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     76600 | NS      | $227615.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                        | Smiths Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      2720 | NS      | $82845.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                    | Banco de Sabadell SA                                                                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     16973 | NS      | $61023.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                | Vinci SA                                                                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2538 | NS      | $380109.86    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP                  | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                                                     | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |      5990 | NS      | $183003.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                                            | 3i Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      5397 | NS      | $176843.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                          | Air Liquide SA                                                                                             | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       901 | NS      | $185606.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                            | CaixaBank SA                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      2733 | NS      | $32791.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                                    | China Pacific Insurance Group Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     31400 | NS      | $129026.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                  | KB Financial Group Inc                                                                                     | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      1904 | NS      | $178129.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                             | Pandora A/S                                                                                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1228 | NS      | $86248.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                                | China Hongqiao Group Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     20500 | NS      | $93393.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                            | Glencore PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     25152 | NS      | $191658.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                            | International Consolidated Airlines Group SA                                                               | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |     41394 | NS      | $197834.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                  | Otsuka Holdings Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $162349.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                                                     | Bizlink Holding Inc                                                                                        | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      2000 | NS      | $112062.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                              | Dai-ichi Life Holdings Inc                                                                                 | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      2700 | NS      | $24672.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                      | SITC International Holdings Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     28000 | NS      | $123611.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                      | ENEOS Holdings Inc                                                                                         | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     23600 | NS      | $210603.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                        | Powszechny Zaklad Ubezpieczen SA                                                                           | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      5754 | NS      | $100946.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                            | Nexon Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      2000 | NS      | $37695.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                                        | Raia Drogasil SA                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     14400 | NS      | $65413.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                               | Talanx AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      1072 | NS      | $130461.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                        | Coca-Cola HBC AG                                                                                           | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      3194 | NS      | $181064.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                           | Koninklijke Ahold Delhaize NV                                                                              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      5900 | NS      | $275434.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                       | Compass Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      6850 | NS      | $190318.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                           | AIB Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     14700 | NS      | $156348.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                              | BioMerieux                                                                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       334 | NS      | $35568.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                                      | WuXi AppTec Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      7376 | NS      | $111542.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                               | Prosus NV                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      6233 | NS      | $284929.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                               | Alibaba Group Holding Ltd                                                                                  | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     21700 | NS      | $341612.68    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                               | Tesco PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      3659 | NS      | $23071.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                            | WH Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    238000 | NS      | $313608.98    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                       | NatWest Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     43436 | NS      | $322297.47    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                    | Kioxia Holdings Corp                                                                                       | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      2500 | NS      | $317815.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                             | Informa PLC                                                                                                | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      4791 | NS      | $47762.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                    | Tencent Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      8506 | NS      | $536999.97    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                             | Investor AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      9917 | NS      | $375404.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                                           | TIM SA/Brazil                                                                                              | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |     26300 | NS      | $139424.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                 | GSK PLC                                                                                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     11906 | NS      | $326520.44    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                             | NN Group NV                                                                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      4111 | NS      | $321567.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                        | Novo Nordisk A/S                                                                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4830 | NS      | $177981.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                               | Shell PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       763 | NS      | $35629.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                 | Recruit Holdings Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      4400 | NS      | $190348.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                                                   | Anglogold Ashanti Plc                                                                                      | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      1431 | NS      | $143580.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                          | ICICI Bank Ltd                                                                                             | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     14235 | NS      | $186223.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                             | Reckitt Benckiser Group PLC                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3553 | NS      | $241116.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                                              | Embraer SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      2600 | NS      | $38624.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                                               | CK Hutchison Holdings Ltd                                                                                  | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      7000 | NS      | $53797.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                           | UniCredit SpA                                                                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      4637 | NS      | $334130.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                    | Ryanair Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      7424 | NS      | $210325.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aditya Birla Capital Ltd                                                | Aditya Birla Capital Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5299009K0PUXVSIRL787 | Long             | EC               | CORP              | IN        |     33547 | NS      | $108781.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                               | Bausch & Lomb Corporation 2025 Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     23510 | PA      | $23539.34     | 0.01%             | 2031-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                             | Bausch Health Companies Inc 2025 Term Loan B                                                               | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     14888 | PA      | $14343.18     | 0.01%             | 2030-10-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                          | Constellium SE                                                                                             | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      1800 | NS      | $44244.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                              | Adient PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       736 | NS      | $14874.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                            | Alkermes PLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1453 | NS      | $51378.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                            | Allegion plc                                                                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       778 | NS      | $113035.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                                           | Ambarella Inc                                                                                              | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |       781 | NS      | $40201.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                               | Axis Capital Holdings Ltd                                                                                  | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      3087 | NS      | $313052.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                              | Axalta Coating Systems Ltd                                                                                 | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      4126 | NS      | $114290.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                                    | Bank of NT Butterfield & Son Ltd/The                                                                       | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       466 | NS      | $24455.68     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Cimpress PLC                                                            | Cimpress PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       104 | NS      | $7592.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                      | Credo Technology Group Holding Ltd                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       711 | NS      | $66741.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                                                 | Cushman & Wakefield Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6371 | NS      | $78108.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                                                | Dole PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      1554 | NS      | $22206.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                                        | Essent Group Ltd                                                                                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       134 | NS      | $7830.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                                       | Everest Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       352 | NS      | $115051.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                | Fabrinet                                                                                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        22 | NS      | $11473.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                                          | Fidelis Insurance Holdings Ltd                                                                             | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |       460 | NS      | $8790.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco Sarl                                                  | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     23253 | PA      | $22775.10     | 0.01%             | 2032-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GigaCloud Technology Inc                                                | GigaCloud Technology Inc                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       256 | NS      | $11617.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                                            | Hamilton Insurance Group Ltd                                                                               | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      1383 | NS      | $41254.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                               | Janus Henderson Group PLC                                                                                  | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      2280 | NS      | $117123.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                                       | IBEX Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |       304 | NS      | $8153.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                                                  | Brightstar Lottery PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      2134 | NS      | $27187.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                                           | Weatherford International PLC                                                                              | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      1290 | NS      | $122008.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                             | Invesco Ltd                                                                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      4945 | NS      | $120114.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                               | Linde PLC                                                                                                  | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       273 | NS      | $135342.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                            | LivaNova PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       478 | NS      | $30381.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                           | Medtronic PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1289 | NS      | $111691.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                                  | National Energy Services Reunited Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       948 | NS      | $20353.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                                       | Joby Aviation Inc                                                                                          | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Long             | EC               | CORP              | US        |      2571 | NS      | $21236.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                                            | Novocure Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      3007 | NS      | $32776.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                          | NU Holdings Ltd/Cayman Islands                                                                             | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      5149 | NS      | $73991.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                                   | Pagseguro Digital Ltd                                                                                      | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |      4062 | NS      | $40701.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                              | RenaissanceRe Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       440 | NS      | $130781.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                             | Pentair PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1270 | NS      | $110629.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                                           | Sapiens International Corp NV                                                                              | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |       174 | NS      | $7569.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                         | SiriusPoint Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |       929 | NS      | $20010.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                                             | StoneCo Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |      2079 | NS      | $29355.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                          | TechnipFMC PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     15429 | NS      | $1066606.77   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                                         | Teekay Corp Ltd                                                                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      2308 | NS      | $28180.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                                      | Teekay Tankers Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |       573 | NS      | $42012.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                  | Trane Technologies PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       298 | NS      | $124188.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                                     | Viking Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |      1698 | NS      | $124769.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                               | Chubb Ltd                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       378 | NS      | $123201.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                              | Garmin Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       594 | NS      | $137813.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                                          | Transocean Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |      8284 | NS      | $54922.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco Sarl                                                      | Connect Finco Sarl 2024 Extended Term Loan B                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      9738 | PA      | $9741.46      | 0.00%             | 2029-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America Inc                                      | Klockner-Pentaplast of America Inc 2025 PIK DIP New Money Term Loan                                        | CUSIP: 000000000<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      4623 | PA      | $4160.58      | 0.00%             | 2026-08-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America Inc                                      | Klockner-Pentaplast of America Inc 2025 PIK DIP Roll-Up Term Loan                                          | CUSIP: 000000000<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      6956 | PA      | $6260.81      | 0.00%             | 2026-08-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                   | Spotify Technology SA                                                                                      | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       968 | NS      | $469392.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                                      | AerCap Holdings NV                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      1100 | NS      | $150898.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA, Class E                  | Banco Latinoamericano de Comercio Exterior SA                                                              | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       286 | NS      | $14608.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                                        | DHT Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |       584 | NS      | $10669.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                                          | Dorian LPG Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       299 | NS      | $10225.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                                     | Scorpio Tankers Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       610 | NS      | $45542.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-21

**Name of Applicant:** SEASONS SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer