# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-010307
**Filing Date:** 2026-2
**Character Count:** 1142257
**Document Hash:** ae1848e71ad2fd13ec5d88b6d5e1170e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010307.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010307

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26605209

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP BlackRock Global Allocation Fund (Series ID: S000065355)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000211424 | Standard Class |  |
| C000211425 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP BlackRock Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000065355

- **c. LEI of Series:** 5493001AWC45RK50G262

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3236362906.59

**Total Liabilities:** $1108643828.38

**Net Assets:** $2127719078.21

**Amount of Assets Invested in Other Investment Companies:** $65447023.45

**Delayed Delivery Securities:** $1748749.43

**Cash Not Reported:** $39754542.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -329.19000000 | **1-Year:** -4060.29000000 | **5-Year:** -16963.10000000 | **10-Year:** -9552.03000000 | **30-Year:** -3344.57000000

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

- **3-Month:** -1547.00000000 | **1-Year:** -21388.18000000 | **5-Year:** -50937.41000000 | **10-Year:** -12086.69000000 | **30-Year:** -4743.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211424 | 1.50%                | 0.38%                | 1.14%                |
| Class ID C000211425 | 1.47%                | 0.36%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12549989.50             | $13435720.15                               |
| Month 2  | $17126200.28             | $-12617571.57                              |
| Month 3  | $18030537.82             | $947250.89                                 |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% FTSE World (Ex US) Idx, 24% BBgBarc US Treasury Bills Idx, 16% FTSE Non-US Dollar World Government Bond Idx

- **Index Identifier:** 36% SPX, 24% FTWIWXUS, 24% LUATTRUU, 16% SBNUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES ANDES SA                                            | AES Andes SA                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $209278.00    | 0.01%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197463.80    | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                                                                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       10929 | NS      | $104044.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      595000 | PA      | $528763.71    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                     | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      579000 | PA      | $607146.35    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                     | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      417000 | PA      | $425131.50    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                     | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110474.06    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2025-CRE10 Ltd                                                                                                 | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $789260.01    | 0.04%             | 2029-12-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                                                                   | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98090.04     | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                             | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       52000 | PA      | $69391.86     | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                     | Abbott Laboratories                                                                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       38500 | NS      | $4823665.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       20311 | NS      | $4640860.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                             | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86470.26     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13479.71     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101000.40    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                  | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $148229.58    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                  | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103010.80    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $102767.73    | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                               | Adobe Inc                                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        9899 | NS      | $3464551.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100529.50    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                              | Advanced Micro Devices Inc                                                                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       19295 | NS      | $4132217.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                     | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $261919.00    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2025-X2                                                                            | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      857451 | PA      | $858267.79    | 0.04%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2025-X2                                                                            | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128000 | PA      | $128212.10    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                          | AGL Core CLO 31 Ltd                                                                                                  | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751787.25    | 0.04%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                  | Air Canada 2020-1 Class C Pass Through Trust                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      664000 | PA      | $682393.73    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Airbnb Inc                                              | Airbnb Inc                                                                                                           | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       14791 | NS      | $2007434.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       10249 | NS      | $2531707.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                 | Akamai Technologies Inc                                                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        6355 | NS      | $554473.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                      | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1099613 | PA      | $984034.91    | 0.05%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                      | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      208229 | PA      | $161042.46    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                      | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137618 | PA      | $93988.76     | 0.00%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                          | Albemarle Corp                                                                                                       | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        4832 | NS      | $683438.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132784.06    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                 | British Land Co PLC/The                                                                                              | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |       36761 | NS      | $199479.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $154483.25    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                  | Algoma Steel Group Inc                                                                                               | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       67032 | NS      | $274831.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                            | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        9563 | NS      | $1401744.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                            | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $760970.00    | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                            | Alimentation Couche-Tard Inc                                                                                         | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       18703 | NS      | $1021439.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      180000 | PA      | $190165.86    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196709.40    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Holdings Inc                           | Alliance Laundry Holdings Inc                                                                                        | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25113 | NS      | $511049.55    | 0.02%             |  |  |  | No            |                  1 | 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        |      100000 | PA      | $103747.54    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                       | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      172000 | PA      | $177278.13    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | 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        |      200000 | PA      | $207373.80    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $296895.75    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                     | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      493621 | PA      | $495867.43    | 0.02%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14543000 | PA      | $13443753.67  | 0.63%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      156736 | NS      | $49183756.80  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                                                                              | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1680278 | PA      | $1578755.60   | 0.07%             | 2030-02-01      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       54547 | NS      | $3145180.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      161354 | NS      | $37243730.28  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                                                            | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      545490 | PA      | $546340.96    | 0.03%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                             | Ameren Corp                                                                                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1493 | NS      | $149090.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                                                                | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209178.40    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                  | American Airlines 2025-1 Class B Pass Through Trust                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221000 | PA      | $222742.81    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101845.86    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                                                          | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100107.60    | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                     | American Express Co                                                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        5818 | NS      | $2152369.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                                                                      | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      346275 | NS      | $7969539.66   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       46249 | NS      | $2621887.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                         | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $207350.31    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                     | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       86000 | PA      | $88443.43     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                           | Amphenol Corp                                                                                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       14305 | NS      | $1933177.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                      | Analog Devices Inc                                                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         559 | NS      | $151600.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                                                       | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      208000 | PA      | $199172.85    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                                                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       41674 | NS      | $6032728.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      162761 | NS      | $44248205.46  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                           | AppLovin Corp                                                                                                        | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        2441 | NS      | $1644794.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                  | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      220000 | PA      | $215816.23    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust             | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                                 | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224482 | PA      | $185087.47    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75568.79     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115954.25    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                      | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     2125000 | PA      | $1941718.75   | 0.09%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                          | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $192296.62    | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $209670.96    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                      | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     1099983 | PA      | $1193061.19   | 0.06%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       97600 | PA      | $82960.00     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                            | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         186 | NS      | $156416.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      203000 | PA      | $219066.03    | 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        |        6775 | NS      | $887728.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                               | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      214000 | PA      | $235518.34    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      126000 | PA      | $124209.87    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                     | Ascendis Pharma A/S                                                                                                  | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |         789 | NS      | $168246.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                               | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100262.30    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | 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        |      248000 | PA      | $248197.21    | 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        |       14031 | NS      | $589164.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      331000 | PA      | $308076.99    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2025-ATRM                                                                               | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $200180.02    | 0.01%             | 2042-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       12912 | NS      | $3822081.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                           | Automatic Data Processing Inc                                                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        4632 | NS      | $1191489.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                          | AutoNation Inc                                                                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         774 | NS      | $159815.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                            | AutoZone Inc                                                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         117 | NS      | $396805.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Inc                                               | Avaya Inc 2023 Exit Term Loan                                                                                        | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |        3884 | PA      | $3473.07      | 0.00%             | 2028-08-01      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                     | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         121 | NS      | $1774.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                           | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17706.54     | 0.00%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                 | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $206519.27    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axsome Therapeutics Inc                                 | Axsome Therapeutics Inc                                                                                              | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        1441 | NS      | $263184.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $105591.90    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                                                                  | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $639257.19    | 0.03%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2025-ASHF                                                                                                | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968000 | PA      | $971466.12    | 0.05%             | 2042-02-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                       | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188000 | PA      | $167671.69    | 0.01%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                        | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282000 | PA      | $282351.82    | 0.01%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ROIC                                                                                                   | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      569778 | PA      | $566221.28    | 0.03%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                                                        | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487544 | PA      | $444614.92    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                   | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317000 | PA      | $301756.23    | 0.01%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                   | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1319000 | PA      | $1216937.49   | 0.06%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                               | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100708 | PA      | $93355.34     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                                | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80054 | PA      | $79653.95     | 0.00%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                                | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1134729 | PA      | $1129055.06   | 0.05%             | 2038-10-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL5                                                                                | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      477167 | PA      | $477438.31    | 0.02%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                                                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550284 | PA      | $549609.04    | 0.03%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                               | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355322 | PA      | $355322.04    | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX TRUST 2024 VLT4                                                                                                   | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      308000 | PA      | $307232.80    | 0.01%             | 2041-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-VLT4                                                                                                   | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      771000 | PA      | $774129.33    | 0.04%             | 2041-06-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-LIFE                                                                                                   | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $147259.42    | 0.01%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                            | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102788.78    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 14 Ltd                                                                                                 | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2505625.00   | 0.12%             | 2037-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                                                                 | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      391106 | PA      | $385196.00    | 0.02%             | 2028-10-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                            | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $210000.00    | 0.01%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                           | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $205780.86    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      315960 | NS      | $17377800.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                 | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53832.42     | 0.00%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                     | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50669.04     | 0.00%             | 2030-03-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The                                                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        4880 | NS      | $359915.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                                                               | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      165000 | PA      | $173415.00    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                     | Barrick Mining Corp                                                                                                  | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       29058 | NS      | $1265802.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                          | Prudential PLC                                                                                                       | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       51066 | NS      | $785552.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      417000 | PA      | $435243.75    | 0.02%             | 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        |        3804 | NS      | $306416.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                | BAY 2025-LIVN Mortgage Trust                                                                                         | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $190659.89    | 0.01%             | 2035-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                                                           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $174883.88    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2006-3                                                                                | CUSIP: 07324NAC7<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |        7075 | PA      | $6847.77      | 0.00%             | 2036-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2005-3                                                                                | CUSIP: 07324SCJ9<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |        7963 | PA      | $8711.08      | 0.00%             | 2035-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| St James's Place PLC                                    | St James's Place PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |       23376 | NS      | $434195.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3598000 | PA      | $3801269.44   | 0.18%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                                                           | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $128966.63    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                  | BP PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       78407 | NS      | $457266.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                    | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6097760 | PA      | $284735.52    | 0.01%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                  | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $207329.96    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                  | Berkshire Hathaway Inc                                                                                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        3463 | NS      | $1740676.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                                                                                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       32611 | NS      | $2182654.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                              | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      888000 | PA      | $910049.04    | 0.04%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS Commercial Mortgage Trust 2025-ATLS                                                                             | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $451126.35    | 0.02%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bilibili Inc                                            | Bilibili Inc                                                                                                         | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |        6592 | NS      | $162097.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                                                                                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       49258 | NS      | $10694896.96  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $133206.00    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      328000 | PA      | $327036.27    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         848 | NS      | $4541319.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                                                                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       99265 | NS      | $9464917.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      270000 | PA      | $263786.67    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                   | Bracelet Holdings Inc                                                                                                | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1144505.70   | 0.05%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                   | Breakwater Energy Holdings Sarl                                                                                      | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $261788.75    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co                                                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       24282 | NS      | $1309771.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      331000 | PA      | $319773.01    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       66667 | NS      | $23073448.70  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100057.10    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      177000 | PA      | $164867.36    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                  | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      118000 | PA      | $123870.62    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144750.47    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                   | Burlington Stores Inc                                                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        1672 | NS      | $482957.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                                                               | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1006534 | PA      | $1008727.89   | 0.05%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MDHS                                                                               | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238914 | PA      | $239284.97    | 0.01%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CAE Inc                                                 | CAE Inc                                                                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        6554 | NS      | $199310.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $282453.56    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      306000 | PA      | $267859.72    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | 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        |      135000 | PA      | $123382.19    | 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: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $304123.74    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                         | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102048.76    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2017-CD6 Mortgage Trust                                                                                           | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33602 | PA      | $32208.94     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97944.68     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                 | CGI Inc                                                                                                              | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        4487 | NS      | $414456.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      281000 | PA      | $250338.80    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                     | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       78000 | PA      | $73257.03     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2014-III Ltd                                                                                            | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $949901.20    | 0.04%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-V Ltd                                                                                              | CUSIP: 12565EAJ0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $700853.30    | 0.03%             | 2038-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                        | CPV Fairview LLC 2025 Term Loan                                                                                      | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      533662 | PA      | $535498.30    | 0.03%             | 2031-08-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $342967.60    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $159133.06    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      363000 | PA      | $269689.91    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2016-C5 Commercial Mortgage Trust                                                                              | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       11417 | PA      | $11327.50     | 0.00%             | 2048-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-LION                                                                                                       | CUSIP: 12660TAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      802080 | PA      | $791483.40    | 0.04%             | 2027-02-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc                                          | CVR Energy Inc Term Loan B                                                                                           | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |      356908 | PA      | $357203.92    | 0.02%             | 2027-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104904.81    | 0.00%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                              | Cadence Design Systems Inc                                                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        2672 | NS      | $835213.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                          | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1014130 | PA      | $1003989.05   | 0.05%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       10015 | NS      | $234250.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                            | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207131.39    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                            | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      266000 | PA      | $278230.88    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                            | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      396000 | PA      | $390079.13    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78704.24     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                                                          | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       68930 | NS      | $6306405.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                                                          | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        1783 | NS      | $163263.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                              | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5194000 | PA      | $3761189.38   | 0.18%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                            | Canadian National Railway Co                                                                                         | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       11400 | NS      | $1127499.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                                                                           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       46496 | NS      | $11268770.56  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                     | Cardinal Health Inc                                                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         551 | NS      | $113230.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                                                                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       10320 | NS      | $545308.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                              | Carvana Co                                                                                                           | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        2279 | NS      | $961783.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      178000 | PA      | $187554.44    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99475.33     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                            | Centene Corp                                                                                                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        7399 | NS      | $304468.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                         | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      800000 | PA      | $795289.90    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                      | Cenovus Energy Inc                                                                                                   | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       42978 | NS      | $727076.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                 | Century Communities Inc                                                                                              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        6492 | NS      | $385300.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSP Mortgage Trust                                     | CFSP 2024-AHP1 Mortgage Trust                                                                                        | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      633369 | PA      | $618258.52    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      123000 | PA      | $118760.44    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                              | Charter Communications Inc                                                                                           | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        4650 | NS      | $970687.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                      | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30147.82     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      198000 | PA      | $179037.30    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                                                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44477 | NS      | $6778739.57   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      252000 | PA      | $223876.80    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                  | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44999.97     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                             | CUSIP: 17182XAW1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006400.00   | 0.09%             | 2038-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                             | CUSIP: 17182XBC4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699496.00    | 0.03%             | 2038-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                     | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      126000 | PA      | $130750.45    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $62127.46     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Circle Internet Group Inc                               | Circle Internet Group Inc                                                                                            | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |       21057 | NS      | $1669820.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      113892 | NS      | $8773100.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                        | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     1080000 | PA      | $1080000.00   | 0.05%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      109693 | NS      | $12800076.17  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                                  | Citigroup Capital XIII                                                                                               | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51122 | NS      | $1543884.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55672.65     | 0.00%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $56111.68     | 0.00%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      296000 | PA      | $304996.33    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      263000 | PA      | $275639.78    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | 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        |      252000 | PA      | $261322.11    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      124000 | PA      | $129845.81    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      210000 | PA      | $215250.10    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105484.00    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      188000 | PA      | $195803.95    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                             | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      342000 | PA      | $357403.76    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                  | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      248000 | PA      | $252136.39    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      648177 | PA      | $648287.06    | 0.03%             | 2029-04-13      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                        | Coca-Cola Co/The                                                                                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       26763 | NS      | $1871001.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                                                                 | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      169000 | PA      | $168937.72    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                     | Cognizant Technology Solutions Corp                                                                                  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2318 | NS      | $192394.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                     | Coinbase Global Inc                                                                                                  | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        2101 | NS      | $475120.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                      | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      186000 | PA      | $187090.19    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      234000 | PA      | $251550.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        1401 | NS      | $121788.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                        | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90903.62     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                   | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120328.76    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                      | Compass Datacenters Issuer II LLC                                                                                    | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      976000 | PA      | $974149.99    | 0.05%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                               | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99799.18     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $317821.58    | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                                 | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $361753.99    | 0.02%             | 2041-08-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      458000 | PA      | $485818.56    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                     | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      425354 | PA      | $417114.76    | 0.02%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                               | Constellation Energy Corp                                                                                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1122 | NS      | $396368.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                       | Constellation Software Inc/Canada                                                                                    | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         858 | NS      | $2063750.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      167000 | PA      | $155272.02    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      109000 | PA      | $99900.68     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                        | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      130000 | PA      | $123012.50    | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                                                                  | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      104000 | PA      | $109272.80    | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                                                                              | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       12432 | NS      | $162325.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                             | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $224500.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                                                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       15948 | NS      | $13752598.32  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                            | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $215660.15    | 0.01%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                 | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43253.08     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                    | Fomento Economico Mexicano SAB de CV                                                                                 | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |        3583 | NS      | $36218.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                | Crowdstrike Holdings Inc                                                                                             | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        2876 | NS      | $1348153.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Master Finance LLC                                   | DB Master Finance LLC                                                                                                | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      851000 | PA      | $852741.74    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2024-SBL                                                                                                        | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160000.16    | 0.01%             | 2034-08-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       29317 | NS      | $4222527.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                              | DGWD Trust 2025-INFL                                                                                                 | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      648000 | PA      | $648881.99    | 0.03%             | 2035-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                             | Datadog Inc                                                                                                          | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       29836 | NS      | $4057397.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      300000 | PA      | $291717.00    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV      | Promotora y Operadora de Infraestructura SAB de CV                                                                   | CUSIP: 000000000<br>LEI: 52990035X6RK8DBUWA73 | Long             | EC               | CORP              | MX        |        5133 | NS      | $76173.35     | 0.00%             |  |  |  | No            |                  1 | 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        |       78232 | NS      | $724821.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                    | Deckers Outdoor Corp                                                                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        1989 | NS      | $206199.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104816.41    | 0.00%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                   | Dell Technologies Inc                                                                                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       13363 | NS      | $1682134.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       86986 | NS      | $6036828.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                                                                  | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93613.04     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                   | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   101000000 | PA      | $185802.98    | 0.01%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                       | Devon Energy Corp                                                                                                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       34240 | NS      | $1254211.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                               | Dick's Sporting Goods Inc                                                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        2135 | NS      | $422665.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC Term Loan                                                                                      | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24822 | PA      | $24828.94     | 0.00%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                                                               | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      739200 | PA      | $737100.67    | 0.03%             | 2031-02-17      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101344.08    | 0.00%             | 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        |      186000 | PA      | $190101.63    | 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        |       84299 | NS      | $9590697.23   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      195000 | PA      | $187687.50    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $76896.35     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                     | Dollar General Corp                                                                                                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       13265 | NS      | $1761194.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      263000 | PA      | $256490.75    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      151000 | PA      | $162023.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17350000 | PA      | $298796.38    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                      | Domino's Pizza Inc                                                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         547 | NS      | $228000.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ARS / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |           1 | NC      | $-90.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ARS / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |           1 | NC      | $-879.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $-2748.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ARS                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2193.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ARS                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1789.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5547.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-150.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1123.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-739.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $480.15       | 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      | $-738.30      | -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      | $-614.48      | -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      | $-910.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $547.84       | 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      | $-744.09      | -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      | $-1263.42     | -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      | $-740.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $165.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2774.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6899.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $3875.78      | 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      | $2188.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $42951.34     | 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      | $-43253.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $2108.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $9925.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD THB                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-24888.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD THB                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-45094.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD UYU                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3780.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD PEN                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5141.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $52345.55     | 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      | $-2241.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED PHP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |           1 | NC      | $474.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED CNH / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |           1 | NC      | $40926.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-1131.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MYR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1167.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD MYR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5480.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $81962.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED ZAR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $85823.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CZK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |           1 | NC      | $24878.49     | 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      | $-8494.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1449.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $1670.90      | 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      | $59934.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD HUF                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $394.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $26433.23     | 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      | $-3781.17     | -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      | $-87027.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED KRW / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $4206.92      | 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      | $-11780.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED COP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-16407.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6009.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CZK                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-10597.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $19059.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $66996.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $-939.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2690.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD HUF                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5180.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED HUF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | HU        |           1 | NC      | $12396.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED INR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-42466.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CLP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $7444.89      | 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      | $-13101.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD ZAR                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-211220.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-132987.31   | -0.01%            |  |  |  | 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      | $5294.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CLP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $9581.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $-29578.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PEN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $931.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $30478.36     | 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      | $2156.22      | 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      | $830.45       | 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      | $7790.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED HUF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $-327.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $-8522.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $2692.77      | 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      | $1823.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $5310.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $457.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $28746.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $195.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $2268.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1501.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED DKK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |           1 | NC      | $11249.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2332.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-14597.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5388.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ZAR                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-10567.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $11.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-493.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-853.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-668.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PHP                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1712.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD AUD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-16050.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD COP                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-5134.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PEN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |           1 | NC      | $1592.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CAD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-24410.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $10238.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $34106.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-7929.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-13419.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $348023.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CAD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $23822.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED DKK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |           1 | NC      | $7788.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $553979.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $191092.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NOK / SOLD CHF                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $-58000.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED AUD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $109428.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED SGD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |           1 | NC      | $24105.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $40433.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $42816.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $16568.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED DKK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |           1 | NC      | $59951.59     | 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      | $-13611.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED GBP / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $15747.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD CHF                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-42884.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $66009.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $122725.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED NZD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5007.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED GBP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $68422.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $14257.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-26186.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED TWD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $-123857.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED GBP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | GB        |           1 | NC      | $200846.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED GBP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | GB        |           1 | NC      | $101817.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED AUD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | AU        |           1 | NC      | $26437.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD GBP                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-308331.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED ZAR / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $105680.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-7355.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-420.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-140037.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NOK                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-51294.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED ZAR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $63947.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-274461.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $7356.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $7236.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CHF / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $10108.74     | 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      | $-634.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED IDR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-24.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD INR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-41.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CNH / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |           1 | NC      | $380661.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED SEK / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | SE        |           1 | NC      | $73572.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED KRW / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |           1 | NC      | $138155.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED HKD / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HK        |           1 | NC      | $-2655.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD HKD                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $8040.26      | 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      | $-14425.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-872247.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $-1515.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $1125.88      | 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      | $407.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |           1 | NC      | $-253.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-13123.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED JPY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |           1 | NC      | $-52976.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-165.13      | -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      | $285.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $22787.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PLN / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-717.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD HUF                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-991.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2178.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-17197.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1007.68     | -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      | $3.57         | 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      | $7512.81      | 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      | $-2433.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD JPY                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1548.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $358.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $215.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $293.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-2346.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-57526.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $57882.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $44380.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-44328.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $-98.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-125.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD THB                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $135.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-63.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $-45.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $45.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV               | Grupo Aeroportuario del Sureste SAB de CV                                                                            | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        6898 | NS      | $222528.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                  | Grupo Mexico SAB de CV                                                                                               | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |        5505 | NS      | $52031.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                        | Duke Energy Corp                                                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4769 | NS      | $558974.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                   | ECL Entertainment LLC 2025 Term Loan B                                                                               | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     1242904 | PA      | $1238243.02   | 0.06%             | 2030-08-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                      | Petroleo Brasileiro SA - Petrobras                                                                                   | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |       85911 | NS      | $482257.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                   | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      686000 | PA      | $691929.92    | 0.03%             | 2039-06-10      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       16561 | NS      | $1739070.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       88420 | NS      | $4739312.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                             | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $104497.06    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      635000 | PA      | $646804.65    | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                      | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      215000 | PA      | $217807.94    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        9125 | NS      | $794787.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                                                                                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       20608 | NS      | $2240089.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40978.74     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $44232.05     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                         | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      101000 | PA      | $107862.17    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp                                                                                            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       15031 | NS      | $1281392.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | EG Global Finance PLC                                                                                                | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      487000 | PA      | $529311.53    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp                                      | Eldorado Gold Corp                                                                                                   | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        8692 | NS      | $312216.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                         | EMCOR Group Inc                                                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         358 | NS      | $219020.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                            | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104151.21    | 0.00%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                               | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      158000 | PA      | $150969.89    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                   | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      131000 | PA      | $131500.16    | 0.01%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      262000 | PA      | $276918.54    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102001.05    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                        | EPAM Systems Inc                                                                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         762 | NS      | $156118.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                               | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105627.20    | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                                                                             | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               |  | US        |       16129 | NS      | $1209.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      101000 | PA      | $79942.08     | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $96712.39     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       30128 | NS      | $19887191.52  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                            | FactSet Research Systems Inc                                                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        4190 | NS      | $1215896.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                      | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      123000 | PA      | $121308.87    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNZ Group Services Ltd                                  | FNZ Group Services Ltd 2024 GBP Term Loan B                                                                          | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |     1000000 | PA      | $1085100.16   | 0.05%             | 2031-11-05      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                    | FS Rialto 2025-FL10 Issuer LLC                                                                                       | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $629606.31    | 0.03%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                               | FNA 8 LLC                                                                                                            | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      767841 | PA      | $773193.75    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                            | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206515.12    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                                                      | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58778 | PA      | $58263.77     | 0.00%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1683757 | PA      | $66603.37     | 0.00%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      922608 | PA      | $34896.64     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5657546 | PA      | $111488.73    | 0.01%             | 2029-05-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      533700 | PA      | $29268.50     | 0.00%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      259790 | PA      | $14928.13     | 0.00%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                         | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      271594 | PA      | $13912.72     | 0.00%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                          | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      729100 | PA      | $728728.54    | 0.03%             | 2029-01-27      | Floating      | 6.97%                 | 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        |      200000 | PA      | $190154.98    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                                                                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       12324 | NS      | $576886.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Figma Inc                                               | Figma Inc                                                                                                            | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        2897 | NS      | $108260.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                                                                     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         386 | NS      | $828425.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                     | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1769470.98   | 0.08%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       21163 | NS      | $505795.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                              | First Quantum Minerals Ltd                                                                                           | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        5589 | NS      | $149848.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                                                        | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104020.17    | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $62686.80     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                                                                  | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250399.00    | 0.01%             | 2036-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                            | FLOURISHING TRADE + INVT LTD                                                                                         | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     2726827 | PA      | $2822265.95   | 0.13%             | 2030-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| Ford Motor Co                                           | Ford Motor Co                                                                                                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      227776 | NS      | $2988421.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      259000 | PA      | $257653.43    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200450.95    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      363000 | PA      | $366160.80    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      278000 | PA      | $279510.43    | 0.01%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199727.72    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                       | Fortis Inc/Canada                                                                                                    | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       17068 | NS      | $887379.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                            | Fortinet Inc                                                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       12313 | NS      | $977775.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                            | Fortive Corp                                                                                                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        7334 | NS      | $404910.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      129000 | PA      | $129112.88    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-3                                                                                      | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1075783 | PA      | $1078644.66   | 0.05%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                                                                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       13613 | NS      | $994701.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                              | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |      138145 | PA      | $141269.96    | 0.01%             | 2042-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      182000 | PA      | $191585.00    | 0.01%             | 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        |      132255 | NS      | $6717231.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       87000 | PA      | $87280.95     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      286000 | PA      | $286491.82    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      430000 | PA      | $433256.23    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81356.64     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      976000 | PA      | $1019198.19   | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                 | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      785000 | PA      | $825963.66    | 0.04%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                                                               | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23456.25     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                                                     | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $103718.60    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                                                                 | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      874000 | PA      | $905341.64    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                      | Frontier North Inc                                                                                                   | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      354000 | PA      | $365283.75    | 0.02%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC47                                                                               | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515232 | PA      | $468415.50    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                          | CUSIP: 36264YAA8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      209172 | PA      | $198720.20    | 0.01%             | 2026-05-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                                                          | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      887000 | PA      | $888149.55    | 0.04%             | 2041-11-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                                | Galaxy Digital Holdings LP                                                                                           | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      301000 | PA      | $227405.50    | 0.01%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $203722.60    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                          | GE Vernova Inc                                                                                                       | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        7911 | NS      | $5170392.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                     | General Electric Co                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       22671 | NS      | $6983348.13   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                      | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $115473.38    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        9929 | NS      | $1218685.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                   | Gildan Activewear Inc                                                                                                | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       19312 | NS      | $1207079.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        2694 | NS      | $2368026.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2024-1                                                                     | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1137124 | PA      | $1151755.02   | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                     | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298151 | PA      | $242416.54    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                        | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      142000 | PA      | $134502.13    | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                                                              | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       91105 | PA      | $80627.75     | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                                                             | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       79122 | PA      | $30518.19     | 0.00%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      132700 | PA      | $111468.00    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      202700 | PA      | $76012.50     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                                                               | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140684.00    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       33000 | PA      | $35486.25     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207553.67    | 0.01%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                                                               | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      624240 | PA      | $639772.75    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                                                               | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100071 | PA      | $102307.16    | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                                                                     | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       28548 | PA      | $28529.79     | 0.00%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                             | Bouygues SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       10030 | NS      | $521412.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                                                                      | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     3100000 | PA      | $3091729.20   | 0.15%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                         | Grupo Cibest SA                                                                                                      | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |        1920 | NS      | $122131.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                               | Airbus SE                                                                                                            | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       13755 | NS      | $3194238.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                            | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $219400.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                            | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $209000.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| adidas AG                                               | adidas AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        2281 | NS      | $451377.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                | HLF Financing Sarl LLC / Herbalife International Inc                                                                 | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $107974.10    | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                              | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      616000 | PA      | $615807.93    | 0.03%             | 2037-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                              | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      726000 | PA      | $729613.37    | 0.03%             | 2037-05-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                              | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      101000 | PA      | $99618.93     | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                              | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $114351.92    | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                      | HCA Healthcare Inc                                                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         224 | NS      | $104576.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                    | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       68000 | PA      | $70583.12     | 0.00%             | 2031-08-27      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                              | L'Oreal SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         603 | NS      | $258877.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                                                                                  | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        7337 | NS      | $5530158.63   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                  | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     1687081 | NS      | $11657901.62  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                               | Thales SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        4326 | NS      | $1167006.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                            | Capgemini SE                                                                                                         | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        2746 | NS      | $455968.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                               | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101495.20    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      190000 | PA      | $199961.40    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                                                         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $203754.80    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co                                                                                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       22960 | NS      | $551499.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102105.50    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95037.21     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                     | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      159000 | PA      | $163576.97    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                            | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93352.05     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       11580 | NS      | $3326355.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                                                                                   | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       12653 | NS      | $165.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       20870 | NS      | $7181367.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                             | Honeywell International Inc                                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       16902 | NS      | $3297411.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                               | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      194000 | PA      | $194722.84    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $102351.92    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                    | Howmet Aerospace Inc                                                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       12945 | NS      | $2653983.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      189000 | PA      | $198435.84    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        1449 | NS      | $371132.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      244000 | PA      | $248840.03    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                 | Kestrel Acquisition LLC 2025 Term Loan                                                                               | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |      456855 | PA      | $456855.00    | 0.02%             | 2031-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                            | Huntington Bancshares Inc/OH                                                                                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       73648 | NS      | $1277792.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                       | Huntington Ingalls Industries Inc                                                                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        2438 | NS      | $829090.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                               | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      354383 | PA      | $355356.83    | 0.02%             | 2032-05-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                               | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      238401 | PA      | $238737.79    | 0.01%             | 2033-09-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                            | KBC Group NV                                                                                                         | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        7484 | NS      | $974685.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                    | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $173736.14    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                  | ITG Communications LLC Term Loan B                                                                                   | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |     1024000 | PA      | $988160.00    | 0.05%             | 2031-07-09      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95965.15     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175000.00    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                                                                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         721 | NS      | $2999.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka AS                                       | Komercni Banka AS                                                                                                    | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        1983 | NS      | $111800.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                 | Illinois Tool Works Inc                                                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        7410 | NS      | $1825083.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      156000 | PA      | $153975.08    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                             | Incyte Corp                                                                                                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        9365 | NS      | $924981.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      363000 | PA      | $344469.51    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                          | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99334.00     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                             | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $201292.24    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                         | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $388370.00    | 0.02%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA             | Mediobanca Banca di Credito Finanziario SpA                                                                          | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |       19013 | NS      | $394726.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                              | Insmed Inc                                                                                                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        1912 | NS      | $332764.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       54503 | NS      | $2011160.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                         | Danske Bank A/S                                                                                                      | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       17132 | NS      | $855508.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                                                                                           | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         894 | NS      | $277125.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       10581 | NS      | $7009066.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                  | Intuitive Surgical Inc                                                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       12963 | NS      | $7341724.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                              | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $471488.20    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                               | ION Platform Finance SARL EUR Term Loan                                                                              | CUSIP: 46206RAD7<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | LON              | CORP              | LU        |     1423530 | PA      | $1595291.64   | 0.07%             | 2032-10-07      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                            | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207478.20    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      110000 | PA      | $109859.81    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                    | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      100000 | PA      | $98427.25     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                    | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      200000 | PA      | $190651.48    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                 | iShares MSCI Brazil ETF                                                                                              | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |       26620 | NS      | $845717.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                             | iShares China Large-Cap ETF                                                                                          | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |      116064 | NS      | $4444090.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                                  | iShares MSCI China ETF                                                                                               | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             | EC               | RF                | US        |       16664 | NS      | $1001006.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF         | iShares Broad USD High Yield Corporate Bond ETF                                                                      | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       56993 | NS      | $2131253.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                                                          | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206608.61    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                    | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      397159 | PA      | $393870.97    | 0.02%             | 2030-04-26      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       50285 | NS      | $16202832.70  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                               | Jabil Inc                                                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        8785 | NS      | $2003155.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                        | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      778000 | PA      | $777999.22    | 0.04%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                        | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364000 | PA      | $363999.60    | 0.02%             | 2038-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                   | Jack Ohio Finance LLC 2025 Term Loan B                                                                               | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      162770 | PA      | $161834.07    | 0.01%             | 2032-02-02      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV5                                                                                 | CUSIP: 46653XAE0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      898314 | PA      | $751916.82    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                                 | CUSIP: 46654CAH8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1317956 | PA      | $1190441.35   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                                 | CUSIP: 46654CAL9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      672085 | PA      | $463165.97    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                      | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $258472.08    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                                                               | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $260648.21    | 0.01%             | 2039-06-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                | Jaguar Land Rover Automotive PLC                                                                                     | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      212000 | PA      | $211948.88    | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                  | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $210153.26    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Renault SA                                              | Renault SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |       22564 | NS      | $933975.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                             | Telenor ASA                                                                                                          | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       23012 | NS      | $334696.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                  | RWE AG                                                                                                               | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        9368 | NS      | $496380.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      157000 | PA      | $158171.41    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                 | JetBlue 2019-1 Class AA Pass Through Trust                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115130 | PA      | $103282.40    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       28845 | NS      | $5969472.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                                                           | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104810.80    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50916.45     | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                | KLA Corp                                                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         800 | NS      | $972064.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                                                                                | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        1929 | NS      | $527726.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                  | SAP SE                                                                                                               | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        8587 | NS      | $2086370.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                            | Kaspi.KZ JSC                                                                                                         | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        2062 | NS      | $161104.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      198000 | PA      | $207840.38    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                      | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $218760.30    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       52665 | NS      | $1475146.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                                                                              | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       60887 | NS      | $1152890.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                       | Kinross Gold Corp                                                                                                    | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       59033 | NS      | $1662756.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                    | Kioxia Holdings Corp                                                                                                 | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205767.13    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                      | Kohl's Corp                                                                                                          | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87962.58     | 0.00%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                      | KraneShares CSI China Internet ETF                                                                                   | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |       57160 | NS      | $1946298.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Resorts                                             | KSL Commercial Mortgage Trust 2024-HT2                                                                               | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472832 | PA      | $472684.90    | 0.02%             | 2039-12-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                                                                | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102239.70    | 0.00%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      520000 | PA      | $497053.50    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                      | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      112000 | PA      | $118461.67    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                | LD Celulose International GmbH                                                                                       | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $208362.13    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA             | Hellenic Telecommunications Organization SA                                                                          | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        8927 | NS      | $176878.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                   | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $106025.30    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                | Bayer AG                                                                                                             | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        4931 | NS      | $213885.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                                                                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       52662 | NS      | $9014681.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                               | Fresenius Medical Care AG                                                                                            | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        8990 | NS      | $429412.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                     | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      171000 | PA      | $168483.56    | 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        |       23603 | NS      | $1536319.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                               | Latch Inc                                                                                                            | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       20232 | NS      | $2.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF LATVIA                                      | Latvia Government International Bond                                                                                 | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      200000 | PA      | $205053.19    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                | Estee Lauder Cos Inc/The                                                                                             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        8376 | NS      | $877134.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                              | Allianz SE                                                                                                           | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        2523 | NS      | $1166577.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        2170 | NS      | $5387782.66   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2025-3                                                                                        | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      994000 | PA      | $993702.10    | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      173000 | PA      | $177027.09    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      132000 | PA      | $136035.50    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                                            | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $210000.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                     | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53209.83     | 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        |       20107 | NS      | $21608590.76  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                                                         | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1796355.00   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                                  | Lionsgate Studios Corp                                                                                               | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       84585 | NS      | $772261.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                                  | Starz Capital Holdings LLC                                                                                           | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      126000 | PA      | $101823.75    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99848.38     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       31944 | NS      | $4552020.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280570.36    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                        | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103162.50    | 0.00%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                             | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $249585.98    | 0.01%             | 2035-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                         | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                   | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $639999.81    | 0.03%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp                                                                                                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        5855 | NS      | $2831887.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                                                                                         | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       55145 | NS      | $914038.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                 | Lululemon Athletica Inc                                                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        6895 | NS      | $1432849.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                                                                                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       67659 | NS      | $1587090.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc                                                                                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       37515 | NS      | $291491.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                                                        | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      897091 | PA      | $907730.73    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-W10X                                                                                                        | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      371266 | PA      | $371145.26    | 0.02%             | 2034-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                                                        | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387313 | PA      | $386143.59    | 0.02%             | 2038-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MCM TR 2021 VFN1                                        | MCM TR 2021 VFN1                                                                                                     | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      871447 | PA      | $835590.02    | 0.04%             | 2059-01-01      | Variable      | 2.50%                 | No            |                  3 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                                                            | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      156000 | PA      | $157388.74    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                                                            | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41212.21     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                                                                                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        1645 | NS      | $210477.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                               | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14407 | PA      | $14371.25     | 0.00%             | 2038-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                               | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99425 | PA      | $99544.46     | 0.00%             | 2038-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                       | MP Materials Corp                                                                                                    | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       16790 | NS      | $848230.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                                                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        2473 | NS      | $1418834.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XL-R Ltd                                                                                        | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250649.50    | 0.01%             | 2038-10-16      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                             | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1056841.41   | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      162000 | PA      | $142206.84    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                             | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96779.99     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                         | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      207000 | PA      | $203203.62    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                  | UCB SA                                                                                                               | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         379 | NS      | $105599.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        8597 | NS      | $143445.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                 | Naturgy Energy Group SA                                                                                              | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |        7649 | NS      | $232899.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                           | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      395000 | PA      | $414365.27    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                               | Repsol SA                                                                                                            | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       40889 | NS      | $762923.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                       | Wolters Kluwer NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       10553 | NS      | $1093041.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       62796 | NS      | $6075836.88   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                                | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      632000 | PA      | $640415.71    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                                | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $107562.88    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2025-B                                                                                | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      848000 | PA      | $850715.89    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                               | Elisa Oyj                                                                                                            | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        5145 | NS      | $228004.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                                                                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       34783 | NS      | $6452942.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                  | Marvell Technology Inc                                                                                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12551 | NS      | $1066583.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                             | Masimo Corp                                                                                                          | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       10853 | NS      | $1411541.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       13114 | NS      | $505401.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       20661 | NS      | $11794951.68  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                 | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100133.00    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       48928 | NS      | $1579885.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      252000 | PA      | $250011.81    | 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        |      460000 | PA      | $441600.00    | 0.02%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                     | Maverick Gaming LLC 2024 Second Out Term Loan                                                                        | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334301 | PA      | $183865.29    | 0.01%             | 2028-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174415.51    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                             | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      875935 | PA      | $805588.35    | 0.04%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                         | McDonald's Corp                                                                                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        9445 | NS      | $2886675.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                            | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26376.43     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                    | Koninklijke Vopak NV                                                                                                 | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        3702 | NS      | $164959.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                                                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        9974 | NS      | $8181572.46   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                                                          | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244000 | PA      | $247722.37    | 0.01%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG                                                                                                  | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       68571 | NS      | $2232058.22   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                            | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200512.31    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                        | MercadoLibre Inc                                                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         626 | NS      | $1260926.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                                                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       37180 | NS      | $3913566.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                                                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        5121 | NS      | $336961.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL20 LLC                                                                                                    | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | PA      | $771442.29    | 0.04%             | 2043-02-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      108854 | NS      | $52643971.48  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       45084 | NS      | $12867424.44  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                  | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       44000 | PA      | $42906.51     | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                         | Telefonaktiebolaget LM Ericsson                                                                                      | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       56799 | NS      | $552769.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                                                                                | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       18800 | NS      | $491339.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       88692 | NS      | $7140058.67   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                               | Zurich Insurance Group AG                                                                                            | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        1714 | NS      | $1296987.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                  | Accton Technology Corp                                                                                               | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       22000 | NS      | $830213.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                                                              | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $102322.40    | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      462000 | PA      | $480451.43    | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       93000 | PA      | $97603.53     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                                                                                           | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       44682 | NS      | $693762.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                        | Asahi Kasei Corp                                                                                                     | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       58700 | NS      | $521769.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                          | Ayala Land Inc                                                                                                       | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      190800 | NS      | $72744.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd                                 | CIMB Group Holdings Bhd                                                                                              | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |       31600 | NS      | $64170.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                             | Moderna Inc                                                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       61740 | NS      | $1820712.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $162730.72    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| LY Corp                                                 | LY Corp                                                                                                              | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      245500 | NS      | $653262.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      122000 | PA      | $110797.63    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                           | Fortescue Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       38587 | NS      | $564238.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                             | MongoDB Inc                                                                                                          | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        7741 | NS      | $3248820.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                            | Monolithic Power Systems Inc                                                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        1138 | NS      | $1031437.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IndusInd Bank Ltd                                       | IndusInd Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800JDVJ8HSXG9G512 | Long             | EC               | CORP              | IN        |        7792 | NS      | $74963.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                   | Trend Micro Inc/Japan                                                                                                | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        7256 | NS      | $301358.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                        | Bridgestone Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |       11000 | NS      | $247491.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                           | BHP Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       79951 | NS      | $2412851.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2018-MP                                                                               | CUSIP: 61691DAA5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      234000 | PA      | $217423.37    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Canon Inc                                               | Canon Inc                                                                                                            | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       32800 | NS      | $970505.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        9011 | NS      | $1599722.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                                                                                            | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        5461 | NS      | $538688.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $205715.26    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp                               | DigiPlus Interactive Corp                                                                                            | CUSIP: 000000000<br>LEI: 254900M9EXJ3M6S66M06 | Long             | EC               | CORP              | PH        |       66110 | NS      | $18203.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                  | Motorola Solutions Inc                                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        4172 | NS      | $1599211.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                        | Transurban Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      114126 | NS      | $1080042.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                             | Infosys Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       12594 | NS      | $226803.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                        | Lenovo Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      480000 | NS      | $570813.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                           | Rio Tinto Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       11129 | NS      | $1085696.13   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      300000 | PA      | $292892.72    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                               | KDDI Corp                                                                                                            | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       56000 | NS      | $969231.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Pharma Co Ltd                                  | Sumitomo Pharma Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |       27300 | NS      | $403180.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                              | Daiwa Securities Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       94300 | NS      | $826425.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                  | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      415000 | PA      | $421453.08    | 0.02%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IsuPetasys Co Ltd                                       | IsuPetasys Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         973 | NS      | $80686.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                       | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35743.43     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      280000 | PA      | $278029.44    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      136000 | PA      | $139253.44    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk PT                              | Ciputra Development Tbk PT                                                                                           | CUSIP: 000000000<br>LEI: 2549000JMJUYB9U5Y204 | Long             | EC               | CORP              | ID        |     1377900 | NS      | $68418.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        8083 | NS      | $1287136.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100269.30    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95679.03     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                       | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101017.00    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101324.34    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                                | Doosan Enerbility Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |        1821 | NS      | $95245.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                      | Mitsubishi UFJ Financial Group Inc                                                                                   | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       68061 | NS      | $1080200.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                  | FUJIFILM Holdings Corp                                                                                               | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       15383 | NS      | $326402.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd                                | Furukawa Electric Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |        6900 | NS      | $439960.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                                                                                         | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       10060 | NS      | $456776.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $212978.32    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                      | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      470000 | PA      | $510126.72    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                            | Navient Refinance Loan Trust 2025-C                                                                                  | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      563325 | PA      | $564422.59    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                     | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      503662 | PA      | $498529.99    | 0.02%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                     | CUSIP: 63942CAB8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      151947 | PA      | $136861.23    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                     | CUSIP: 63942CAC6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      398785 | PA      | $374390.84    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2024-A                                                                     | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     1235025 | PA      | $1265541.84   | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                            | Navient Refinance Loan Trust 2025-B                                                                                  | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      818397 | PA      | $819017.34    | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                                                     | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1324272 | PA      | $1319336.37   | 0.06%             | 2057-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                                                     | CUSIP: 64034QAD0<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      690108 | PA      | $612290.18    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                     | CUSIP: 64035DAE6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      762000 | PA      | $684340.16    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                     | CUSIP: 64035DAG1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      655600 | PA      | $602565.76    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-C                                                                                     | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      881112 | PA      | $887265.24    | 0.04%             | 2065-06-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-C                                                                                     | CUSIP: 64035UAE8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      524000 | PA      | $516866.05    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                                                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      206592 | PA      | $180177.02    | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                              | Harmony Gold Mining Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       49497 | NS      | $993013.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       58896 | NS      | $5522088.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XXI Ltd                                                                                         | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | PA      | $3407775.80   | 0.16%             | 2039-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                       | Hon Hai Precision Industry Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |       78000 | NS      | $571764.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd     | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |        1436 | NS      | $405198.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                            | SK hynix Inc                                                                                                         | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        5856 | NS      | $2652052.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co Ltd                             | TS Financial Holding Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 254900NDEO99JV07HK17 | Long             | EC               | CORP              | TW        |      240000 | NS      | $155807.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc           | International Container Terminal Services Inc                                                                        | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |        9850 | NS      | $94523.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                       | Japan Tobacco Inc                                                                                                    | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       58000 | NS      | $2084652.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                     | Kansai Paint Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |       14271 | NS      | $225440.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                                                                             | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        1148 | NS      | $97319.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                            | Keyence Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        3500 | NS      | $1266036.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                        | Flagstar Bank NA                                                                                                     | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       69920 | NS      | $880292.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                               | Korea Electric Power Corp                                                                                            | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |        8641 | NS      | $283594.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                          | Kuraray Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |        3000 | NS      | $30433.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       68000 | PA      | $65970.97     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co                            | Metropolitan Bank & Trust Co                                                                                         | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |       58570 | NS      | $68194.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                            | Newmont Corp                                                                                                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       11571 | NS      | $1155364.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd                           | Geely Automobile Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      504000 | NS      | $1165689.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       97292 | NS      | $7810601.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                    | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280753.49    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                              | BYD Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      252000 | NS      | $3079630.59   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp                      | GS Engineering & Construction Corp                                                                                   | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |       10074 | NS      | $137553.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                                                                                       | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |       21955 | NS      | $85482.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $282750.22    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                       | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      171000 | PA      | $171481.88    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                 | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103891.37    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                              | NAVER Corp                                                                                                           | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        2567 | NS      | $431516.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                              | Worley Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |       41874 | NS      | $349681.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc                                                                                  | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       23900 | NS      | $768657.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                              | Mizuho Financial Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |        6300 | NS      | $229915.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc                                        | MISUMI Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |       22600 | NS      | $352677.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                           | FirstRand Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      157121 | NS      | $861021.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                             | Murata Manufacturing Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |       71100 | NS      | $1469491.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                         | Nintendo Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       13200 | NS      | $891191.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                              | NIDEC CORP                                                                                                           | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       99500 | NS      | $1351012.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                    | Nissan Chemical Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       11000 | NS      | $377990.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                       | Nippon Steel Corp                                                                                                    | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |       25300 | NS      | $103528.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                     | Nomura Holdings Inc                                                                                                  | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       94100 | NS      | $783897.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                             | Bank Mandiri Persero Tbk PT                                                                                          | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     1278700 | NS      | $389918.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                               | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      167000 | PA      | $162600.30    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                           | Obayashi Corp                                                                                                        | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       26900 | NS      | $562960.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                            | Olympus Corp                                                                                                         | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       70800 | NS      | $897690.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                                                      | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103263.50    | 0.00%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                          | Kakaku.com Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       16800 | NS      | $247661.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                  | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100611.70    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103835.10    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      313288 | NS      | $58428212.00  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                                                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        9830 | NS      | $606752.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                               | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $221484.00    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2017-13 Ltd                                                                                                  | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300732.30    | 0.01%             | 2037-11-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                               | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $322361.52    | 0.02%             | 2042-02-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 15-R Ltd                                                                                          | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701698.90    | 0.03%             | 2038-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SBI Shinsei Bank Ltd                                    | SBI Shinsei Bank Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300PZYOQ2NW83V760 | Long             | EC               | CORP              | JP        |       33700 | NS      | $374348.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                                | Japan Exchange Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       57100 | NS      | $609459.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                                    | Weichai Power Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |      212000 | NS      | $514484.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                       | International Games System Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        8000 | NS      | $183549.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                            | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194748.21    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                     | Octagon Investment Partners XVI Ltd                                                                                  | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000790.00   | 0.05%             | 2030-07-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                   | Valterra Platinum Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |        5219 | NS      | $441989.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                  | Offerpad Solutions Inc                                                                                               | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       22210 | NS      | $310.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       32317 | NS      | $2708645.80   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OH Partners LLC                                         | OH Partners LLC Term Loan                                                                                            | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |      422940 | PA      | $421882.65    | 0.02%             | 2032-11-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                           | Sanrio Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |       11500 | NS      | $359837.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                            | Santen Pharmaceutical Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |       24363 | NS      | $252709.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                              | Santos Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      144912 | NS      | $595180.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                            | Shimizu Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       50700 | NS      | $865635.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                        | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      224000 | PA      | $217970.49    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                       | Omnicom Group Inc                                                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       14150 | NS      | $1142612.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                         | Sony Group Corp                                                                                                      | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       32900 | NS      | $843916.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102658.16    | 0.00%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                      | 1301 Trust 2025-AOA                                                                                                  | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $403727.80    | 0.02%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                 | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52191.89     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                          | ONNI Commerical Mortgage Trust 2024-APT                                                                              | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $324782.37    | 0.02%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                                                       | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      114000 | PA      | $111878.24    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       13756 | NS      | $2681181.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                       | Suzuki Motor Corp                                                                                                    | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       67600 | NS      | $1010989.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                | TDK Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       16000 | NS      | $226363.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                          | Advantest Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       13300 | NS      | $1681756.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                            | OT Midco Ltd                                                                                                         | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      301000 | PA      | $119763.45    | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      474000 | NS      | $23300539.16  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                     | Otis Worldwide Corp                                                                                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       34597 | NS      | $3022047.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd                                                | TOTO Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10300 | NS      | $284592.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                      | Toyota Tsusho Corp                                                                                                   | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       21200 | NS      | $714846.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                       | Toyota Motor Corp                                                                                                    | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       89600 | NS      | $1924347.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $127183.57    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | 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        |       60000 | PA      | $58568.86     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                   | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15053.27     | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                           | UOL Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       22394 | NS      | $152091.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99291.73     | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | 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        |        3618 | NS      | $755185.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PKHL Commercial Mortgage Trust                          | PKHL Commercial Mortgage Trust 2021-MF                                                                               | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108752 | PA      | $42116.13     | 0.00%             | 2038-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                          | PENN Commercial Mortgage Trust 2025-P11                                                                              | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $351517.17    | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                              | PRM5 Trust 2025-PRM5                                                                                                 | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $700460.88    | 0.03%             | 2033-03-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                           | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101924.70    | 0.00%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                                                                                            | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       25623 | NS      | $4554488.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Winbond Electronics Corp                                | Winbond Electronics Corp                                                                                             | CUSIP: 000000000<br>LEI: 254900STBMBTLA91J410 | Long             | EC               | CORP              | TW        |      391000 | NS      | $1028678.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                    | Woolworths Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       22571 | NS      | $441601.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $221720.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp                                   | Yaskawa Electric Corp                                                                                                | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |        7500 | NS      | $228010.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                            | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $176162.16    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                                 | Paramount Skydance Corp                                                                                              | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        4180 | NS      | $56012.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                 | Park River Holdings Inc                                                                                              | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98375.00     | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                     | PayPal Holdings Inc                                                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        4271 | NS      | $249340.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                     | Peninsula Pacific Entertainment LLC 2025 Term Loan B                                                                 | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      740596 | PA      | $742447.99    | 0.03%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                     | Peninsula Pacific Entertainment LLC 2025 Delayed Draw Term Loan                                                      | CUSIP: 70715SAD9<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      173577 | PA      | $174011.24    | 0.01%             | 2032-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                      | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206745.40    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                                                                                          | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       19615 | NS      | $2702866.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                 | OPAP SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        4652 | NS      | $104420.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       13993 | NS      | $1031528.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                               | Holcim AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       13641 | NS      | $1327955.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                               | Nestle SA                                                                                                            | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        3742 | NS      | $371427.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                  | LPP SA                                                                                                               | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          62 | NS      | $358250.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc                                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        7942 | NS      | $1139835.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                         | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $97406.69     | 0.00%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                  | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      162000 | PA      | $149372.10    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      106000 | PA      | $87418.20     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                               | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      466000 | PA      | $151214.49    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                               | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1364000 | PA      | $436489.46    | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                                                          | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      162000 | PA      | $162361.75    | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                  | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      168000 | PA      | $162597.51    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      148156 | PA      | $158837.52    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                                                                | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $147500.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                                                                 | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $308903.10    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pfizer Inc                                              | Pfizer Inc                                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       52861 | NS      | $1316238.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                         | Philip Morris International Inc                                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       42019 | NS      | $6739847.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                           | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      133000 | PA      | $147031.50    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                     | EssilorLuxottica SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       22991 | NS      | $7269703.76   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                              | Pinnacle West Capital Corp                                                                                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        5805 | NS      | $514903.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                                                     | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      639000 | PA      | $639415.99    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                        | Pitney Bowes Inc 2025 Term Loan B                                                                                    | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |       81587 | PA      | $80975.28     | 0.00%             | 2032-03-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                                                     | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      727000 | PA      | $726726.79    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                        | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      105000 | PA      | $111716.85    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                    | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       40000 | PA      | $40676.61     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      127000 | PA      | $121870.95    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                                                                    | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      989664 | PA      | $1101783.58   | 0.05%             | 2028-06-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                                                                                        | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |        3131 | NS      | $335718.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                    | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                    | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      585000 | PA      | $587278.98    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      192000 | PA      | $197275.17    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15083.26     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                                                                               | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       52444 | NS      | $5333128.65   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                    | Power Corp of Canada                                                                                                 | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        2608 | NS      | $138613.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                  | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      201000 | PA      | $187681.78    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                                                                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        5000 | NS      | $511900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                           | Principal Financial Group Inc                                                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       19919 | NS      | $1757054.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIO LUX HLD SARL                                       | PRIO Luxembourg Holding Sarl                                                                                         | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $194550.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                 | Procter & Gamble Co/The                                                                                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       27072 | NS      | $3879688.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                                                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       35541 | NS      | $8093396.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                                                                       | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      300515 | PA      | $298115.33    | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                            | Prologis Inc                                                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       12045 | NS      | $1537664.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                                                        | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      339205 | PA      | $502365.26    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       16942 | NS      | $1912412.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QTS ISSUER ABS II LLC                                   | QTS Issuer ABS II LLC                                                                                                | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      914000 | PA      | $905935.60    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                   | Qnity Electronics Inc                                                                                                | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |        3537 | NS      | $288796.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208176.00    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                                     | Quintis Australia Pty Ltd                                                                                            | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6870789 | PA      | $687078.90    | 0.03%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| QUINTIS AUS PTY LTD                                     | Quintis Australia Pty Ltd                                                                                            | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6149065 | PA      | $0.61         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| REI AGRO LTD                                            | REI Agro Ltd                                                                                                         | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      599000 | PA      | $0.06         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                           | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $99585.56     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |      100000 | PA      | $103121.60    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                                                            | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      388191 | PA      | $388876.55    | 0.02%             | 2037-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                    | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $411988.49    | 0.02%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                             | Raymond James Financial Inc                                                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         708 | NS      | $113697.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                | RTX Corp                                                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        3754 | NS      | $688483.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 Term Loan                                                                                  | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1148446 | PA      | $464546.35    | 0.02%             | 2028-04-27      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                                                         | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      742791 | PA      | $135410.80    | 0.01%             | 2029-04-27      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                           | Regeneron Pharmaceuticals Inc                                                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        1253 | NS      | $967153.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta 31 Funding Ltd.                                 | Regatta 31 Funding Ltd                                                                                               | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999696.00    | 0.05%             | 2038-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                                                               | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711000 | PA      | $1672502.50   | 0.08%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2025-2                                                                            | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1191000 | PA      | $1189025.20   | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                                                               | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      977000 | PA      | $986894.86    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2025-A                                                                               | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1091000 | PA      | $1094517.38   | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4102188 | PA      | $117430.45    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                                                         | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      135369 | PA      | $126366.96    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     6132000 | PA      | $161421.37    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                              | ResMed Inc                                                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         837 | NS      | $201608.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                       | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $178254.12    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC               | Retained Vantage Data Centers Issuer LLC                                                                             | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      777000 | PA      | $769838.08    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                                                      | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1028281.27   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                   | Robinhood Markets Inc                                                                                                | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        5777 | NS      | $653378.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                             | ROBLOX Corp                                                                                                          | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |        5457 | NS      | $442180.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                          | Rocket Cos Inc                                                                                                       | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       62561 | NS      | $1211180.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                       | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104261.90    | 0.00%             | 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        |      266000 | PA      | $279831.68    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                 | Rockwell Automation Inc                                                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         300 | NS      | $116721.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99956.34     | 0.00%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                                                            | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104620.10    | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                               | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       80000 | PA      | $81229.78     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Commercial Mortgage Trust 2025-DLFN                                                                              | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $407442.91    | 0.02%             | 2035-03-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional US Government Money Market Fund                                                           | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    56755914 | NS      | $56755913.97  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1605 | NS      | $838756.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                                                              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      200000 | PA      | $198493.20    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                               | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50012.15     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                                                             | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      114000 | PA      | $117996.61    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Education Loan Trust 2010-C                                                                              | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      323080 | PA      | $339635.08    | 0.02%             | 2041-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131490 | PA      | $128726.10    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                              | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1228851 | PA      | $1086971.08   | 0.05%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                              | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157236 | PA      | $143137.06    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176284.89    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                         | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98306.86     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                        | SPDR Gold Shares                                                                                                     | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |      120609 | NS      | $47798552.79  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF              | State Street SPDR S&P Regional Banking ETF                                                                           | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |       22354 | NS      | $1448762.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                 | State Street Blackstone Senior Loan ETF                                                                              | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       24781 | NS      | $1022711.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                                 | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811677 | PA      | $811179.82    | 0.04%             | 2038-11-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings Inc                               | Digital Room Holdings Inc 2021 Term Loan                                                                             | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      349101 | PA      | $342118.65    | 0.02%             | 2028-12-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2023-1                                                                                      | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19306 | PA      | $396511.45    | 0.02%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2023-1                                                                                      | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      603816 | PA      | $610590.52    | 0.03%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                   | SURA Asset Management SA                                                                                             | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $213266.00    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      292000 | PA      | $248295.71    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                       | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      120000 | PA      | $99488.40     | 0.00%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                       | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      436000 | PA      | $358536.02    | 0.02%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                | Sabre Financial Borrower LLC                                                                                         | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $369868.24    | 0.02%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       31933 | NS      | $8459371.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                 | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       11735 | PA      | $11887.03     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                                                                   | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $248611.12    | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                    | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       44727 | NS      | $2741.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                    | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2338 | NS      | $9959.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                 | SLB Ltd                                                                                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        8515 | NS      | $326805.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                 | Charles Schwab Corp/The                                                                                              | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        1329 | NS      | $132780.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                 | Sea Ltd                                                                                                              | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |         134 | NS      | $17094.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                                                              | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      100000 | PA      | $103086.60    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                                                    | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      681000 | PA      | $722157.60    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                                                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      362000 | PA      | $384864.62    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STORAGE TECH                                                                                            | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      560000 | PA      | $635757.51    | 0.03%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                                                                  | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      163000 | PA      | $159373.52    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $206767.40    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                             | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      180000 | PA      | $189065.88    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                             | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1438000 | PA      | $1445758.01   | 0.07%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                             | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1170000 | PA      | $1154149.83   | 0.05%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      489000 | PA      | $441887.88    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       46755 | NS      | $7162398.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                        | ServiceTitan Inc                                                                                                     | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35878 | NS      | $3821007.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO VII Ltd                                                                                                 | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $319606.72    | 0.02%             | 2037-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103249.20    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 7 LTD                                                                                               | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250561.25    | 0.01%             | 2038-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100243.51    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                  | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100818.21    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92093.36     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                         | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248440.58    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                            | Six Flags Entertainment Corp                                                                                         | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |       17881 | NS      | $274294.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO XX Ltd                                                                                              | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004718.00   | 0.09%             | 2038-07-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                              | Sixth Street CLO XX Ltd                                                                                              | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004700.00   | 0.09%             | 2038-07-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                  | Skyworks Solutions Inc                                                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       29533 | NS      | $1872687.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                                                              | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      816366 | PA      | $809733.73    | 0.04%             | 2053-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                              | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108637 | PA      | $106089.53    | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                              | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56928 | PA      | $50671.37     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                                                        | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106963.28    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       71000 | PA      | $73573.41     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                           | Snowflake Inc                                                                                                        | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        2918 | NS      | $640092.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PERS LN TR 2024 1                                  | SOFI PERS LN TR 2024 1                                                                                               | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $255813.30    | 0.01%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2024-1                                                                                      | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      313048 | PA      | $310848.28    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                       | Solaris Energy Infrastructure Inc                                                                                    | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       15070 | NS      | $692767.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                                                                    | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      558000 | PA      | $1112484.60   | 0.05%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                                                                    | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $1990581.25   | 0.09%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Soleno Therapeutics Inc                                 | Soleno Therapeutics Inc                                                                                              | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        2165 | NS      | $100239.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      300000 | PA      | $234847.41    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      251000 | PA      | $211590.74    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                         | Southern Co/The                                                                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        3885 | NS      | $338772.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                                    | Southern Copper Corp                                                                                                 | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         831 | NS      | $119223.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                   | Southwest Airlines Co                                                                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       14629 | NS      | $604616.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                 | Spirit Airlines Pass Through Trust 2015-1A                                                                           | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16333 | PA      | $15666.59     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                | Spirit Airlines Pass Through Trust 2017-1AA                                                                          | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      193298 | PA      | $181848.84    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                 | Spirit Airlines Pass Through Trust 2017-1A                                                                           | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      506056 | PA      | $465075.43    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                            | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204064.40    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                                                                | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220754 | PA      | $220686.25    | 0.01%             | 2036-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      102000 | PA      | $104196.77    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91617.50     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                      | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      179000 | PA      | $191030.25    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                          | Starbucks Corp                                                                                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        5409 | NS      | $455491.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                          | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      156000 | PA      | $155030.77    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                                | Starz Entertainment Corp                                                                                             | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        3456 | NS      | $40435.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                                | Stem Inc                                                                                                             | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       73000 | PA      | $28470.00     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                 | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188947.27    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                                                                   | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      156000 | PA      | $163857.72    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       29762 | NS      | $10460450.14  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                                                                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      620730 | PA      | $633785.69    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                      | Summit Issuer LLC                                                                                                    | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      995000 | PA      | $997150.29    | 0.05%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                  | Sun Life Financial Inc                                                                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       46030 | NS      | $2873374.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                                                                    | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       80066 | NS      | $3553692.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      298000 | PA      | $306127.95    | 0.01%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302198.10    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                  | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       45000 | PA      | $40254.25     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                          | TD SYNNEX Corp                                                                                                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        2863 | NS      | $430108.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       15361 | NS      | $1281568.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW Gem Ltd                                             | TCW CLO 2023-1 Ltd                                                                                                   | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002591.00   | 0.05%             | 2038-03-31      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The                                                                                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       57180 | NS      | $8783419.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                         | T-Mobile US Inc                                                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        3339 | NS      | $677950.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                                                                                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11199 | NS      | $352432.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding, LLC                                  | Taco Bell Funding LLC                                                                                                | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      995000 | PA      | $989419.74    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                       | Take-Two Interactive Software Inc                                                                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        2729 | NS      | $698705.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                              | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $476439.42    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                         | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $58031.26     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      172000 | PA      | $171195.68    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                            | Tapestry Inc                                                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        8898 | NS      | $1136897.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                             | Target Corp                                                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        5047 | NS      | $493344.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                      | Teck Resources Ltd                                                                                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       21328 | NS      | $1021065.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                                 | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       26387 | PA      | $27564.15     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      103000 | PA      | $114094.83    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                            | Teleflex Inc                                                                                                         | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99847.75     | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                           | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $105105.63    | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                                 | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         166 | NS      | $12707.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240445.77    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204658.68    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      103000 | PA      | $103329.59    | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       34604 | NS      | $15562110.88  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                      | Teva Pharmaceutical Industries Ltd                                                                                   | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       31510 | NS      | $983427.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                                                        | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207444.90    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                         | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      879000 | PA      | $868516.61    | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                                                    | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $703348.10    | 0.03%             | 2038-07-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                   | Texas Instruments Inc                                                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        2760 | NS      | $478832.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                             | Textron Inc                                                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       20124 | NS      | $1754209.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                            | Thermo Fisher Scientific Inc                                                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        6514 | NS      | $3774537.30   | 0.18%             |  |  |  | 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        |      379932 | PA      | $380171.69    | 0.02%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                             | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      890000 | PA      | $901648.25    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        7319 | NS      | $989675.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                            | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      724000 | PA      | $722991.11    | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5024 | NS      | $6681166.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                        | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101761.59    | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      500000 | PA      | $515634.48    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102612.70    | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      364000 | PA      | $366858.86    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      163524 | PA      | $167003.92    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO III LTD                                                                                                 | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $752711.25    | 0.04%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                      | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      200000 | PA      | $201500.00    | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                         | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $325510.89    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                           | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      119000 | PA      | $83306.72     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                    | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                   | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      686019 | PA      | $687127.68    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                           | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |      200000 | PA      | $221300.00    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                                                      | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $212654.02    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                               | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $212120.00    | 0.01%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                       | 1211 Avenue of the Americas Trust 2015-1211                                                                          | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      508000 | PA      | $461933.65    | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       93523 | PA      | $91786.30     | 0.00%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp 2025 Fixed Term Loan                                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $199142.00    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                  | Tyler Technologies Inc                                                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         518 | NS      | $235146.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                         | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $203112.60    | 0.01%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                                                        | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $130557.04    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                         | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      143000 | PA      | $141085.30    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       27412 | NS      | $1462704.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN PROPTECH FOUNDERS UNVEST                          | CROWN PROPTECH FOUNDERS UNVEST                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9077 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FARMERS BUS NETWORK BRYRHM7J9                           | FARMERS BUS NETWORK BRYRHM7J9                                                                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       24139 | NS      | $24863.17     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROJECT SKYE SERIES D                                   | PROJECT SKYE SERIES D                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       46779 | NS      | $467873.86    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                                                                   | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $581025.00    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                     | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       77000 | PA      | $77968.58     | 0.00%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                     | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $75878.84     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       26032 | NS      | $2127074.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       57688 | PA      | $42990.10     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       38458 | PA      | $23438.05     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        5252 | PA      | $3111.81      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       19626 | PA      | $9308.76      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       16585 | PA      | $9371.54      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       13821 | PA      | $7843.42      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                         | Ulta Beauty Inc                                                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         877 | NS      | $530593.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                      | Union Pacific Corp                                                                                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       17922 | NS      | $4145717.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                 | United Airlines 2019-2 Class A Pass Through Trust                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79056 | PA      | $75714.90     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                                                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       55611 | NS      | $6218422.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      515000 | PA      | $554655.00    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                 | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $208700.00    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $198200.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                     | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      169000 | PA      | $171317.55    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      170000 | PA      | $169639.03    | 0.01%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5428000 | PA      | $5400423.75   | 0.25%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6235000 | PA      | $6188579.68   | 0.29%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2000000 | PA      | $1979638.82   | 0.09%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6089000 | PA      | $6088349.37   | 0.29%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    15835000 | PA      | $15823239.84  | 0.74%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      148000 | PA      | $147778.41    | 0.01%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5966000 | PA      | $5944086.52   | 0.28%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12980000 | PA      | $12924488.19  | 0.61%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7114000 | PA      | $7070694.31   | 0.33%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6165000 | PA      | $6123095.14   | 0.29%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8198000 | PA      | $8193649.21   | 0.39%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    16619000 | PA      | $16597884.30  | 0.78%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6786000 | PA      | $6772490.50   | 0.32%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8600000 | PA      | $8576532.41   | 0.40%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7872000 | PA      | $7844831.76   | 0.37%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6645000 | PA      | $6618420.00   | 0.31%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4200000 | PA      | $4179711.65   | 0.20%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6962000 | PA      | $6923230.36   | 0.33%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6700000 | PA      | $6656629.76   | 0.31%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                  | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4700000 | PA      | $4666194.50   | 0.22%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                | United Therapeutics Corp                                                                                             | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         672 | NS      | $327432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                        | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      287000 | PA      | $284943.19    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       10528 | NS      | $3475398.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                      | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |      153000 | PA      | $152059.34    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                           | Universal Health Services Inc                                                                                        | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        2058 | NS      | $448685.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      270000 | PA      | $282049.83    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                         | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       21000 | PA      | $22571.07     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST6                                                                       | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      276346 | PA      | $276836.09    | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST7                                                                       | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      727171 | PA      | $726849.42    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST7                                                                       | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      293000 | PA      | $293390.86    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                             | UPX HIL 2025-1 Issuer Trust                                                                                          | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      958335 | PA      | $965737.22    | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                           | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $130424.03    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                           | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $26311.74     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                      | VNDO Trust 2016-350P                                                                                                 | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267100 | PA      | $263211.75    | 0.01%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                                 | Highspring Holdings LLC 2022 Term Loan                                                                               | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      418666 | PA      | $340082.64    | 0.02%             | 2029-01-22      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      100000 | PA      | $104046.40    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       39000 | PA      | $39799.50     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       40965 | NS      | $533773.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                                                                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       14781 | NS      | $2406198.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Semiconductor ETF                                | VanEck Semiconductor ETF                                                                                             | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        3929 | NS      | $1414950.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211039.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Ventas Inc                                              | Ventas Inc                                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        2725 | NS      | $210860.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                   | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108050.10    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                   | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      118000 | PA      | $120866.26    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90997.29     | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101241.51    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55709.70     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298327.77    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206614.49    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      184000 | PA      | $177087.00    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      345000 | PA      | $272457.09    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vera Therapeutics Inc                                   | Vera Therapeutics Inc                                                                                                | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2198 | NS      | $111306.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc                                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       85689 | NS      | $3490112.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                  | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     1089572 | PA      | $1029645.63   | 0.05%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                              | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33014.06     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                              | Vertex Pharmaceuticals Inc                                                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        8885 | NS      | $4028103.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                      | Vertiv Holdings Co                                                                                                   | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       30722 | NS      | $4977271.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                           | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99856.07     | 0.00%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                     | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179382.00    | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                             | Viatris Inc                                                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      185353 | NS      | $2307644.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                     | VICI Properties Inc                                                                                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       11720 | NS      | $329566.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $214168.00    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                     | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197031.32    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        5010 | NS      | $1757057.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                            | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      106000 | PA      | $100874.76    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       23355 | NS      | $3767862.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                             | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1041452.30   | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211835.44    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                            | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $103428.10    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                           | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       40000 | PA      | $41100.00     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                   | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      195000 | PA      | $206565.91    | 0.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       67000 | PA      | $62558.07     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                                                           | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198207.04    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                                | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       79000 | PA      | $81281.52     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      529000 | PA      | $524104.50    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                                                                  | CUSIP: 92917JAJ6<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300634.50    | 0.01%             | 2031-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21222.42     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                       | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      653081 | PA      | $653492.16    | 0.03%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121623.53    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         832 | NS      | $14984.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                             | Walmart Inc                                                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      128809 | NS      | $14350610.69  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                  | CONTRA WALGREENS BOOTS                                                                                               | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |       30243 | NS      | $16028.79     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAWBONE HEALTH HUB INC                                  | JAWBONE HEALTH HUB INC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32637 | NS      | $0.33         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                                                          | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |      200000 | PA      | $199563.00    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quintis PTY                                             | QUINTIS PTY LIMITED                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     3249491 | NS      | $21.68        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MCM 2021 VFN1                                           | MCM 2021 VFN1                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      767727 | PA      | $618794.74    | 0.03%             | 2028-08-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GRAND ROUNDS INC.                                       | GRAND ROUNDS INC.                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1035048 | NS      | $828038.40    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      981818 | PA      | $1141578.80   | 0.05%             | 2027-10-14      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan B1                                                                                              | CUSIP: 000000000<br>LEI: 213800A1Q4CF57NECG66 | Long             | LON              | CORP              | GB        |       80087 | PA      | $107953.31    | 0.01%             | 2026-04-09      | Floating      | 6.37%                 | Yes           |                  3 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A2                                                                                              | CUSIP: 000000000<br>LEI: 213800A1Q4CF57NECG66 | Long             | LON              | CORP              | GB        |     1380399 | PA      | $1860709.66   | 0.09%             | 2026-04-09      | Floating      | 6.37%                 | Yes           |                  3 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A1                                                                                              | CUSIP: 000000000<br>LEI: 213800A1Q4CF57NECG66 | Long             | LON              | CORP              | GB        |      349231 | PA      | $470746.74    | 0.02%             | 2026-04-09      | Floating      | 6.37%                 | Yes           |                  3 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        3879 | NS      | $852255.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mythic Inc.                                             | Mythic Inc.                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         685 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                | DATABRICKS SER G CVT PFD                                                                                             | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       16533 | NS      | $3141270.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TVC DSCR 21 1 CERT                                      | TVC DSCR 21 1 CERT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472941 | PA      | $399184.60    | 0.02%             | 2051-02-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TVC DSCR 21 1 A                                         | TVC DSCR 21 1 A                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      845447 | PA      | $799021.09    | 0.04%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      683848 | PA      | $623879.75    | 0.03%             | 2029-06-08      | Floating      | 10.17%                | Yes           |                  3 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | DREAM FINDERS HOMES INC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2409 | NS      | $2387921.25   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited GBP Incremental Term Loan                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      402192 | PA      | $416793.25    | 0.02%             | 2029-06-08      | Floating      | 11.97%                | Yes           |                  3 | On Loan: No      |
| Hydrofarm Holdings LLC                                  | Hydrofarm Holdings LLC 2021 Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248257 | PA      | $203570.65    | 0.01%             | 2028-10-25      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                             | Wayfair LLC                                                                                                          | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102808.00    | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLTA SERIES C                                          | VOLTA SERIES C                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        1948 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANATICS HOLDINGS INC.                                  | FANATICS HOLDINGS INC.                                                                                               | CUSIP: 000000000<br>LEI: 254900SDMEGPMGGZLF87 | Long             | EC               | CORP              | US        |       37931 | NS      | $3034480.00   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SALT PAY CO LTD., SERIES C                              | SALT PAY CO LTD., SERIES C                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         331 | NS      | $103444.12    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SNORKEL AI, INC., SERIES B                              | SNORKEL AI, INC., SERIES B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4461 | NS      | $27301.32     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BYTEDANCE LTD., SERIES E 1                              | BYTEDANCE LTD., SERIES E 1                                                                                           | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |       23481 | NS      | $6073830.27   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BREEZE AVIATION GROUP SERIES B                          | BREEZE AVIATION GROUP SERIES B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1998 | NS      | $310788.90    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES C                          | SAMBANOVA SYSTEMS INC SERIES C                                                                                       | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |       16831 | NS      | $416567.25    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES D                          | SAMBANOVA SYSTEMS INC SERIES D                                                                                       | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |        5355 | NS      | $270052.65    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LOADSMART, INC., SERIES C                               | LOADSMART, INC., SERIES C                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       96249 | NS      | $649680.75    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JUMPCLOUD, INC., SERIES E 1                             | JUMPCLOUD, INC., SERIES E 1                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      491634 | NS      | $1091427.48   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| URSA MAJOR TECHNOLOGIES, INC.                           | URSA MAJOR TECHNOLOGIES, INC.                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      102993 | NS      | $453169.20    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PSIQUANTUM CORP., SERIES D                              | PSIQUANTUM CORP., SERIES D                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14776 | NS      | $636550.08    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SNORKEL AI, INC., SERIES C                              | SNORKEL AI, INC., SERIES C                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15980 | NS      | $122087.20    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JUMPCLOUD, INC., SERIES F                               | JUMPCLOUD, INC., SERIES F                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       32336 | NS      | $71785.92     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LOADSMART, INC., SERIES D                               | LOADSMART, INC., SERIES D                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        8526 | NS      | $87647.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOODLE PARTNERS INC SERIES C                            | NOODLE PARTNERS INC SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       69413 | NS      | $45812.58     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wealthfront Corp                                        | Wealthfront Corp                                                                                                     | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23711 | NS      | $322232.49    | 0.02%             |  |  |  | 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        |        7000 | PA      | $6903.30      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      185803 | NS      | $17316839.60  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         617 | NS      | $747804.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                      | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169000 | PA      | $158720.90    | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                       | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3294270 | PA      | $212843.43    | 0.01%             | 2053-07-15      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                       | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2761407 | PA      | $154328.11    | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                      | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $318908.84    | 0.01%             | 2035-07-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                           | Welltower Inc                                                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        1750 | NS      | $324817.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Deptford Energy Holdings LLC                       | West Deptford Energy Holdings LLC 2025 Term Loan                                                                     | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      406955 | PA      | $403479.60    | 0.02%             | 2031-12-30      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| True Corp PCL                                           | True Corp PCL                                                                                                        | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |      236100 | NS      | $81590.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                        | West Pharmaceutical Services Inc                                                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         269 | NS      | $74012.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2783 | NS      | $66792.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXO SERIES D PREF EQ                                    | EXO SERIES D PREF EQ                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       48140 | NS      | $35623.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EXO COMMON                                              | EXO COMMON                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1035 | NS      | $382.95       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LESSEN HOLDINGS INC BYDFL3FX0                           | LESSEN HOLDINGS INC BYDFL3FX0                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       53911 | NS      | $0.54         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS                                         | SONDER WARRANTS                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        3371 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SONDER COMMON 5 YR WARRANTS                             | SONDER COMMON 5 YR WARRANTS                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       33652 | NS      | $0.34         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         399 | NS      | $9177.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                                | SOURCE GLOBAL PBC COMMON                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8696 | NS      | $695.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                          | SONDER 1L PIK NOTES 7 12/10/27                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1410276 | PA      | $0.14         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RELATIVITY SPACE INC (DRS)                              | RELATIVITY SPACE INC (DRS)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         406 | NS      | $418.18       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4028 | NS      | $97679.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96970.61     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo V Ltd                                                                                                   | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003946.00   | 0.09%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo V Ltd                                                                                                   | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $301097.70    | 0.01%             | 2038-07-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC.                                         | DATABRICKS INC.                                                                                                      | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       60501 | NS      | $11495190.00  | 0.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EPIC GAMES INC PP                                       | EPIC GAMES INC PP                                                                                                    | CUSIP: 000000000<br>LEI: 549300I2RHITL4UP9K78 | Long             | EC               | CORP              | US        |        3175 | NS      | $1998249.75   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRW2ME3P8 NEON PAYMENTS                                 | BRW2ME3P8 NEON PAYMENTS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3076 | NS      | $1274971.24   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                                                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      100907 | NS      | $6065519.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                 | Windstream Services LLC                                                                                              | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107636.33    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                        | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2962.50      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                        | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        7000 | PA      | $10368.75     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                        | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       14400 | PA      | $11520.00     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                           | Wolfspeed Inc                                                                                                        | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        1191 | NS      | $20735.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                                                                 | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      130200 | PA      | $119548.34    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                                                        | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        8965 | PA      | $8808.11      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Workday Inc                                             | Workday Inc                                                                                                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        2353 | NS      | $505377.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103024.84    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | 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        |      100000 | PA      | $108208.80    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                        | Wynn Resorts Ltd                                                                                                     | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       16250 | NS      | $1955362.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199910.12    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                            | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210402.86    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                                                           | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      866000 | PA      | $828544.28    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                                                           | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      491000 | PA      | $399858.13    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp 2023 Term Loan B                                                                                 | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      431832 | PA      | $368136.67    | 0.02%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Xenon Pharmaceuticals Inc                               | Xenon Pharmaceuticals Inc                                                                                            | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        2480 | NS      | $111153.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                                                      | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101250.70    | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                         | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195587.06    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                              | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       67160 | PA      | $63801.89     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                              | Zimmer Biomet Holdings Inc                                                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        8127 | NS      | $730779.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       23826 | NS      | $2997787.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29072067 | PA      | $1713620.18   | 0.08%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERGE COMMON EQ                                         | VERGE COMMON EQ                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |      108057 | NS      | $16208.55     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CARESYNTAX COMMON EQ                                    | CARESYNTAX COMMON EQ                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2497 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                | Long: BRWRWGK52 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BRWRWGK52 IRS EUR P F   .02000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3655837 | OU      | $587290.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B92RFN899 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: B92RFN899 CDS USD P F  5.00000 2 CCPCORPORATE           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      431000 | OU      | $-16845.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRY6B3GT1 IRS EUR R F  2.69300 2 CCPINFLATIONZERO / Short: SRY6B3GT1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1585000 | OU      | $72862.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S95V4ZF37 CDS USD R F  1.00000 2 CCPCDX / Short: S95V4ZF37 CDS USD P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1578595 | OU      | $23626.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRY7W6JY5 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7W6JY5 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       45000 | OU      | $-688.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S95VEAG06 CDS USD R F  5.00000 2 CCPCDX / Short: S95VEAG06 CDS USD P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1954835 | OU      | $112762.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYCS1K44 IRS EUR R F  2.34000 2 CCPOIS / Short: SRYCS1K44 IRS EUR P V 12MESTR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8364000 | OU      | $-156353.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYCY76C2 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYCY76C2 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       90000 | OU      | $40083.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BRYD0ADG3 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD0ADG3 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       50000 | OU      | $-0.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BRYD1VT87 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD1VT87 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       55000 | OU      | $-0.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BRYD684R8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD684R8 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       30000 | OU      | $-0.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BRYDAE2N1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYDAE2N1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       40000 | OU      | $-0.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BRYDN4ZA1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYDN4ZA1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       80000 | OU      | $-1.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYDU0Y87 IRS GBP R F  3.18000 2 CCPOIS / Short: SRYDU0Y87 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    95425000 | OU      | $-329832.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYFP78S8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYFP78S8 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      460000 | OU      | $-8034.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYHTGHG6 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BRYHTGHG6 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      840000 | OU      | $-17730.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYK8PPT5 IRS GBP R F  4.86000 2 CCPOIS / Short: SRYK8PPT5 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7195000 | OU      | $303550.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYKCBT42 IRS ZAR R F  9.89500 2 CCPVANILLA / Short: SRYKCBT42 IRS ZAR P V 03MJIBAR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32110438 | OU      | $329347.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYKCFDU2 IRS ZAR R F  9.91750 2 CCPVANILLA / Short: SRYKCFDU2 IRS ZAR P V 03MJIBAR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16055219 | OU      | $165989.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYKDJF07 IRS ZAR R F  9.89600 2 CCPVANILLA / Short: SRYKDJF07 IRS ZAR P V 03MJIBAR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16055220 | OU      | $164732.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYLQ0K22 IRS BRL R F 10.12250 2 NDFPREDISWAP / Short: BRYLQ0K22 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    19423774 | OU      | $-389688.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYLQ22U6 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYLQ22U6 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      108408 | OU      | $-2176.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYLRP945 IRS BRL R F 10.03250 2 NDFPREDISWAP / Short: BRYLRP945 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    14282031 | OU      | $-295045.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BRYLPYKU7 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYLPYKU7 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    20244680 | OU      | $-406515.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BRYMVMJV4 IRS BRL R F  9.96500 2 NDFPREDISWAP / Short: BRYMVMJV4 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    16337393 | OU      | $-335979.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S969ANHG4 CDS USD R F  5.00000 2 CCPCDX / Short: S969ANHG4 CDS USD P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3773088 | OU      | $279961.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYPSC2D1 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYPSC2D1 IRS USD P F  4.24500 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1669600 | OU      | $-23879.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SRYR20V07 IRS USD R F  4.19850 2 CCPOIS / Short: SRYR20V07 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11231000 | OU      | $171424.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYRGS6G4 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYRGS6G4 IRS USD P F  3.65000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5872019 | OU      | $517841.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYS8JUK5 IRS GBP R F  4.12244 2 CCPOIS / Short: SRYS8JUK5 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6812320 | OU      | $147155.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYSBYRB2 IRS GBP R F  4.12330 2 CCPOIS / Short: SRYSBYRB2 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6858000 | OU      | $148813.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYTH31F1 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYTH31F1 IRS USD P F  3.46013 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5476382 | OU      | $196936.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BRYULJEU1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYULJEU1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      900000 | OU      | $-13778.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYUT1K50 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYUT1K50 IRS USD P F  3.44590 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26837722 | OU      | $-75634.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SRYUT18C9 IRS USD R F  3.99590 2 CCPOIS / Short: SRYUT18C9 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26837722 | OU      | $359685.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYRHGQP7 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYRHGQP7 IRS USD P F  3.27000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    27046000 | OU      | $12230.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYWJUGG4 IRS JPY R F  1.45000 2 CCPOIS / Short: SRYWJUGG4 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   327470000 | OU      | $-569326.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYWH1754 IRS EUR R F  3.00000 2 CCPVANILLA / Short: SRYWH1754 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17369716 | OU      | $374677.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYWQJHE5 IRS JPY R F  1.45200 2 CCPOIS / Short: SRYWQJHE5 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   327470000 | OU      | $-568757.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BRYWR7JB4 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BRYWR7JB4 IRS JPY P F   .28300 2 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3223089028 | OU      | $17084.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BRYXHUZP3 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BRYXHUZP3 IRS ZAR P F  8.02000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22948658 | OU      | $-4012.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BRYXJGHV9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYXJGHV9 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       30000 | OU      | $-582.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBTN5 IRS USD R F  4.93400 2 CCPOIS / Short: SYD0JBTN5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   128216200 | OU      | $483025.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBTK1 IRS USD R F  4.72900 2 CCPOIS / Short: SYD0JBTK1 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   149684400 | OU      | $2581737.07   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBTR6 IRS USD R F  4.50300 2 CCPOIS / Short: SYD0JBTR6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   201791100 | OU      | $7206131.70   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBUE3 IRS USD R F  4.07100 2 CCPOIS / Short: SYD0JBUE3 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5854900 | OU      | $-106311.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBUA1 IRS USD R F  4.35400 2 CCPOIS / Short: SYD0JBUA1 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   142128400 | OU      | $6704607.38   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYD0HUNK7 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD0HUNK7 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       65000 | OU      | $-1261.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYD0KF807 IRS EUR R F  2.90000 2 CCPVANILLA / Short: SYD0KF807 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19803303 | OU      | $360236.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD11UT42 IRS USD R F  4.00000 2 CCPOIS / Short: SYD11UT42 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28228500 | OU      | $566830.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD15EXM9 IRS USD R F  4.50000 2 CCPOIS / Short: SYD15EXM9 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28181000 | OU      | $75406.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYD16Z4Z4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD16Z4Z4 IRS ZAR P F  8.14500 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33758284 | OU      | $-9681.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYD18U7J6 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD18U7J6 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      900000 | OU      | $-14692.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYD307YV4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD307YV4 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       85000 | OU      | $-11215.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SRYW98XG5 IRS USD R F  4.14850 2 CCPOIS / Short: SRYW98XG5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33768180 | OU      | $358637.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD322HB6 IRS USD R F  4.09850 2 CCPOIS / Short: SYD322HB6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33768180 | OU      | $335614.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYD3KX5J4 IRS EUR R F  2.87000 2 CCPVANILLA / Short: SYD3KX5J4 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14337950 | OU      | $240348.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD614WU7 IRS USD R F  4.35000 2 CCPOIS / Short: SYD614WU7 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12384311 | OU      | $48719.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYD8X48Z4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD8X48Z4 IRS ZAR P F  6.91600 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1079735 | OU      | $-150.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                            | Long: BYD8YTQW5 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYD8YTQW5 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DCR              |  | DE        |      205000 | OU      | $-1289.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYD9LGMF6 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD9LGMF6 IRS ZAR P F  7.25100 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13258493 | OU      | $-7338.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD9LUQ95 IRS USD R F  3.66000 2 CCPOIS / Short: SYD9LUQ95 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13979605 | OU      | $134866.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD9LUQD6 IRS USD R F  3.66000 2 CCPOIS / Short: SYD9LUQD6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9414413 | OU      | $-46421.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDA7X9P5 IRS USD R F  4.00000 2 CCPOIS / Short: SYDA7X9P5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    43538712 | OU      | $173955.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDAHDEP2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BYDAHDEP2 IRS USD P F  3.65000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    47945300 | OU      | $4253275.99   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S96RYU955 CDS EUR R F  5.00000 2 CCPCDX / Short: S96RYU955 CDS EUR P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8470802 | OU      | $1010249.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDAUCLN6 IRS GBP R F  4.09500 2 CCPOIS / Short: SYDAUCLN6 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5400000 | OU      | $-431819.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDB5KAB2 IRS MXN R F  9.04000 2 CCPOIS / Short: SYDB5KAB2 IRS MXN P V 00MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    98015509 | OU      | $269736.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDB5B1F3 IRS MXN R F  9.25500 2 CCPOIS / Short: SYDB5B1F3 IRS MXN P V 00MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   106952390 | OU      | $117324.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDC7ANP5 IRS BRL R F 14.03000 2 NDFPREDISWAP / Short: BYDC7ANP5 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1750821 | OU      | $8734.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDCFU2M2 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDCFU2M2 IRS PLN P F  5.23750 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5448860 | OU      | $-13304.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDCJGF60 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDCJGF60 IRS MXN P F  8.97000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7001881 | OU      | $-18512.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDCPP7Q8 IRS USD R F  3.67000 2 CCPOIS / Short: SYDCPP7Q8 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15196881 | OU      | $-78568.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDD0R3K6 IRS USD R F  3.70000 2 CCPOIS / Short: SYDD0R3K6 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12000000 | OU      | $-36703.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDD60642 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDD60642 IRS PLN P F  5.14000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4544998 | OU      | $-20688.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDD6YUP4 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDD6YUP4 IRS PLN P F  5.12700 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2726998 | OU      | $-12298.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDD80LJ0 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDD80LJ0 IRS ZAR P F  7.93625 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25090581 | OU      | $-79726.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDD7W8T4 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDD7W8T4 IRS MXN P F  9.30500 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33976702 | OU      | $-1045.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDDBKUM5 IRS USD R F  4.07000 2 CCPOIS / Short: SYDDBKUM5 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    39265000 | OU      | $255167.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDDJLEY7 IRS GBP R F  4.00000 2 CCPOIS / Short: SYDDJLEY7 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14863600 | OU      | $301215.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDDPT382 IRS USD R F  4.00000 2 CCPOIS / Short: SYDDPT382 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14863600 | OU      | $336026.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDDX7399 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDDX7399 CDS EUR P V 03MEVENT 1 CDXTRANCHE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      743000 | OU      | $115092.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDE0XZN0 IRS EUR R F  2.41579 2 CCPVANILLA / Short: SYDE0XZN0 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      240559 | OU      | $-796.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R35 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDE00R35 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      228691 | OU      | $3960.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R68 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDE00R68 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      228691 | OU      | $4098.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R76 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDE00R76 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      457382 | OU      | $-8773.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDE38VL0 IRS EUR R F  2.43329 2 CCPVANILLA / Short: SYDE38VL0 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      483280 | OU      | $-1313.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDEF5Z47 IRS CZK R F  3.45500 2 CCPVANILLA / Short: SYDEF5Z47 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12648096 | OU      | $-7624.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDEN4RP3 IRS HUF R F  6.50000 2 CCPVANILLA / Short: SYDEN4RP3 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135981220 | OU      | $1633.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDENMMW3 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDENMMW3 IRS MXN P F  8.65000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6902039 | OU      | $-14178.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDEUBZ54 IRS USD R F  3.22500 2 CCPOIS / Short: SYDEUBZ54 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15688892 | OU      | $-111138.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDF0U183 IRS USD R F  3.90000 2 CCPOIS / Short: SYDF0U183 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12597022 | OU      | $238391.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDF2ES13 IRS HUF R F  6.55000 2 CCPVANILLA / Short: SYDF2ES13 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    54004106 | OU      | $3219.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDF4HNB7 IRS MXN R F  8.47000 2 CCPOIS / Short: SYDF4HNB7 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    52805678 | OU      | $6490.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDFPHSB9 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDFPHSB9 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      435236 | OU      | $-6648.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDFPHS86 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDFPHS86 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      435236 | OU      | $4915.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDG8WJ07 IRS USD R V 12MSOFR 1 CCPOIS / Short: BYDG8WJ07 IRS USD P F  3.88300 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      973478 | OU      | $-5627.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B96ZAV0E1 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96ZAV0E1 CDS USD P F  1.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3022981 | OU      | $-67797.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S96ZAV0M3 CDS EUR R F  5.00000 2 CCPCDX / Short: S96ZAV0M3 CDS EUR P V 03MEVENT 1 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1228861 | OU      | $163915.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDGJYTN0 IRS USD R F  3.75000 2 CCPOIS / Short: SYDGJYTN0 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11860000 | OU      | $-4428.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9707Z0K8 CDS USD R V 03MEVENT 1 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5633000 | OU      | $-446565.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDGTQC46 IRS CZK R F 3.56000                           | Long: SYDGTQC46 IRS CZK R F  3.56000 2 CCPVANILLA / Short: SYDGTQC46 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3150321 | OU      | $-1501.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDGM89W5 IRS CZK R F  3.66000 2 CCPVANILLA / Short: SYDGM89W5 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5649630 | OU      | $-1551.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDGYEH67 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGYEH67 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      160000 | OU      | $-1278.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDHB0FU9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDHB0FU9 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      125000 | OU      | $-2888.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDHLYZJ7 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDHLYZJ7 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      470111 | OU      | $14786.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDHLYZK4 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDHLYZK4 CDS EUR P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      470111 | OU      | $-15868.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDHX1RP1 IRS HUF R F  5.75500 2 CCPVANILLA / Short: SYDHX1RP1 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   319000000 | OU      | $-3410.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDJQCJ13 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDJQCJ13 IRS MXN P F  7.72500 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3039773 | OU      | $-525.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDJQBZW9 IRS MXN R F  7.73000 2 CCPOIS / Short: SYDJQBZW9 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14868939 | OU      | $2123.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQAA16 IRS BRL R F 13.33000 2 NDFPREDISWAP / Short: BYDJQAA16 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      771090 | OU      | $-442.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJTRCA4 IRS HUF R F  5.67500 2 CCPVANILLA / Short: SYDJTRCA4 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   200381316 | OU      | $-2916.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJTREA2 IRS HUF R F  5.96100 2 CCPVANILLA / Short: SYDJTREA2 IRS HUF P V 06MBUBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23784309 | OU      | $-300.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJTZE71 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZE71 IRS ZAR P F  6.99400 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5839261 | OU      | $-3521.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJU4Z18 IRS EUR R F  2.62707 2 CCPVANILLA / Short: SYDJU4Z18 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      318791 | OU      | $1985.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJU7BE9 IRS PLN R F  4.03500 2 CCPVANILLA / Short: SYDJU7BE9 IRS PLN P V 06MWIBOR 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1728225 | OU      | $5655.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJTZE30 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZE30 IRS ZAR P F  6.94400 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25450216 | OU      | $-3733.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJTZL16 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZL16 IRS ZAR P F  7.59750 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11050309 | OU      | $-27721.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJU4QN0 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDJU4QN0 IRS PLN P F  3.97000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3202709 | OU      | $-4736.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJVW237 IRS CZK R F  3.40600 2 CCPVANILLA / Short: SYDJVW237 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9446078 | OU      | $-7975.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJUAKA0 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDJUAKA0 IRS PLN P F  4.20500 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2399768 | OU      | $-1729.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDKXF4W3 IRS EUR R F  2.20000 2 CCPVANILLA / Short: SYDKXF4W3 IRS EUR P V 06MEURIB 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3472601 | OU      | $-55013.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDL9GT41 IRS CZK R F  3.55000 2 CCPVANILLA / Short: SYDL9GT41 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13851000 | OU      | $-7457.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDLE8XY2 IRS MXN R F  7.82250 2 CCPOIS / Short: SYDLE8XY2 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6909000 | OU      | $2474.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDLFHSV3 IRS KRW R F  2.39950 2 CCPNDF / Short: SYDLFHSV3 IRS KRW P V 03MKSDA 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2062513000 | OU      | $-22735.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDLPBDH2 IRS BRL R F 13.34000 2 NDFPREDISWAP / Short: BYDLPBDH2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     3577000 | OU      | $-862.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDLRWHA5 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDLRWHA5 IRS MXN P F  7.73000 2 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    36182000 | OU      | $-6785.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDM3DET3 IRS MXN R F  7.72000 2 CCPOIS / Short: SYDM3DET3 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4391000 | OU      | $576.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BYDM8LWY9 IRS BRL R F 13.11500 2 NDFPREDISWAP / Short: BYDM8LWY9 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    34608328 | OU      | $-53798.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDM8TTW0 IRS BRL R F 13.00000 2 NDFPREDISWAP / Short: BYDM8TTW0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    13256236 | OU      | $-30049.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BYDM8ZH82 IRS BRL R F 13.00000 2 NDFPREDISWAP / Short: BYDM8ZH82 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     8616553 | OU      | $-19532.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BYDM92686 IRS BRL R F 12.94500 2 NDFPREDISWAP / Short: BYDM92686 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     7403883 | OU      | $-19301.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDMD6MC5 IRS KRW R F  2.40300 2 CCPNDF / Short: SYDMD6MC5 IRS KRW P V 03MKSDA 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2602556000 | OU      | $-28522.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDMDFNE0 IRS CNY R F  1.44800 2 CCPNDF / Short: SYDMDFNE0 IRS CNY P V 00MCNRR 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8263000 | OU      | $-7202.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDMNH661 IRS USD R F  3.75000 2 CCPOIS / Short: SYDMNH661 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5901374 | OU      | $-11058.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDNW11R3 IRS MXN R F  7.69000 2 CCPOIS / Short: SYDNW11R3 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25841000 | OU      | $1115.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDQ3ZF80 IRS USD R F  3.50000 2 CCPOIS / Short: SYDQ3ZF80 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26455278 | OU      | $111893.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDQZFLU3 IRS THB R F  1.37500 2 CCPNDFOIS / Short: SYDQZFLU3 IRS THB P V 12MTHOR 1 CCPNDFOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1284110 | OU      | $-776.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDR4NKU9 IRS BRL R F 13.14000 2 CCPNDFPREDISWAP / Short: SYDR4NKU9 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2319000 | OU      | $-1793.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDRRCE19 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDRRCE19 CDS EUR P V 03MEVENT 1 CDXTRANCHE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      425000 | OU      | $24838.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B978T5JT4 CDS USD R V 03MEVENT 1 CCPCDX / Short: B978T5JT4 CDS USD P F  1.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6339387 | OU      | $-143547.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDRZ83G8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDRZ83G8 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       65000 | OU      | $714.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDS0ECW6 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDS0ECW6 IRS PLN P F  4.08000 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1204830 | OU      | $-4974.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDS0VLS7 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDS0VLS7 IRS PLN P F  4.08200 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1223085 | OU      | $-5080.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDS297Y7 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDS297Y7 IRS PLN P F  4.09700 2 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1223085 | OU      | $-5307.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDS11GA7 IRS BRL R F 13.01000 2 CCPNDFPREDISWAP / Short: SYDS11GA7 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4724000 | OU      | $-6387.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDS524K2 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDS524K2 CDS EUR P V 03MEVENT 1 CDXTRANCHE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      425000 | OU      | $24838.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDS6W9M6 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDS6W9M6 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      212000 | OU      | $45372.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9796YTF3 CDS USD R V 03MEVENT 1 CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 2 CCPCDX                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1759000 | OU      | $-134040.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDSD3P44 CDS USD R F  5.00000 2 CORPORATE / Short: BYDSD3P44 CDS USD P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       85000 | OU      | $14991.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDSD3P77 CDS USD R F  5.00000 2 CORPORATE / Short: BYDSD3P77 CDS USD P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       45000 | OU      | $7936.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDSD3GF9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDSD3GF9 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      655000 | OU      | $-957.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDS97UA0 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDS97UA0 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |      214000 | OU      | $18128.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDSFTN47 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDSFTN47 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      238907 | OU      | $51130.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDSKG5P2 IRS CZK R F  3.91000 2 CCPVANILLA / Short: SYDSKG5P2 IRS CZK P V 06MPRIBO 1 CCPVANILLA               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25010015 | OU      | $4793.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDSMBG87 IRS JPY R F  2.57750 2 CCPOIS / Short: SYDSMBG87 IRS JPY P V 12MTONAR 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29450000 | OU      | $-9760.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDSU3000 IRS CNY R F  1.59000 2 CCPNDF / Short: SYDSU3000 IRS CNY P V 00MCNRR 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10998000 | OU      | $2678.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDSUT3V2 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDSUT3V2 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      113000 | OU      | $15241.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDSXGBN6 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDSXGBN6 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |       65000 | OU      | $4361.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDTGDC33 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDTGDC33 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      260000 | OU      | $-380.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDTGFYK6 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDTGFYK6 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      130000 | OU      | $-21340.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDR3RGY8 IRS THB R V 12MTHOR 1 CCPNDFOIS / Short: BYDR3RGY8 IRS THB P F  1.35000 2 CCPNDFOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1284110 | OU      | $870.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDUAL0G2 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BYDUAL0G2 IRS BRL P F 13.88300 2 CCPNDFPREDISWAP     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10007573 | OU      | $802.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDUJ29E1 IRS KRW R F  2.91400 2 CCPNDF / Short: SYDUJ29E1 IRS KRW P V 03MKSDA 1 CCPNDF                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1338400000 | OU      | $-10082.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDUGB9L8 IRS COP R F  9.31000 2 NDFOIS / Short: BYDUGB9L8 IRS COP P V 03MCPIBR 1 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  1262050394 | OU      | $-9240.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDUGBD66 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDUGBD66 IRS COP P F  9.36000 2 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   700024894 | OU      | $8596.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDUK84Y7 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDUK84Y7 CDS EUR P V 03MEVENT 1 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      476000 | OU      | $16904.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDUKCUS2 IRS COP R F  9.37000 2 NDFOIS / Short: BYDUKCUS2 IRS COP P V 03MCPIBR 1 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  1252807688 | OU      | $-8817.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDUKCY25 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDUKCY25 IRS COP P F  9.42000 2 NDFOIS                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   697971853 | OU      | $8215.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDUMQ0J2 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDUMQ0J2 IRS COP P F  9.54000 2 NDFOIS                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  1368780339 | OU      | $14714.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDUMPZZ0 IRS COP R F  9.54000 2 NDFOIS / Short: BYDUMPZZ0 IRS COP P V 03MCPIBR 1 NDFOIS                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  2487286037 | OU      | $-15505.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDUS12L4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDUS12L4 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      275000 | OU      | $-45143.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDUS23M9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDUS23M9 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      170000 | OU      | $-26300.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDUZ2JE2 IRS USD R V 12MFEDL 1 CCPOIS / Short: BYDUZ2JE2 IRS USD P F  3.78900 2 CCPOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   295064000 | OU      | $-32985.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDUZ99Q1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDUZ99Q1 CDS USD P F  1.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       35000 | OU      | $7279.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BYDV10YE4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDV10YE4 CDS USD P F  5.00000 2 CORPORATE                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       85000 | OU      | $-3210.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDV97UP0 IRS USD R V 12MFEDL 1 CCPOIS / Short: BYDV97UP0 IRS USD P F  3.68200 2 CCPOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   147213000 | OU      | $-4267.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDV9BFD5 IRS CLP R V 06MCLICP 1 NDFCAMARAPROMEDIO / Short: BYDV9BFD5 IRS CLP P F  4.43500 2 NDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  1239062000 | OU      | $-273.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDVP27D6 IRS GBP R F  4.45000 2 CCPOIS / Short: SYDVP27D6 IRS GBP P V 12MSONIA 1 CCPOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2686100 | OU      | $-4486.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDVWEWP7 IRS USD R F  3.22800 2 CCPOIS / Short: SYDVWEWP7 IRS USD P V 12MSOFR 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    40431000 | OU      | $16594.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDW610H5 IRS MXN R F  8.27000 2 CCPOIS / Short: SYDW610H5 IRS MXN P V 01MTIEF 1 CCPOIS                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4531122 | OU      | $1519.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92VTNPW5 CDS EUR R F  5.00000 2 CCPCORPORATE / Short: S92VTNPW5 CDS EUR P V 03MEVENT 1 CCPCORPORATE           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      116097 | OU      | $-80476.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUNF67 CDS EUR R F  5.00000 2 CCPCORPORATE / Short: S92XUNF67 CDS EUR P V 03MEVENT 1 CCPCORPORATE           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       16615 | OU      | $-11516.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDWF9NX8 TRS USD R E BYDWF9NY6 BONDTRS / Short: BYDWF9NX8 TRS USD P V 03MTBILL BYDWF9NZ3 BONDTRS              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |      240745 | OU      | $1407.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDWFM592 TRS USD R E BYDWFM5A9 EQUITYTRS / Short: BYDWFM592 TRS USD P V 12MSOFR BYDWFM5B7 EQUITYTRS           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2262857 | OU      | $7602.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BYDWFLWU7 TRS USD R E BYDWFLWV5 EQUITYTRS / Short: BYDWFLWU7 TRS USD P F   .00000 BYDWFLWW3 EQUITYTRS          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      135199 | OU      | $455.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDWFM8Q1 TRS USD R E BYDWFM8R9 EQUITYTRS / Short: BYDWFM8Q1 TRS USD P V 12MSOFR BYDWFM8S7 EQUITYTRS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2498714 | OU      | $8395.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDWFLHF7 TRS USD R E BYDWFLHG5 EQUITYTRS / Short: BYDWFLHF7 TRS USD P V 12MSOFR BYDWFLHH3 EQUITYTRS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2777696 | OU      | $10064.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDWFLK63 TRS USD R E BYDWFLK71 EQUITYTRS / Short: BYDWFLK63 TRS USD P V 12MSOFR BYDWFLK89 EQUITYTRS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      737152 | OU      | $2670.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDWFM642 TRS USD R E BYDWFM659 EQUITYTRS / Short: BYDWFM642 TRS USD P V 12MSOFR BYDWFM667 EQUITYTRS           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     6602619 | OU      | $22184.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BYDWFLM61 TRS USD R V 12MSOFR BYDWFLM87 EQUITYTRS / Short: BYDWFLM61 TRS USD P E BYDWFLM79 EQUITYTRS           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     3367727 | OU      | $-11315.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDWFM5C5 TRS USD R E BYDWFM5D3 EQUITYTRS / Short: BYDWFM5C5 TRS USD P V 12MSOFR BYDWFM5E1 EQUITYTRS           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      105588 | OU      | $236.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDWFM5G6 TRS USD R E BYDWFM5H4 EQUITYTRS / Short: BYDWFM5G6 TRS USD P F   .00000 BYDWFM5J0 EQUITYTRS          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |       46718 | OU      | $11.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDWFM568 TRS USD R E BYDWFM576 EQUITYTRS / Short: BYDWFM568 TRS USD P V 12MSOFR BYDWFM584 EQUITYTRS           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       79711 | OU      | $-207.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDWFM477 TRS USD R E BYDWFM485 EQUITYTRS / Short: BYDWFM477 TRS USD P V 12MSOFR BYDWFM493 EQUITYTRS           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     2478543 | OU      | $8327.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDWFLK30 TRS USD R V 12MSOFR BYDWFLK55 EQUITYTRS / Short: BYDWFLK30 TRS USD P E BYDWFLK48 EQUITYTRS           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     8128145 | OU      | $-4428.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDWFLKM8 TRS USD R V 12MSOFR BYDWFLKP1 EQUITYTRS / Short: BYDWFLKM8 TRS USD P E BYDWFLKN6 EQUITYTRS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6129285 | OU      | $-3339.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDWFLSW8 TRS USD R E BYDWFLSX6 EQUITYTRS / Short: BYDWFLSW8 TRS USD P V 03MTBILL BYDWFLSY4 EQUITYTRS          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      149365 | OU      | $-1091.02     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| Misto Holdings Corp                                     | Misto Holdings Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2328 | NS      | $69002.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                              | Airtac International Group                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       15000 | NS      | $442081.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   487000000 | PA      | $32784.23     | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13392000000 | PA      | $821427.37    | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2937000000 | PA      | $181155.26    | 0.01%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       10587 | NS      | $11407705.90  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                           | Coloplast A/S                                                                                                        | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        4955 | NS      | $424817.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    16834000 | PA      | $1006752.02   | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    36862398 | PA      | $2271746.58   | 0.11%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                                                                        | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        8243 | NS      | $543746.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                           | Axis Bank Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        2873 | NS      | $40625.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |        4556 | NS      | $210371.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4172200000 | PA      | $904926.40    | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                      | Mr Price Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |       23471 | NS      | $248004.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        1708 | NS      | $634716.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10608000 | PA      | $1875275.86   | 0.09%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                | gategroup Finance Luxembourg SA                                                                                      | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $439681.44    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      223000 | PA      | $210708.45    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $219955.43    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      144000 | PA      | $168488.08    | 0.01%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                        | Tele Columbus AG                                                                                                     | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |      465451 | PA      | $359707.75    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                              | National Bank of Greece SA                                                                                           | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |        8407 | NS      | $128227.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                | Alcon AG                                                                                                             | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        6345 | NS      | $502067.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      204000 | PA      | $2040.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       97000 | PA      | $100044.58    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE     | Fawry for Banking & Payment Technology Services SAE                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | EG        |      188000 | NS      | $63533.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $419994.33    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      176000 | PA      | $208244.91    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      233000 | PA      | $2330.00      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      714000 | PA      | $576601.15    | 0.03%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4815500000 | PA      | $1153367.80   | 0.05%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                                                             | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117308.15    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $212529.91    | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                                                          | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      941000 | PA      | $1234867.96   | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                          | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269288.16    | 0.01%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      571000 | PA      | $689695.59    | 0.03%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     1218000 | PA      | $1436422.20   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       90343 | PA      | $89056.52     | 0.00%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                       | Eicher Motors Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        1264 | NS      | $102892.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                                                        | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      167000 | PA      | $193200.63    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                                                                                    | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       22776 | NS      | $3195212.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                   | Global Switch Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      146000 | PA      | $160464.02    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                         | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243252.30    | 0.01%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                     | VZ Vendor Financing II BV                                                                                            | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      709000 | PA      | $786988.81    | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                               | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      605000 | PA      | $712630.66    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      448000 | PA      | $78973.44     | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                       | Belimo Holding AG                                                                                                    | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |         402 | NS      | $392779.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $227982.85    | 0.01%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $54766.04     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      145440 | PA      | $79840.24     | 0.00%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |      608000 | PA      | $396859.41    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1224000 | PA      | $1606267.42   | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                             | Cedacri SpA                                                                                                          | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $130450.44    | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Northam Platinum Holdings Ltd                           | Northam Platinum Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |       10554 | NS      | $214171.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                       | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233372.15    | 0.01%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Krafton Inc                                             | Krafton Inc                                                                                                          | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |        2633 | NS      | $448630.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      238000 | PA      | $284259.40    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $113395.66    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                      | HD Hyundai Heavy Industries Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |        2337 | NS      | $823673.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANICKS GROUP AG                                       | BRANICKS Group AG                                                                                                    | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $82073.53     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                                 | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $195297.24    | 0.01%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                              | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      207000 | PA      | $246221.93    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1008000 | PA      | $1275414.65   | 0.06%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $614563.96    | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGRIFARMA SPA                                           | Agrifarma SpA                                                                                                        | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |     1022000 | PA      | $1211817.33   | 0.06%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                    | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1191474.84   | 0.06%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                            | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      101000 | PA      | $118427.48    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      343000 | PA      | $46355.81     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234411.27    | 0.01%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 6 LTD                                    | HKT Capital No 6 Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900F4EZA4GPR3LG03 | Long             | DBT              | CORP              | VG        |      201000 | PA      | $184712.33    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                                                              | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      202591 | PA      | $187614.22    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                                                                  | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      288000 | PA      | $338452.85    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Elm Co                                                  | Elm Co                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         317 | NS      | $63215.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                                                             | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $482394.00    | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Borouge PLC                                             | Borouge PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2549001Z4YA6WG9MBM08 | Long             | EC               | CORP              | AE        |      132029 | NS      | $94514.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREEM PETROLEUM AB                                      | Preem AB                                                                                                             | CUSIP: 000000000<br>LEI: 549300MIHCMD8DCSBY41 | Long             | DBT              | CORP              | SE        |      152800 | PA      | $185359.89    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4445000000 | PA      | $280167.21    | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9577000000 | PA      | $611100.43    | 0.03%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    38195400 | PA      | $1972755.56   | 0.09%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2870000 | PA      | $490524.85    | 0.02%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                                                         | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $252004.24    | 0.01%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                   | Fomento Economico Mexicano SAB de CV                                                                                 | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $939663.80    | 0.04%             | 2026-02-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                        | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      506000 | PA      | $711351.33    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                                                              | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |      165354 | NS      | $170702.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      430200 | PA      | $531354.09    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                 | Dana Financing Luxembourg Sarl                                                                                       | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $422074.32    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      221000 | PA      | $235720.12    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      147000 | PA      | $216510.71    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $257983.19    | 0.01%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30965100 | PA      | $1715422.69   | 0.08%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      479000 | PA      | $587571.98    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    35850000 | PA      | $622088.61    | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11412100 | PA      | $639204.35    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13000000 | PA      | $638131.86    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      356000 | PA      | $417159.71    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |       71629 | PA      | $84233.15     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      708000 | PA      | $858213.59    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      416000 | PA      | $386984.01    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                              | Tenaris SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       20515 | NS      | $395854.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                               | Sampo Oyj                                                                                                            | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       40919 | NS      | $495071.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                                                                                            | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |        5198 | NS      | $254071.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                   | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      194000 | PA      | $275230.02    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      461000 | PA      | $19297.63     | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                                                        | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      128000 | PA      | $161093.91    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      251000 | PA      | $234352.20    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                            | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      637200 | PA      | $774826.72    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10738000 | PA      | $1895450.52   | 0.09%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     6638716 | PA      | $7556748.23   | 0.36%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      478000 | PA      | $565278.18    | 0.03%             | 2031-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                         | Athens International Airport SA                                                                                      | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |       13759 | NS      | $173661.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                        | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $609535.03    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                        | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      346000 | PA      | $411577.56    | 0.02%             | 2030-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      200000 | PA      | $218196.36    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1051000 | PA      | $1273019.70   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      625000 | PA      | $847118.90    | 0.04%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                       | Galderma Group AG                                                                                                    | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |        7037 | NS      | $1432963.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      361000 | PA      | $442955.69    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                                                                   | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $853987.66    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                                                           | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      173000 | PA      | $217221.02    | 0.01%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | Progroup AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      168000 | PA      | $202742.69    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | Progroup AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      116000 | PA      | $139350.60    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1986000 | PA      | $563099.38    | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      197000 | PA      | $232772.14    | 0.01%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141035.13    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      389000 | PA      | $475417.13    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2177000 | PA      | $603654.43    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121563.07    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                               | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      385000 | PA      | $457656.89    | 0.02%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                      | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206189.87    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121514.81    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co Ltd                       | HD Hyundai Marine Solution Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 988400NV4TGR7O3GJM74 | Long             | EC               | CORP              | KR        |         715 | NS      | $95807.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      574000 | PA      | $701408.84    | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                              | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $150758.00    | 0.01%             | 2029-08-07      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      347000 | PA      | $397413.35    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                                                                      | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $195569.18    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                  | Trident Energy Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203000.04    | 0.01%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      102000 | PA      | $123910.24    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                            | Centrica PLC                                                                                                         | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      356000 | PA      | $494271.29    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      155000 | PA      | $183268.67    | 0.01%             | 2031-06-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                                                             | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123135.55    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      135000 | PA      | $162162.97    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                       | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      159000 | PA      | $185750.59    | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                 | A2A SpA                                                                                                              | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      125000 | PA      | $151601.72    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                   | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $254452.42    | 0.01%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                                                                     | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |      274000 | PA      | $322083.69    | 0.02%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      262000 | PA      | $310419.12    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                  | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      508000 | PA      | $616385.65    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                       | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $265089.39    | 0.01%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $495436.90    | 0.02%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                                                                | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $398236.48    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      420000 | PA      | $496030.69    | 0.02%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      710000 | PA      | $845940.48    | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      208000 | PA      | $250218.34    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      710820 | PA      | $180056.33    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                      | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      577000 | PA      | $712061.50    | 0.03%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                      | AB Carval Euro CLO II-C DAC                                                                                          | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $341608.21    | 0.02%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                   | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      653300 | PA      | $806806.21    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      162000 | PA      | $200035.19    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       97157 | PA      | $116198.65    | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    55249000 | PA      | $1838525.28   | 0.09%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC          | Palmer Square European Loan Funding 2024-2 DAC                                                                       | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $340088.21    | 0.02%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      241000 | PA      | $285162.41    | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                                                         | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |      324000 | PA      | $396107.23    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                                                                  | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      139000 | PA      | $159216.25    | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                                                                  | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      241000 | PA      | $320812.87    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $599337.01    | 0.03%             | 2037-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2940000 | PA      | $429524.89    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $345636.20    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                          | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      409000 | PA      | $573830.63    | 0.03%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                  | EDP SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $361773.34    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $276299.40    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241367.44    | 0.01%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                         | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      114000 | PA      | $136328.82    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                                                                    | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      156000 | PA      | $188082.80    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                                                                    | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      251000 | PA      | $297464.79    | 0.01%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2820000 | PA      | $63931.67     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |      260000 | PA      | $304635.34    | 0.01%             | 2038-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                                                                    | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $384881.39    | 0.02%             | 2037-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                                                                            | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $460572.89    | 0.02%             | 2037-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $203049.00    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                         | OEG Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      479000 | PA      | $588426.37    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                                                                             | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      157000 | PA      | $185932.88    | 0.01%             | 2031-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      130000 | PA      | $155609.15    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                          | Jubilee CLO 2024-XXIX DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |      410000 | PA      | $478110.33    | 0.02%             | 2039-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4833000 | PA      | $102895.38    | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      188000 | PA      | $162954.42    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                       | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      641000 | PA      | $918050.73    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $348915.34    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC          | Palmer Square European Loan Funding 2024-3 DAC                                                                       | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $281805.44    | 0.01%             | 2034-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $282475.86    | 0.01%             | 2038-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                    | Fressnapf Holding SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      152000 | PA      | $178253.91    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      216000 | PA      | $259305.88    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      431000 | PA      | $510713.02    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      470000 | PA      | $554356.18    | 0.03%             | 2038-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                                                                   | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $278692.75    | 0.01%             | 2038-11-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                                                                               | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |      160000 | PA      | $188032.00    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                      | Victory Street CLO I DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |      360000 | PA      | $425762.73    | 0.02%             | 2038-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                              | BPER Banca SPA                                                                                                       | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $243120.67    | 0.01%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      113000 | PA      | $136261.25    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRCA SPA                                                | Irca SpA/Gallarate                                                                                                   | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      213000 | PA      | $254367.88    | 0.01%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                                                     | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $128158.30    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                  | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111639.83    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      579000 | PA      | $12403.87     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $373467.65    | 0.02%             | 2038-01-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                   | Virgin Media O2 Vendor Financing Notes V DAC                                                                         | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      164000 | PA      | $221754.63    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      180000 | PA      | $210135.42    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      258000 | PA      | $318103.07    | 0.01%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                              | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      300771 | PA      | $231533.13    | 0.01%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                                                                  | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2810000 | PA      | $2811780.70   | 0.13%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $391100.07    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $609802.46    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                              | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $268055.77    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                      | Al Rajhi Sukuk Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $203177.60    | 0.01%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      887749 | PA      | $1142692.16   | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      748000 | PA      | $873130.07    | 0.04%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                      | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      183000 | PA      | $220185.08    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    19524000 | PA      | $662514.14    | 0.03%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                                                           | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      153000 | PA      | $192809.79    | 0.01%             | 2030-02-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      220000 | PA      | $268664.31    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                                                                        | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      160000 | PA      | $180324.05    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $198324.38    | 0.01%             | 2038-04-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      153000 | PA      | $188797.65    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      272000 | PA      | $318247.92    | 0.01%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      308000 | PA      | $333563.78    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      140000 | PA      | $154229.69    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      200000 | PA      | $173039.90    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5931000 | PA      | $122469.68    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-1 DAC                                                                                | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $383837.00    | 0.02%             | 2038-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                                                                    | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $430191.38    | 0.02%             | 2039-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                    | Alpha Star Holding IX Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $204704.84    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                      | Arini European CLO V DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $293401.02    | 0.01%             | 2039-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $280184.99    | 0.01%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2880000 | PA      | $3417149.13   | 0.16%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $279679.24    | 0.01%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                                                                    | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $288844.18    | 0.01%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                       | TAG Immobilien AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239167.30    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                             | NN Group NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239297.04    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                                                                            | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      166000 | PA      | $189371.21    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239537.35    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-1 DAC                                                                                 | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $373626.73    | 0.02%             | 2037-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro CLO I DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $461759.96    | 0.02%             | 2039-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE AG                                       | Alstria Office AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240584.12    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                  | CVC Cordatus Opportunity Loan Fund-R DAC                                                                             | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |      780000 | PA      | $909420.83    | 0.04%             | 2033-08-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                         | Texas Debt Capital Euro CLO 2025-I DAC                                                                               | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $457056.59    | 0.02%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                                                                                | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $262880.38    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248664.33    | 0.01%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123906.33    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119966.20    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      217000 | PA      | $257283.50    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                                                             | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $234271.78    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       65000 | PA      | $79741.20     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                  | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111475.53    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    62250000 | PA      | $1082210.02   | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      189000 | PA      | $228741.58    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                                                                   | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |      312000 | PA      | $372901.50    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                                                                         | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $299722.42    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      348000 | PA      | $413658.13    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                      | Anglo American PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        9926 | NS      | $410564.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $244725.56    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                                                         | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      203000 | PA      | $240753.84    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $213019.01    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                            | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      231000 | PA      | $277812.76    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                                                                  | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121608.75    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                                                         | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $428116.66    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      237000 | PA      | $287267.00    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                          | Air France-KLM                                                                                                       | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238089.85    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      129000 | PA      | $159633.27    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      277000 | PA      | $324699.27    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                                                                 | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $247611.92    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      296000 | PA      | $352812.44    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                                 | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      307000 | PA      | $366263.03    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $130462.76    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      187000 | PA      | $220947.20    | 0.01%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                         | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119415.68    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                   | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |      128000 | PA      | $152796.04    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                         | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119439.63    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                            | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      483000 | PA      | $550083.43    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      277000 | PA      | $329784.97    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119668.57    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                 | Garfunkelux Holdco 3 SA                                                                                              | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      658013 | PA      | $740286.84    | 0.03%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    17975000 | PA      | $337167.92    | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                                                                | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      421000 | PA      | $512806.47    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                                                                  | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $258839.48    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                                                                  | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119105.78    | 0.01%             | 2032-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      429000 | PA      | $515092.62    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                          | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      177000 | PA      | $211765.54    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                | Techem Verwaltungsgesellschaft 675 mbH                                                                               | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119054.70    | 0.01%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro Clo II DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $199881.09    | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5470000 | PA      | $116973.58    | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                                                                    | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      401000 | PA      | $473502.53    | 0.02%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      123000 | PA      | $146745.12    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      376000 | PA      | $453176.04    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      485000 | PA      | $582418.00    | 0.03%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                                | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $257348.81    | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios CLO V DAC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      190000 | PA      | $223793.97    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                | Port of Newcastle Investments Financing Pty Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      180000 | PA      | $119725.40    | 0.01%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      301000 | PA      | $363181.14    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $254565.38    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                  | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      164476 | PA      | $168510.33    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                  | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       91944 | PA      | $90724.28     | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                  | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      191863 | PA      | $228433.89    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                  | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      116555 | PA      | $115751.51    | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                                                                   | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $478188.88    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1840000 | PA      | $245810.11    | 0.01%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    60595000 | PA      | $1036163.91   | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                                                                        | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |      160000 | PA      | $195520.56    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Aurium CLO                                              | Aurium CLO VII DAC                                                                                                   | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $140989.73    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                                     | Signal Harmonic CLO I DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |      110000 | PA      | $129743.20    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355644.90    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $196902.74    | 0.01%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                 | Unibail-Rodamco-Westfield SE                                                                                         | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $358923.70    | 0.02%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING                                   | Sobha Sukuk I Holding Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $200352.40    | 0.01%             | 2030-09-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      361000 | PA      | $412548.15    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                              | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      343000 | PA      | $395192.96    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                    | Scentre Group Trust 1                                                                                                | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      430000 | PA      | $273866.51    | 0.01%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                   | Schneider Electric SE                                                                                                | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $594698.93    | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236277.25    | 0.01%             | 2030-09-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                  | Hambridge Euro Clo 1 DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $272181.31    | 0.01%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                 | Veolia Environnement SA                                                                                              | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116943.21    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                          | AGL Energy Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129109.54    | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      269000 | PA      | $272021.54    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                           | Deepocean Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $120573.38    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                | PRA Group Europe Holding II Sarl                                                                                     | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114582.00    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LENDLEASE ASIA TREASURY                                 | Lendlease Asia Treasury Pte Ltd                                                                                      | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $195221.32    | 0.01%             | 2030-09-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                        | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      313000 | PA      | $364942.35    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      123986 | PA      | $138641.49    | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232577.72    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                                                            | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      135000 | PA      | $151756.35    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                                                            | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      175000 | PA      | $199016.37    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                                                        | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      571000 | PA      | $677097.37    | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       91000 | PA      | $106541.62    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    83200000 | PA      | $515155.87    | 0.02%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                                                            | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      622000 | PA      | $741884.95    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE                                          | Alstria Office AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232459.26    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      115000 | PA      | $136347.01    | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120641.33    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SALZGITTER AG                                           | Salzgitter AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $384114.12    | 0.02%             | 2032-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                   | Gruppo San Donato SPA                                                                                                | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |      126000 | PA      | $150712.71    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                   | CIFC European Funding CLO II DAC                                                                                     | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $269331.31    | 0.01%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO Designated Activity Company       | Silver Point Euro Clo 1 DAC                                                                                          | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-CBDO         | CORP              | IE        |      130000 | PA      | $151954.06    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                              | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     1124000 | PA      | $1287547.04   | 0.06%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                            | Energean PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $176278.94    | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-3 DAC                                                                                 | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $199130.70    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                      | Victory Street Clo II DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-CBDO         | CORP              | IE        |      270000 | PA      | $317284.01    | 0.01%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FR BONDCO SAS                                           | FR Bondco SAS                                                                                                        | CUSIP: 000000000<br>LEI: 9695005XHXDZWSFICJ23 | Long             | DBT              | CORP              | FR        |      169000 | PA      | $199303.66    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                 | National Australia Bank Ltd                                                                                          | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      430000 | PA      | $286753.90    | 0.01%             | 2035-11-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      860000 | PA      | $926583.54    | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                                                      | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      219000 | PA      | $298141.31    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                       | King US Bidco Inc                                                                                                    | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      261000 | PA      | $309621.14    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                                                      | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $220508.64    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      303000 | PA      | $359819.64    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      173000 | PA      | $201971.82    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      154000 | PA      | $182977.65    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                 | Tabcorp Finance Pty Ltd                                                                                              | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $164700.32    | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      444000 | PA      | $502547.23    | 0.02%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO                                            | Elm Park CLO DAC                                                                                                     | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $141131.18    | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $326319.30    | 0.02%             | 2031-03-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $480069.20    | 0.02%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                                                      | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      258000 | PA      | $305523.15    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ENCORE ISSUANCES SA                                     | Encore Issuances SA                                                                                                  | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |      143350 | PA      | $169139.89    | 0.01%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386000 | PA      | $464549.86    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      161000 | PA      | $188660.28    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $407870.13    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          45 | NC      | $17219.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT JUN26                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           8 | NC      | $1088.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT MAR26                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         166 | NC      | $36823.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         119 | NC      | $87976.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                         | KOSPI2 INX FUT MAR26                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |          98 | NC      | $417106.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | FTSE 100 IDX FUT MAR26                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -17 | NC      | $-39334.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE FEB26                                                                                                | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -4 | NC      | $-658.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE MAR26                                                                                                | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $-2565.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-7900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-6540.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | COSTCO WHOLESALE CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-2640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          99 | NC      | $3267.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -59 | NC      | $-32450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -32 | NC      | $-5216.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -36 | NC      | $-7272.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-4920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -50 | NC      | $-1650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -11 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -20 | NC      | $-260800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-181450.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -21 | NC      | $-1470.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CRH PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -30 | NC      | $-1440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -478 | NC      | $-4780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX BANK MAR26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         432 | NC      | $157728.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE MAR26                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         438 | NC      | $-271406.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          51 | NC      | $-8449.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         168 | NC      | $-188381.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND MAR26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -8 | NC      | $16631.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE MAR26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          67 | NC      | $-28022.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE MAR26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          74 | NC      | $-44001.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         107 | NC      | $749.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         102 | NC      | $-76823.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -546 | NC      | $231422.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         547 | NC      | $-1051612.55  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI MAR26                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -207 | NC      | $-485124.02   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 MAR26                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         101 | NC      | $-283475.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         311 | NC      | $-99200.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         264 | NC      | $3117.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1620 | NC      | $422597.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE MAR26                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          70 | NC      | $42882.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          53 | NC      | $-3895.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         800 | NC      | $940000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -55 | NC      | $-715.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE JUN26                                                                                                | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           3 | NC      | $-2824.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -96 | NC      | $-103680.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -60 | NC      | $-139950.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         467 | NC      | $203145.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          87 | NC      | $10527.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         322 | NC      | $14490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CARRIER GLOBAL CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -347 | NC      | $-11104.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CARRIER GLOBAL CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         347 | NC      | $1041.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -34 | NC      | $-578.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          34 | NC      | $1088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-1848.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -86 | NC      | $-3870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | PALANTIR TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-46.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         205 | NC      | $1025.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | NIKKEI 225 (OSE) MAR26                                                                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         115 | NC      | $-196362.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) MAR26                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          17 | NC      | $-127272.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -233 | NC      | $-202244.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-7040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -88 | NC      | $-69256.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | LIONSGATE STUDIOS CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |          22 | NC      | $1870.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -125 | NC      | $-19625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         125 | NC      | $750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -125 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         192 | NC      | $10752.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -34 | NC      | $-4862.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -121 | NC      | $-23595.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | STATE STREET SPDR S+P REGIONAL                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         522 | NC      | $5220.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CISCO SYSTEMS INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -70 | NC      | $-1400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -12 | NC      | $-2580.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-2106.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-2880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | GOLDMAN SACHS GROUP INC/THE                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          13 | NC      | $36660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -300 | NC      | $-4800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MEDTRONIC PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -52 | NC      | $-208.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         432 | NC      | $432.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -540 | NC      | $-540.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -71 | NC      | $-142.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          71 | NC      | $32447.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         442 | NC      | $190893.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         478 | NC      | $65964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         932 | NC      | $1621680.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1864 | NC      | $-1062480.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          97 | NC      | $97.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 3YR BOND FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         297 | NC      | $-9879.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         205 | NC      | $203975.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         147 | NC      | $161700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          79 | NC      | $316.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ROCKWELL AUTOMATION INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          55 | NC      | $60995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ROCKWELL AUTOMATION INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -55 | NC      | $-9900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         292 | NC      | $14016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -234 | NC      | $-12402.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -293 | NC      | $-70320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -234 | NC      | $-148122.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -293 | NC      | $-83798.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         293 | NC      | $243190.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         234 | NC      | $159120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         119 | NC      | $119000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | LIONSGATE STUDIOS CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |          35 | NC      | $1750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         179 | NC      | $51015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -179 | NC      | $-33115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -108 | NC      | $-154440.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $85860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -81 | NC      | $-59292.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -119 | NC      | $-18326.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -81 | NC      | $-28674.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          81 | NC      | $266490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -119 | NC      | $-13209.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          99 | NC      | $89694.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -99 | NC      | $-12474.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -99 | NC      | $-46035.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-18900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          63 | NC      | $201222.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-52101.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | S+P/TSX 60 IX FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           4 | NC      | $7003.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         332 | NC      | $70052.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -332 | NC      | $-1328.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -108 | NC      | $-54756.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -240 | NC      | $-960.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $41580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         300 | NC      | $64200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-48818.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-34650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | GOLDMAN SACHS GROUP INC/THE                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -19 | NC      | $-10393.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          77 | NC      | $162855.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | GOLDMAN SACHS GROUP INC/THE                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          19 | NC      | $95380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -147 | NC      | $-13965.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-396.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           4 | NC      | $3420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-1220.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         245 | NC      | $245.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -702 | NC      | $-19656.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         702 | NC      | $179010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         451 | NC      | $451.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -315 | NC      | $-63315.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -406 | NC      | $-9338.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | PARAMOUNT SKYDANCE CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          96 | NC      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | PARAMOUNT SKYDANCE CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -96 | NC      | $-192.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -248 | NC      | $-124000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -248 | NC      | $-13392.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         248 | NC      | $81840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                        | IFSC NIFTY 50 FUT JAN26                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          95 | NC      | $1988.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | STATE STREET SPDR S+P REGIONAL                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -522 | NC      | $-28710.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | STATE STREET SPDR S+P REGIONAL                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -290 | NC      | $-6380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -313 | NC      | $-100786.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -544 | NC      | $-27744.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         176 | NC      | $2640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         531 | NC      | $321786.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -531 | NC      | $-9558.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         661 | NC      | $3305.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -141 | NC      | $-53439.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | LIONSGATE STUDIOS CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |          48 | NC      | $3792.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         302 | NC      | $105700.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -302 | NC      | $-29898.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-43890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -182 | NC      | $-40404.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         121 | NC      | $36300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -661 | NC      | $-661.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -242 | NC      | $-147136.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         242 | NC      | $212960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | FIFTH THIRD BANCORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         564 | NC      | $36660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -355 | NC      | $-31595.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | FIFTH THIRD BANCORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -564 | NC      | $-28200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | FCX JAN6 60.0 C FLEX OPTION                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -99 | NC      | $-594.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          55 | NC      | $16005.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1322 | NC      | $111048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1322 | NC      | $-10576.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         105 | NC      | $29715.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -105 | NC      | $-16695.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -75 | NC      | $-9825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          75 | NC      | $48750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |       28975 | OU      | $2248.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      500775 | NS      | $1639462.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                            | Techtronic Industries Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       73500 | NS      | $845479.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                         | J Sainsbury PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      220576 | NS      | $966307.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co Ltd                                     | Asahi Intecc Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       17600 | NS      | $329920.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                                                                                | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |       88299 | NS      | $336996.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                       | Admiral Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       17453 | NS      | $746601.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metaplanet Inc                                          | Metaplanet Inc                                                                                                       | CUSIP: 000000000<br>LEI: 3538006DGBY53D3UEV95 | Long             | EC               | CORP              | JP        |       83300 | NS      | $212691.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                              | Akbank TAS                                                                                                           | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |      182403 | NS      | $295943.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi AS                                   | Turkiye Is Bankasi AS                                                                                                | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      708019 | NS      | $231809.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA             | Powszechna Kasa Oszczednosci Bank Polski SA                                                                          | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       10269 | NS      | $242368.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                 | Mitra Adiperkasa Tbk PT                                                                                              | CUSIP: 000000000<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |      546500 | NS      | $38132.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                               | Safran SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        1673 | NS      | $582734.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co Ltd                        | Genius Electronic Optical Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       24685 | NS      | $352098.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                                                                                     | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |        1072 | NS      | $47764.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                               | Bunzl PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       19636 | NS      | $548315.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                  | Localiza Rent a Car SA                                                                                               | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |       15124 | NS      | $119699.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                              | CP ALL PCL                                                                                                           | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |      151700 | NS      | $209490.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                | Kone Oyj                                                                                                             | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        6081 | NS      | $430795.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                | Engie SA                                                                                                             | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       56829 | NS      | $1492860.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                         | Lojas Renner SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990032N7OAAM138D78 | Long             | EC               | CORP              | BR        |      174272 | NS      | $426813.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                            | Leonardo SpA                                                                                                         | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       33071 | NS      | $1891678.86   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                               | Seven & i Holdings Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       35500 | NS      | $510028.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                 | ITC Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       76068 | NS      | $341401.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                   | Aldar Properties PJSC                                                                                                | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |       47069 | NS      | $111400.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd               | Shenzhou International Group Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |       47700 | NS      | $375869.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                              | Inpex Corp                                                                                                           | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       17100 | NS      | $342008.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                               | Partners Group Holding AG                                                                                            | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        1730 | NS      | $2122676.29   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                              | Legrand SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        6481 | NS      | $963482.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co                         | Yanbu National Petrochemical Co                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       13823 | NS      | $101250.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                                                                                   | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |       17899 | NS      | $314490.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                           | Al Rajhi Bank                                                                                                        | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       12950 | NS      | $336377.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                             | Saudi Basic Industries Corp                                                                                          | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |        3623 | NS      | $49552.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates Integrated Telecommunications Co PJSC          | Emirates Integrated Telecommunications Co PJSC                                                                       | CUSIP: 000000000<br>LEI: 254900USBXS6XN200K29 | Long             | EC               | CORP              | AE        |       27715 | NS      | $73951.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        4979 | NS      | $713387.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |        6180 | NS      | $46809.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                              | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       15917 | NS      | $119177.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp Bhd                                       | Frontken Corp Bhd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      142200 | NS      | $146105.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                            | Experian PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        9590 | NS      | $432380.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                   | Idemitsu Kosan Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       75500 | NS      | $571631.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                      | Kumba Iron Ore Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        7185 | NS      | $152496.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                              | Symrise AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        7943 | NS      | $643553.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                    | Halyk Savings Bank of Kazakhstan JSC                                                                                 | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        3919 | NS      | $117301.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                                                                              | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       19462 | NS      | $4901627.27   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                    | Banco de Sabadell SA                                                                                                 | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      125552 | NS      | $494781.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                | Jeronimo Martins SGPS SA                                                                                             | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        5013 | NS      | $119291.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                                | ANTA Sports Products Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | KY        |       70600 | NS      | $733150.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                            | 3i Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        8938 | NS      | $391920.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Arabia PJSC                                         | Air Arabia PJSC                                                                                                      | CUSIP: 000000000<br>LEI: 21380058Y5RCZI2HBX17 | Long             | EC               | CORP              | AE        |      112020 | NS      | $141949.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                                                                         | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      134431 | NS      | $1643569.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                     | Macquarie Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       12424 | NS      | $1678856.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                | RELX PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      100637 | NS      | $4054344.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| eMemory Technology Inc                                  | eMemory Technology Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        6000 | NS      | $329527.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                          | Isetan Mitsukoshi Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |       17400 | NS      | $252736.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                           | Fresnillo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       34808 | NS      | $1552104.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                                                                               | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        1790 | NS      | $154091.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3379000 | PA      | $986861.21    | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie B                                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1306000 | PA      | $1047286.51   | 0.05%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                             | Pandora A/S                                                                                                          | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        2231 | NS      | $246717.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                | China Hongqiao Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |      125000 | NS      | $524965.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |      596859 | NS      | $456268.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                           | AIA Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |          95 | NS      | $977.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bizlink Holding Inc                                     | Bizlink Holding Inc                                                                                                  | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |       10000 | NS      | $483113.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                              | Dai-ichi Life Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |       64400 | NS      | $535200.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                      | ENEOS Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      207600 | NS      | $1468791.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                                                                                     | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       52502 | NS      | $971782.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                | Rolls-Royce Holdings PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      244145 | NS      | $3775877.12   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                            | Nexon Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       37300 | NS      | $911108.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                       | Vodacom Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |        6305 | NS      | $53801.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMedia Technology Inc                                  | ASMedia Technology Inc                                                                                               | CUSIP: 000000000<br>LEI: 529900CQG67FQMMNX678 | Long             | EC               | CORP              | TW        |        5000 | NS      | $192134.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                          | NMC Health PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      123425 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bloomberry Resorts Corp                                 | Bloomberry Resorts Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      351100 | NS      | $15155.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                                                                                           | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |      137700 | NS      | $55266.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                                   | ASPEED Technology Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        3000 | NS      | $690210.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                          | China Galaxy Securities Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      316500 | NS      | $409298.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                          | BB Seguridade Participacoes SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       79460 | NS      | $524884.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                          | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |     1237872 | PA      | $1314465.89   | 0.06%             | 2031-05-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B                                                   | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      741599 | PA      | $877218.21    | 0.04%             | 2031-10-30      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                  | Aernnova Aerospace SAU 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |     1302917 | PA      | $1510134.21   | 0.07%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Zegona Communications PLC                               | Zegona Communications PLC EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |           0 | PA      | $0.00         | 0.00%             | 2029-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Market Bidco Limited                                    | Market Bidco Limited 2024 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      319950 | PA      | $372245.18    | 0.02%             | 2030-11-04      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV                                  | Stage Entertainment BV 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1140919.41   | 0.05%             | 2029-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                              | Quimper AB 2024 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |     1008696 | PA      | $1198091.66   | 0.06%             | 2030-03-29      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Applegreen Ireland                                      | Applegreen Ireland 2025 EUR Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |           0 | PA      | $0.00         | 0.00%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante SA                             | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                                                    | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |      900000 | PA      | $1058229.98   | 0.05%             | 2031-08-13      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                               | United Petfood Finance BV 2025 EUR Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |     1280899 | PA      | $1515533.56   | 0.07%             | 2032-02-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                        | Schoen Klinik SE 2025 EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |      666667 | PA      | $789993.34    | 0.04%             | 2031-01-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |     1226093 | PA      | $1442431.72   | 0.07%             | 2028-05-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Areas Worldwide SA                                      | Areas Worldwide SA 2025 EUR Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |           0 | PA      | $0.00         | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2025 GBP Term Loan                                                                        | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      478700 | PA      | $649296.81    | 0.03%             | 2029-04-29      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                    | Mehilainen Yhtiot Oy 2025 EUR Term Loan B1                                                                           | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |     1682441 | PA      | $1996798.92   | 0.09%             | 2031-08-05      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                   | Boots Group Bidco Ltd GBP Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |     1449275 | PA      | $1968202.60   | 0.09%             | 2032-08-30      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| HomeVi S.a.S.                                           | HomeVi SaS 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |           0 | PA      | $0.00         | 0.00%             | 2029-10-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC Roll-Up DIP Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        9622 | PA      | $9405.89      | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Indy US Bidco LLC                                       | Indy US Bidco LLC 2025 EUR Term Loan B                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      883922 | PA      | $1044374.04   | 0.05%             | 2030-10-31      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                               | Stakeholder Midstream LLC Term Loan                                                                                  | CUSIP: 000000000<br>LEI: 254900BG1PE2KGG26017 | Long             | LON              | CORP              | US        |     1010468 | PA      | $1013630.26   | 0.05%             | 2031-01-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Instructure Holdings Inc                                | Instructure Holdings Inc 2025 Repriced Term Loan                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1402959 | PA      | $1404544.15   | 0.07%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                         | Parts Europe SA 2025 EUR Repriced Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |     1584700 | PA      | $1883290.75   | 0.09%             | 2031-02-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      117016 | PA      | $117016.13    | 0.01%             | 2026-04-16      | Floating      | 16.22%                | No            |                  3 | On Loan: No      |
| Speed Midco 3 S.a r.l.                                  | Speed Midco 3 Sa rl 2025 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1182298.20   | 0.06%             | 2032-10-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      197037 | PA      | $192603.34    | 0.01%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                  | OCS GROUP HOLDINGS LTD 2025 GBP Add-On TERM LOAN                                                                     | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1346265.57   | 0.06%             | 2031-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | NIDDA HEALTHCARE HOLDING AG 2025 EUR 1st LIEN TERM LOAN B                                                            | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |     2439394 | PA      | $2884091.13   | 0.14%             | 2032-12-09      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| GALAXY UNIVERSAL LLC                                    | GALAXY UNIVERSAL LLC 2025 PIK TERM LOAN                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1316508 | PA      | $1245811.52   | 0.06%             | 2028-05-16      | Floating      | 9.96%                 | No            |                  3 | On Loan: No      |
| MLP Saglik Hizmetleri AS                                | MLP Saglik Hizmetleri AS                                                                                             | CUSIP: 000000000<br>LEI: 789000M2LTGHSXVOQL65 | Long             | EC               | CORP              | TR        |       12256 | NS      | $108504.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                                    | Moneta Money Bank AS                                                                                                 | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |        6521 | NS      | $61282.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                                      | Convatec Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |       64922 | NS      | $211964.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      124100 | NS      | $25966.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co Ltd                                    | GF Securities Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | EC               | CORP              | CN        |       67200 | NS      | $211808.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                       | Compass Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      156653 | NS      | $4963560.25   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co Ltd                                            | Rakus Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       31442 | NS      | $208720.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      556296 | NS      | $8532734.21   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                      | Krungthai Card PCL                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      155300 | NS      | $129344.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                                  | Lion Finance Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |        1079 | NS      | $134900.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                  | Emaar Development PJSC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       19618 | NS      | $80894.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd                               | Telix Pharmaceuticals Ltd                                                                                            | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | EC               | CORP              | AU        |       22608 | NS      | $169004.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                                                                | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $596189.47    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk PT                           | Bank Syariah Indonesia Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 9845009CD3B814E04066 | Long             | EC               | CORP              | ID        |      161863 | NS      | $21586.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                             | B3 SA - Brasil Bolsa Balcao                                                                                          | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |       82541 | NS      | $210141.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                  | EQT AB                                                                                                               | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        4282 | NS      | $167280.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       12015 | NS      | $743956.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIANE SE                                             | Clariane SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |      350400 | PA      | $236055.05    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                                   | DEMIRE Deutsche Mittelstand Real Estate AG                                                                           | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |      528455 | PA      | $583791.87    | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                            | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       20500 | NS      | $376399.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                              | JD.com Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       99750 | NS      | $1434328.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $211611.08    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                          | Atlas Copco AB                                                                                                       | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       70258 | NS      | $1250772.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                               | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3309000 | PA      | $3911330.33   | 0.18%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                    | Dassault Systemes SE                                                                                                 | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       30791 | NS      | $860246.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      477216 | PA      | $586028.72    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                       | NatWest Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      277704 | NS      | $2436096.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      153000 | PA      | $193589.73    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co                         | Rasan Information Technology Co                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        6151 | NS      | $189965.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   141350000 | PA      | $437850.08    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd                                    | Nongfu Spring Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |         180 | NS      | $1086.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      109127 | NS      | $8374791.40   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc                                           | Socionext Inc                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       25600 | NS      | $358671.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                             | Investor AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       23121 | NS      | $823930.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                         | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $558954.51    | 0.03%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                              | Haleon PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       97065 | NS      | $490506.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                  | Yum China Holdings Inc                                                                                               | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       24531 | NS      | $1161506.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings Plc                                   | Wizz Air Holdings Plc                                                                                                | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |        7193 | NS      | $123267.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                        | Pop Mart International Group Ltd                                                                                     | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |       39600 | NS      | $955417.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       41670 | NS      | $1021632.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                   | Thames Water Utilities Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $387458.08    | 0.02%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      131000 | PA      | $174925.79    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                   | Rede D'Or Sao Luiz SA                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       13547 | NS      | $100335.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                                                                                          | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       20876 | NS      | $540887.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                            | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         363 | NS      | $306206.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                      | Trip.com Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |        5800 | NS      | $415868.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1163896.92   | 0.05%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd                                     | SAIC Motor Corp Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 30030001QBC7EXJJGT71 | Long             | EC               | CORP              | CN        |      368200 | NS      | $802599.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co Ltd                                 | Great Wall Motor Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      350127 | NS      | $1134032.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4970000 | PA      | $114601.09    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                                                                            | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      241530 | NS      | $8947249.97   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                           | Eastroc Beverage Group Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |        3600 | NS      | $137799.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                           | Schroders PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |       75058 | NS      | $410301.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476065.32    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      877000 | PA      | $1006983.57   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ades Holding Co                                         | Ades Holding Co                                                                                                      | CUSIP: 000000000<br>LEI: 98450075A96DF4FE9813 | Long             | EC               | CORP              | SA        |       24010 | NS      | $111550.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laopu Gold Co Ltd                                       | Laopu Gold Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 2549003X1NWK88OCWI97 | Long             | EC               | CORP              | CN        |        2600 | NS      | $207793.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                  | Localiza Rent a Car SA                                                                                               | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EP               | CORP              | BR        |         581 | NS      | $4559.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    24620000 | PA      | $426289.80    | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                                                                              | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |        5116 | NS      | $51667.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5912000 | PA      | $8103999.99   | 0.38%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                   | Kongsberg Gruppen ASA                                                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       10902 | NS      | $279366.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                                                                                       | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        2620 | NS      | $39212.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                              | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      389161 | PA      | $451002.12    | 0.02%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                              | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      427866 | PA      | $576087.03    | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                              | Vonovia SE                                                                                                           | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $340749.24    | 0.02%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2162000 | PA      | $594515.30    | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisure PLC                                            | Verisure PLC                                                                                                         | CUSIP: 000000000<br>LEI: 636700ZY9PP0NGXTA943 | Long             | EC               | CORP              | GB        |       21941 | NS      | $360990.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                            | Wal-Mart de Mexico SAB de CV                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       32861 | NS      | $102209.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Data AG                                        | Northern Data AG                                                                                                     | CUSIP: 000000000<br>LEI: 391200LB6JA3HAQWTS32 | Long             | EC               | CORP              | DE        |        2907 | NS      | $52509.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      137876 | NS      | $11419813.00  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                      | TBC Bank Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |        1194 | NS      | $65252.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                              | Japan Post Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       50100 | NS      | $528625.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                  | Japan Post Bank Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       66100 | NS      | $930494.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo SA                                                 | Rumo SA                                                                                                              | CUSIP: 000000000<br>LEI: 254900TXQFP7CJCGYM66 | Long             | EC               | CORP              | BR        |       36485 | NS      | $98092.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                | Adyen NV                                                                                                             | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         160 | NS      | $258011.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      347091 | NS      | $9756112.86   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                               | SBI Life Insurance Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |       46041 | NS      | $1043612.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                     | WiseTech Global Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        9547 | NS      | $434049.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      506903 | PA      | $511465.07    | 0.02%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      212842 | PA      | $213374.07    | 0.01%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                        | Rain Carbon GmbH 2023 EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 529900OO18PWCCZRYG63 | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1171157.30   | 0.06%             | 2028-10-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RHEINMETALL AG                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |       89077 | OU      | $-117.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CIRSA ENTERPRISES SAU                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ES        |      141482 | OU      | $21336.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                           | Accenture PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        6092 | NS      | $1634483.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       53491 | NS      | $6675676.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8069 | NS      | $91825.22     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       12103 | NS      | $303.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                          | Eaton Corp PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        5386 | NS      | $1715494.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       33000 | PA      | $33219.78     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                               | Aptiv PLC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        4974 | NS      | $378471.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                       | Genius Sports Ltd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       51601 | NS      | $568643.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Finance PLC                                       | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $963135.15    | 0.05%             | 2031-06-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                           | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                                                          | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |      902737 | PA      | $738914.42    | 0.03%             | 2029-04-02      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                                                                                          | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       25963 | NS      | $682048.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lavoro Ltd                                              | Lavoro Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        6063 | NS      | $66.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       67822 | NS      | $6514981.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                      | Royalty Pharma PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        3692 | NS      | $142658.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                              | STERIS PLC                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         692 | NS      | $175435.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                             | StoneCo Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |        3175 | NS      | $46958.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $193111.59    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                     | TE Connectivity PLC                                                                                                  | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        2647 | NS      | $602218.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       26009 | NS      | $10122702.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                     | Viking Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        2184 | NS      | $155959.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $399820.24    | 0.02%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XP Inc                                                  | XP Inc                                                                                                               | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |        3376 | NS      | $55265.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211039.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SSE PLC                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      127897 | OU      | $4224.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RELX PLC                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |       29512 | OU      | $680.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                              | Garmin Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        5283 | NS      | $1071656.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BAIDU CLASS A INC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |     1308320 | OU      | $2884.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SUNNY OPTICAL TECHNOLOGY LTD                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      815745 | OU      | $-4348.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | XIAOMI CORP                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |     1251852 | OU      | $-12512.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ALIBABA GROUP HOLDING LTD                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |     1549340 | OU      | $-13676.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | JD.COM CLASS A INC                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |     1150380 | OU      | $-5493.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | KUAISHOU TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      798525 | OU      | $-5909.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BILIBILI INC                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      725796 | OU      | $-2930.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NETEASE INC                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |     1192400 | OU      | $-1859.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NINGBO JOYSON ELECTRONIC CORP CLAS                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      364770 | OU      | $4926.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TENCENT HOLDINGS LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |     1452000 | OU      | $-2427.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | XPENG CLASS A INC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      709800 | OU      | $1303.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      495118 | PA      | $537013.82    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                                                               | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      615000 | PA      | $626934.69    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                   | Spotify Technology SA                                                                                                | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |         474 | NS      | $275256.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                                                       | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      144845 | PA      | $143286.47    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                                                                                | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        2212 | NS      | $480136.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus BidCo BV                                        | Pegasus BidCo BV 2025 EUR 1st Lien Repriced Term Loan B                                                              | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     1333333 | PA      | $1582414.23   | 0.07%             | 2029-07-12      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                                         | Nebius Group NV                                                                                                      | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |        1220 | NS      | $102120.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                | Ziggo BV 2019 EUR Term Loan H                                                                                        | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     4186717 | PA      | $4889478.34   | 0.23%             | 2029-01-31      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDSC82C1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -90005000 | NC      | $-243974.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDSFSND9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    -5017388 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDSXRT45 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -3728250 | OU      | $-21.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDTGDYJ4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -16166000 | NC      | $-243256.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDTGCWR0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -15231000 | NC      | $-106681.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | USD/CAD One-touch barrier option; Barrier price USD 1.36000                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |       39900 | OU      | $9103.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDTTSTX2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    16649000 | NC      | $37631.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDTTSTY0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -16649000 | NC      | $-11216.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDU69UH9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     4345800 | NC      | $2510.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDU69UJ5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |     6526120 | NC      | $7727.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDU8K4H1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |     7576000 | NC      | $4020.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDU8K4G3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     4757210 | NC      | $2290.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDUP7RC7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -169000 | OU      | $-4187.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDUP7QD6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -169000 | OU      | $-121.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDUTNAQ5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    -3853383 | NC      | $-1905.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDUTNAR3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    -3853383 | NC      | $-16515.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDUTHCV5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -12880000 | NC      | $-8095.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDUZ0P58 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -29236000 | NC      | $-5832.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDUZJCB8 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | KY        |     3728250 | OU      | $21.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDV74EJ1 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -12604000 | NC      | $-3721.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDV74EH5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | KY        |    -6770000 | NC      | $-2290.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDV9K744 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KY        |    -5198700 | OU      | $-11229.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                      | BYDV9ZXF7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |     -750000 | OU      | $-11955.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                      | BYDV9RFD0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |      500000 | OU      | $19094.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDVCC3N0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |    -5188000 | OU      | $-84014.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDV9JXM8 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |    -5198700 | OU      | $-38574.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDVJF3Z9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -11583000 | NC      | $-22167.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | USD/INR One-touch barrier option; Barrier price USD 88.15000                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |       41964 | OU      | $3024.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDVJH0R6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    -5122000 | NC      | $-23056.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | BYDVP8SG3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -2686100 | NC      | $-23177.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | USD/CZK One-touch barrier option; Barrier price USD 20.00000                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |       25368 | OU      | $2354.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDVT1F94 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -34383688 | NC      | $-161121.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDVT1W95 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -81661259 | NC      | $-52647.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDVT1W79 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    81661259 | NC      | $85251.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDVT1W87 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -81661259 | NC      | $-26813.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDVT2CC8 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -761000 | OU      | $-4984.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDVT2CD6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      507000 | OU      | $8245.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDVWS3H6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |      637000 | OU      | $723.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDVZ7WX2 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -3334530 | NC      | $-1468.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDW1GGB3 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5159745 | OU      | $-17801.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDW10QX9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -13277000 | NC      | $-27994.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDW1BMP6 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5171636 | OU      | $-39294.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDW2PDW9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5159745 | OU      | $-15288.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDW2RDW5 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5159745 | OU      | $-8936.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDW8VAC7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -8529000 | NC      | $-20233.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDW8VAB9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -8529000 | NC      | $-19110.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDW8YPH4 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      358000 | OU      | $1304.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDW92K54 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -51747000 | NC      | $-138513.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDW8VRC9 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -6415000 | NC      | $-47627.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDW8VRD7 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -6415000 | NC      | $-38257.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDWCUK58 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |     5198700 | OU      | $11229.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | USD/JPY Up-and-in barrier option; Barrier price USD 160.25000                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |     3782300 | OU      | $998.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BYDWJTEX0 BLACKROCK                                                                                                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -5188000 | OU      | $-4160.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $178352.24    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       99554 | PA      | $100843.72    | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      406916 | PA      | $482066.81    | 0.02%             | 2029-06-14      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Russian Ruble                                           | Russian Ruble                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | RU        |     2047739 | NS      | $25887.98     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Citibank, National Association                          | BARRATT REDROW PLC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      756886 | OU      | $-22913.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | UNITE GROUP PLC                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      292130 | OU      | $-5627.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SSE PLC                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |       86650 | OU      | $-658.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALEXANDRIA REAL ESTATE EQUITIES RE                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1527519 | OU      | $-10224.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BXP INC                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1137084 | OU      | $32098.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALFA A                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |       63681 | OU      | $1674.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ALFA A                                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      107242 | OU      | $-859.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BAXTER INTERNATIONAL INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1954765 | OU      | $-13469.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | WR BERKLEY CORP                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      605718 | OU      | $862.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CH ROBINSON WORLDWIDE INC                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      779083 | OU      | $19974.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ONEOK INC                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       98206 | OU      | $-377.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | UNITED RENTALS INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      276055 | OU      | $2504.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BROWN FORMAN CORP CLASS B                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      244948 | OU      | $17782.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | QUANTA SERVICES INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1485726 | OU      | $37638.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CVB FINANCIAL CORP                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       79950 | OU      | $4117.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CONSTELLATION BRANDS INC CLASS A                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      276413 | OU      | $7115.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MOLINA HEALTHCARE INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1310422 | OU      | $-78939.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COMMUNITY BANK SYSTEM INC                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       93614 | OU      | $3088.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | OPEN TEXT CORP                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      647924 | OU      | $23482.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DEERE                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      266261 | OU      | $1817.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DOLLAR TREE INC                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      618942 | OU      | $-2627.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | REVVITY INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      312962 | OU      | $3265.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | EQUIFAX INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      465660 | OU      | $6963.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | EQT CORP                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       97135 | OU      | $-5104.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | GENUINE PARTS                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      697684 | OU      | $12427.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HASBRO INC                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      736569 | OU      | $-4218.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IDEXX LABORATORIES INC                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      346268 | OU      | $11385.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | INTERNATIONAL PAPER                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2928659 | OU      | $-7432.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JACK HENRY AND ASSOCIATES INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      323216 | OU      | $4970.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TELEDYNE TECHNOLOGIES INC                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1302604 | OU      | $18628.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PACKAGING CORP OF AMERICA                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      567186 | OU      | $878.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LENNAR A CORP CLASS A                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      550795 | OU      | $15720.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BRANDYWINE REALTY TRUST REIT                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        1728 | OU      | $51.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHARLES RIVER LABORATORIES INTERNA                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      304869 | OU      | $5250.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NORFOLK SOUTHERN CORP                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1609112 | OU      | $15954.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | EAGLE BANCORP INC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       78107 | OU      | $2560.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | OCCIDENTAL PETROLEUM CORP                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      913444 | OU      | $-19280.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POWER CORPORATION OF CANADA                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CA        |      133178 | OU      | $-5434.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POOL CORP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      492739 | OU      | $6645.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SYNOPSYS INC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1156901 | OU      | $27694.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TERADYNE INC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      259542 | OU      | $4816.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ISHARES IBOXX $ INV GRADE CORPORAT                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     2694394 | OU      | $10716.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CONTINENTAL AG                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      507773 | OU      | $-7371.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BARRY CALLEBAUT AG                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      823519 | OU      | $-59332.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KERING SA                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     1981477 | OU      | $52580.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | HENNES   MAURITZ                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      216579 | OU      | $-18575.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ORLEN SA                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PL        |      215029 | OU      | $-2042.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TELEPERFORMANCE                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      255948 | OU      | $-169.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ZENSHO HOLDINGS LTD                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      280649 | OU      | $-138.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HARMONIC DRIVE SYSTEMS INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      342223 | OU      | $-22342.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LYNAS RARE EARTHS LTD                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      519822 | OU      | $11070.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KOBAYASHI PHARMACEUTICAL LTD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      113341 | OU      | $-4544.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SATS LTD                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |       99474 | OU      | $-12413.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DISCO CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      299835 | OU      | $-4827.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SBI HOLDINGS INC                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      714881 | OU      | $-17819.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FORMOSA PLASTICS CORP                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      305585 | OU      | $7967.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FORMOSA CHEMICALS   FIBRE CORP                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      213676 | OU      | $2548.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | FORMOSA CHEMICALS   FIBRE CORP                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | TW        |        4280 | OU      | $199.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POSCO FUTURE M LTD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      174255 | OU      | $3518.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POSCO CHEMICAL LTD                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | KR        |      267865 | OU      | $36494.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IHI CORP                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      194411 | OU      | $2782.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JAPAN STEEL WORKS LTD                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      342417 | OU      | $7525.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KAWASAKI HEAVY INDUSTRIES LTD                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      414785 | OU      | $30149.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DMG MORI LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      399898 | OU      | $-3260.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NEC CORP                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      448421 | OU      | $5175.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NISSAN MOTOR LTD                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      314663 | OU      | $-3158.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NIPPON YUSEN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      318253 | OU      | $-12140.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ONO PHARMACEUTICAL LTD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      401622 | OU      | $-155.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA RESOURCES POWER LTD                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      672225 | OU      | $10091.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CHINA RESOURCES POWER LTD                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |        4391 | OU      | $237.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NORTHERN STAR RESOURCES LTD                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |     1584002 | OU      | $-30969.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ZIJIN MINING GROUP LTD H                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      351170 | OU      | $-5948.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MMG LTD                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      729728 | OU      | $-2426.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | RYOHIN KEIKAKU LTD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      392331 | OU      | $28587.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SOFTBANK GROUP CORP                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      383887 | OU      | $2361.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SAPPORO HOLDINGS LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      272253 | OU      | $-12599.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SASOL LTD                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ZA        |      464341 | OU      | $-22143.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SHARP CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       33827 | OU      | $-605.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SHARP CORP                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      185344 | OU      | $8262.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SHISEIDO LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      486158 | OU      | $14644.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TOPPAN HOLDINGS INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      356066 | OU      | $17182.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TOYOTA INDUSTRIES CORP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      863636 | OU      | $2051.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ILUKA RESOURCES LTD                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      379024 | OU      | $25696.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | YAKULT HONSHA LTD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      428808 | OU      | $-7254.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ROCHE HOLDING PAR AG                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      517456 | OU      | $-2886.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TEMENOS AG                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      592838 | OU      | $2989.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | THE SWATCH GROUP AG                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |       75011 | OU      | $1001.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | THE SWATCH GROUP AG                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      110967 | OU      | $-5094.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NATURA COSMETICOS SA                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |       46489 | OU      | $-1757.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NATURA COSMETICOS SA                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |        2622 | OU      | $155.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | M3 INC                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      900086 | OU      | $-22777.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | XINYI GLASS HOLDINGS LTD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      211890 | OU      | $3964.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | XINYI GLASS HOLDINGS LTD                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       35339 | OU      | $2832.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MOLSON COORS BREWING  CLASS B                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      413969 | OU      | $-1156.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NESTE                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      260332 | OU      | $-7615.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LOCALIZA RENT A CAR SA                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |          25 | OU      | $1.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SEMBCORP INDUSTRIES LTD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      176938 | OU      | $-2567.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SEMBCORP INDUSTRIES LTD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      133408 | OU      | $-3558.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BUILDERS FIRSTSOURCE INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      926113 | OU      | $6790.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | INNOLUX CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      428446 | OU      | $-151145.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALSTOM SA                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      473842 | OU      | $-4177.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CF INDUSTRIES HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1072116 | OU      | $4127.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA CONSTRUCTION BANK CORP H                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      371238 | OU      | $-7859.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COSAN INDUSTRIA E COMERCIO SA                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      126444 | OU      | $-1481.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | INTERNATIONAL PAPER CO                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      449016 | OU      | $10018.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | EMIRATES INTEGRATED TELECOMMUNICAT                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AE        |      284138 | OU      | $12414.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MINERAL RESOURCES LTD                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      648501 | OU      | $-36314.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA MERCHANTS BANK LTD H                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      478602 | OU      | $-18008.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FIRST SOLAR INC                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      399849 | OU      | $32820.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ISHARES IBOXX   HIGH YIELD CORPORA                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1758119 | OU      | $-4371.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MATSUKIYOKARA                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      369237 | OU      | $2188.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | IBERDROLA SA                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ES        |      456985 | OU      | $17224.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA RAILWAY GROUP LTD H                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      237134 | OU      | $-3046.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CRRC CORP LTD H                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CN        |      212398 | OU      | $2122.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MOSAIC                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      971619 | OU      | $8862.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TOURMALINE OIL CORP                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      546779 | OU      | $-9192.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | AMC NETWORKS CLASS A INC                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      188911 | OU      | $3640.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHAILEASE HOLDING LTD                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |        2216 | OU      | $57.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ENTAIN PLC                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      276630 | OU      | $-3983.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MEIJI HOLDINGS LTD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      155043 | OU      | $-4979.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NOVOZYMES B                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      597750 | OU      | $-8337.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1618113 | OU      | $128230.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SIG GROUP N AG                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      522238 | OU      | $-40958.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COMSTOCK RESOURCES INC                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       94489 | OU      | $433.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POSTAL SAVINGS BANK OF CHINA LTD H                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      681652 | OU      | $-9363.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | WILLIS TOWERS WATSON PLC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      649510 | OU      | $7425.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | AXON ENTERPRISE INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      401527 | OU      | $21581.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LEIDOS HOLDINGS INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      419892 | OU      | $12729.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SIGMA HEALTHCARE LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      651676 | OU      | $-36800.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ARES MANAGEMENT CORP CLASS A                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      383068 | OU      | $19076.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FOOD   LIFE COMPANIES LTD                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      770875 | OU      | $-31211.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MERCARI INC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      509942 | OU      | $-32402.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MERCARI INC                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |          57 | OU      | $-3.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BE SEMICONDUCTOR INDUSTRIES NV                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      169925 | OU      | $-2200.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KKR AND CO INC                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1817828 | OU      | $54269.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MEITUAN                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     1412709 | OU      | $-3950.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CIGNA                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      879715 | OU      | $1181.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DOW INC                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      612973 | OU      | $-401.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | AMCOR PLC                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1097524 | OU      | $-2638.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CRODA INTERNATIONAL PLC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      149905 | OU      | $4249.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DATADOG INC CLASS A                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      210250 | OU      | $8169.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SEAGATE TECHNOLOGY HOLDINGS PLC                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      416237 | OU      | $10863.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | FLYNAS COMPANY LLC                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |       66028 | OU      | $1384.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | WISE PLC CLASS A                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      214861 | OU      | $383.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JD SPORTS FASHION PLC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      474028 | OU      | $-3998.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | JD SPORTS FASHION PLC                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |       45054 | OU      | $-3138.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JDE PEETS NV                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      231813 | OU      | $207.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RASAN INFORMATION TECHNOLOGY CO                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |      231423 | OU      | $-4304.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DAVIDE CAMPARI MILANO NV                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      388200 | OU      | $3515.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SOLVENTUM CORP                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      230950 | OU      | $4402.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LI AUTO CLASS A INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      811732 | OU      | $4852.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JD HEALTH INTERNATIONAL INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      123704 | OU      | $7683.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SMG AG                                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |       13260 | OU      | $2241.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | EXPAND ENERGY CORP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1504907 | OU      | $-35166.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HENSOLDT AG                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      441906 | OU      | $4152.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NIBE INDUSTRIER CLASS B                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      533359 | OU      | $-7262.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IMCD NV                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      359587 | OU      | $-3462.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LG ENERGY SOLUTION LTD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      267940 | OU      | $7601.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HUTCHMED (CHINA) LTD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       92957 | OU      | $176.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | HUTCHMED (CHINA) LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       40902 | OU      | $2464.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SEATRIUM                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      286848 | OU      | $-4708.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SEATRIUM                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      196378 | OU      | $-5817.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BEIJER REF CLASS B                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |       42250 | OU      | $-100.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BEIJER REF CLASS B                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SE        |       72103 | OU      | $-705.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | XPENG CLASS A INC                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      976777 | OU      | $-25774.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BUNGE GLOBAL SA                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      573219 | OU      | $4532.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KADOKAWA CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      275978 | OU      | $-13562.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SGH LTD                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      323485 | OU      | $-1760.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SUPER MICRO COMPUTER INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      702866 | OU      | $40719.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SMURFIT WESTROCK PLC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1670589 | OU      | $-25438.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TALABAT HOLDING PLC                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AE        |       70596 | OU      | $-1904.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HORIZON ROBOTICS                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      266552 | OU      | $3369.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | HORIZON ROBOTICS                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       22387 | OU      | $-382.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEW PLUTO GLOBAL INC CL B                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       45764 | OU      | $-3674.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ELEVANCE HEALTH INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      673392 | OU      | $-12283.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                   | ALLIANCE LAUNDRY HOLDINGS INC                                                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      542692 | OU      | $31642.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEW YORK COMMUNITY                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      883143 | OU      | $-19884.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | RESTAURANTS BRANDS INTERNATIONAL I                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     1836406 | OU      | $55464.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COREWEAVE INC CLASS A                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       82755 | OU      | $13579.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | DERAYAH FINANCIAL CJSC                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |       82273 | OU      | $-9360.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | GALAXY DIGITAL INC CLASS A                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       66634 | OU      | $9526.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BEONE MEDICINES AG                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      412593 | OU      | $16713.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CELLNEX TELECOM SA                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      266614 | OU      | $-7389.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JOHNSON CONTROLS INTERNATIONAL PLC                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      750470 | OU      | $1313.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BLOCK INC CLASS A                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1274529 | OU      | $1173.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PETRO RIO SA                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |      425600 | OU      | $-25363.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | GRIFOLS SA CLASS A                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      419298 | OU      | $16096.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SARTORIUS STEDIM BIOTECH SA                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | FR        |      317908 | OU      | $319.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ADYEN NV                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | NL        |     1183241 | OU      | $47152.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SBA COMMUNICATIONS REIT CORP CLASS                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1092360 | OU      | $-15413.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DELIVERY HERO                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      508559 | OU      | $1920.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                                                                              | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      154000 | PA      | $150143.42    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $200350.92    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                                                               | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      189750 | PA      | $187902.39    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RESURGENT TRADE + INVT LTD                              | RESURGENT TRADE + INVT LTD                                                                                           | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |     2257000 | PA      | $2257000.00   | 0.11%             | 2027-12-01      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| Verisure Holding AB                                     | Verisure Holding AB 2025 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |     1000000 | PA      | $1181604.83   | 0.06%             | 2032-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                   | Axis Bank Ltd/Gandhinagar                                                                                            | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197415.84    | 0.01%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                | Flex Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       11402 | NS      | $688908.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GC TREASURY CENTRE CO                                   | GC Treasury Center Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $252636.24    | 0.01%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      246000 | PA      | $246422.14    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $203350.20    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP