# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046964
**Filing Date:** 2023-2
**Character Count:** 125388
**Document Hash:** f83e7df0f8f608ad8ce7a3d5df1c9c37
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046964.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046964

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683654

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### SPDR(R) Bloomberg Convertible Securities ETF (Series ID: S000022925)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000066456 | SPDR(R) Bloomberg Convertible Securities ETF | CWB             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR(R) Bloomberg Convertible Securities ETF

- **b. EDGAR series identifier (if any):** S000022925

- **c. LEI of Series:** 549300IXKU3G7R6DMX93

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4466470652.75

**Total Liabilities:** $316261507.42

**Net Assets:** $4150209145.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -428.76000000 | **1-Year:** -34532.12000000 | **5-Year:** -26412.23000000 | **10-Year:** -788.14000000 | **30-Year:** -352.50000000

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

- **3-Month:** -4537.63000000 | **1-Year:** -240383.64000000 | **5-Year:** -415704.46000000 | **10-Year:** -9697.28000000 | **30-Year:** -3.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066456 | 2.69%                | 2.19%                | -2.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7072963.23             | $111769901.38                              |
| Month 2  | $-7755277.82             | $89439333.62                               |
| Month 3  | $-27315955.78            | $-93465840.07                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SEA LTD                           | Sea Ltd                                                                     | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |  55110000 | PA      | $40639216.20  | 0.98%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC               | Coinbase Global Inc                                                         | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  27605000 | PA      | $15782330.60  | 0.38%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LYFT INC                          | Lyft Inc                                                                    | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $12844934.00  | 0.31%             | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CRYOPORT INC                      | CryoPort Inc                                                                | CUSIP: 229050AC3<br>LEI: 9845004D8538BT8JF626 | Long             | DBT              | CORP              | US        |   7978000 | PA      | $5862792.86   | 0.14%             | 2026-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC             | SoFi Technologies Inc                                                       | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |  23452000 | PA      | $16129816.56  | 0.39%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| INTERCEPT PHARMAS                 | Intercept Pharmaceuticals Inc                                               | CUSIP: 45845PAA6<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |    507000 | PA      | $494958.75    | 0.01%             | 2023-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW          | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   8917000 | PA      | $8835052.77   | 0.21%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD            | Jazz Investments I Ltd                                                      | CUSIP: 472145AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10563000 | PA      | $10418075.64  | 0.25%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                       | Dropbox Inc                                                                 | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |  12790000 | PA      | $11598739.40  | 0.28%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                     | Blackline Inc                                                               | CUSIP: 09239BAB5<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   4908000 | PA      | $5468248.20   | 0.13%             | 2024-08-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SUNPOWER CORP                     | SunPower Corp                                                               | CUSIP: 867652AL3<br>LEI: 549300TXO070764WUH65 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC               | Axon Enterprise Inc                                                         | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8393121.00   | 0.20%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STEM INC                          | Stem Inc                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   8912000 | PA      | $5696906.88   | 0.14%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| RINGCENTRAL INC                   | RingCentral Inc                                                             | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |  12305000 | PA      | $9642321.05   | 0.23%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLO GROUP INC                   | Hello Group Inc                                                             | CUSIP: 60879BAB3<br>LEI: 549300YMGLID32W48529 | Long             | DBT              | CORP              | KY        |   7797000 | PA      | $7440911.01   | 0.18%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                       | Dropbox Inc                                                                 | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $12860896.80  | 0.31%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC             | Lumentum Holdings Inc                                                       | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  16075000 | PA      | $12328239.00  | 0.30%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                       | Shopify Inc                                                                 | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |  17551000 | PA      | $14936778.55  | 0.36%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY INC                | NextEra Energy Inc                                                          | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    764335 | NS      | $38591274.15  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTL INC           | Sunnova Energy International Inc                                            | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $7642834.50   | 0.18%             | 2026-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                  | MercadoLibre Inc                                                            | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   8746000 | PA      | $17768635.98  | 0.43%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN          | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |  12470000 | PA      | $11547095.30  | 0.28%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC             | Uber Technologies Inc                                                       | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  22095000 | PA      | $18661216.05  | 0.45%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| FIVE9 INC                         | Five9 Inc                                                                   | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |  14438000 | PA      | $13244121.78  | 0.32%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                        | fuboTV Inc                                                                  | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8430000 | PA      | $3920708.70   | 0.09%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN          | Ionis Pharmaceuticals Inc                                                   | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   9905000 | PA      | $8970166.10   | 0.22%             | 2024-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                    | TechTarget Inc                                                              | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |   8128000 | PA      | $6213205.76   | 0.15%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LI AUTO INC                       | Li Auto Inc                                                                 | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | KY        |  16728000 | PA      | $16856303.76  | 0.41%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                  | Vail Resorts Inc                                                            | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |  10445000 | PA      | $9737037.90   | 0.23%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| RBC BEARINGS INC                  | RBC Bearings Inc                                                            | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     86611 | NS      | $8884556.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                     | Envestnet Inc                                                               | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |  11382000 | PA      | $12192739.86  | 0.29%             | 2027-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP          | United States Steel Corp                                                    | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   6666000 | PA      | $13314735.06  | 0.32%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER           | Realogy Group LLC / Realogy Co-Issuer Corp                                  | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7790000 | PA      | $5470994.90   | 0.13%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                | Teladoc Health Inc                                                          | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |  19106000 | PA      | $14743527.02  | 0.36%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| HUBSPOT INC                       | HubSpot Inc                                                                 | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |   9121000 | PA      | $11285048.46  | 0.27%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Inc            | CenterPoint Energy Inc                                                      | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    270171 | PA      | $9817743.97   | 0.24%             | 2029-09-15      | Variable      | 3.37%                 | No            |                  1 | On Loan: —       |
| CABLE ONE INC                     | Cable One Inc                                                               | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |  11055000 | PA      | $8732565.60   | 0.21%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC            | Array Technologies Inc                                                      | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $7023127.25   | 0.17%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD            | Jazz Investments I Ltd                                                      | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  19890000 | PA      | $23702316.30  | 0.57%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MIDDLEBY CORP                     | Middleby Corp/The                                                           | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |  14354000 | PA      | $16879729.84  | 0.41%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC             | Burlington Stores Inc                                                       | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $11604877.70  | 0.28%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ETSY INC                          | Etsy Inc                                                                    | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |  13005000 | PA      | $20080110.15  | 0.48%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                      | KKR & Co Inc                                                                | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    434944 | NS      | $24900544.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG INC                         | Chegg Inc                                                                   | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   9340000 | PA      | $7302665.80   | 0.18%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                        | Splunk Inc                                                                  | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |  15343000 | PA      | $14795254.90  | 0.36%             | 2023-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER           | American Electric Power Co Inc                                              | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |    306820 | NS      | $15825775.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| BENTLEY SYSTEMS INC               | Bentley Systems Inc                                                         | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |  12745000 | PA      | $11623057.65  | 0.28%             | 2026-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP             | ON Semiconductor Corp                                                       | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  14660000 | PA      | $19431243.60  | 0.47%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIT GROUP INC                    | Uniti Group Inc                                                             | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              |  | US        |   5000000 | PA      | $4635800.00   | 0.11%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD          | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |  10925000 | PA      | $10598670.25  | 0.26%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                    | Everbridge Inc                                                              | CUSIP: 29978AAC8<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                     | Wolfspeed Inc                                                               | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  11235000 | PA      | $18063408.30  | 0.44%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WIX LTD                           | Wix.com Ltd                                                                 | CUSIP: 92940WAB5<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   7138000 | PA      | $6929784.54   | 0.17%             | 2023-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR &                   | Algonquin Power & Utilities Corp                                            | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |    391343 | NS      | $9341357.41   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS           | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |  20308000 | PA      | $22049817.16  | 0.53%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                        | Rapid7 Inc                                                                  | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |  11920000 | PA      | $9308804.80   | 0.22%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                         | Chegg Inc                                                                   | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |  14918000 | PA      | $13666678.16  | 0.33%             | 2025-03-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAMF HOLDING CORP                 | Jamf Holding Corp                                                           | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |   7184000 | PA      | $5929889.12   | 0.14%             | 2026-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                 | Post Holdings Inc                                                           | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  11381000 | PA      | $11993297.80  | 0.29%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                | Enphase Energy Inc                                                          | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |  11770000 | PA      | $13276795.40  | 0.32%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                  | ArcelorMittal SA                                                            | CUSIP: 03938L302<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EP               | CORP              | LU        |    468891 | NS      | $29043108.54  | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| SNAP INC                          | Snap Inc                                                                    | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  15914000 | PA      | $13510826.86  | 0.33%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COPA HOLDINGS SA                  | Copa Holdings SA                                                            | CUSIP: 21720AAB8<br>LEI: 529900BB9UQJV6QQHA59 | Long             | DBT              | CORP              | PA        |   6700000 | PA      | $11410435.00  | 0.27%             | 2025-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES C          | John Bean Technologies Corp                                                 | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $6762225.50   | 0.16%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| NEW RELIC INC                     | New Relic Inc                                                               | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |   9735000 | PA      | $9532609.35   | 0.23%             | 2023-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                      | Farfetch Ltd                                                                | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   7595000 | PA      | $5538957.55   | 0.13%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                       | Alteryx Inc                                                                 | CUSIP: 02156BAF0<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   7846000 | PA      | $6509198.52   | 0.16%             | 2026-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3           | Match Group Financeco 3 Inc                                                 | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |  11020000 | PA      | $9531528.60   | 0.23%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST           | Pebblebrook Hotel Trust                                                     | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |  14465000 | PA      | $11967907.05  | 0.29%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC           | Sunnova Energy International Inc                                            | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |  12853000 | PA      | $10417227.97  | 0.25%             | 2028-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| TYLER TECHNOLOGIES INC            | Tyler Technologies Inc                                                      | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |  11122000 | PA      | $10356806.40  | 0.25%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| PELOTON INTERACTIVE INC           | Peloton Interactive Inc                                                     | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |  18925000 | PA      | $13396818.25  | 0.32%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| LUCID GROUP INC                   | Lucid Group Inc                                                             | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38400000 | PA      | $19782144.00  | 0.48%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC               | Alarm.com Holdings Inc                                                      | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   9683000 | PA      | $7938413.89   | 0.19%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                | Liberty Media Corp                                                          | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |  15877000 | PA      | $19574594.53  | 0.47%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                 | DISH Network Corp                                                           | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  19692000 | PA      | $17755685.64  | 0.43%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MONGODB INC                       | MongoDB Inc                                                                 | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |  22286000 | PA      | $25960069.96  | 0.63%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                | Enphase Energy Inc                                                          | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |  11635000 | PA      | $13663794.95  | 0.33%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| LCI INDUSTRIES                    | LCI Industries                                                              | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $7742599.00   | 0.19%             | 2026-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                   | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         1 | NS      | $71.41        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APHRIA INC                        | Aphria Inc                                                                  | CUSIP: 03765KAA2<br>LEI: 52990092S6BM5E48CI11 | Long             | DBT              | CORP              | CA        |   4035000 | PA      | $3834541.20   | 0.09%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP               | Exact Sciences Corp                                                         | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |  17240000 | PA      | $14252825.20  | 0.34%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                   | Bentley Systems Inc                                                         | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $9517833.00   | 0.23%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN          | Live Nation Entertainment Inc                                               | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   7569000 | PA      | $7501333.14   | 0.18%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ZILLOW GROUP INC                  | Zillow Group Inc                                                            | CUSIP: 98954MAE1<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |  12285000 | PA      | $12728488.50  | 0.31%             | 2024-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PINDUODUO INC                     | Pinduoduo Inc                                                               | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |  38981000 | PA      | $36267142.78  | 0.87%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| DEXCOM INC                        | Dexcom Inc                                                                  | CUSIP: 252131AH0<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |  15130000 | PA      | $41682696.10  | 1.00%             | 2023-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL VISION HOLDINGS          | National Vision Holdings Inc                                                | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $11167700.70  | 0.27%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC               | Shift4 Payments Inc                                                         | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13687000 | PA      | $13587632.38  | 0.33%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                          | Snap Inc                                                                    | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  21593000 | PA      | $15033910.32  | 0.36%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                     | Coherent Corp                                                               | CUSIP: 19247G206<br>LEI: 549300O5C25A0MMHHU33 | Long             | EP               | CORP              | US        |     44205 | NS      | $7068379.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES           | SolarEdge Technologies Inc                                                  | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |  12080000 | PA      | $15008796.00  | 0.36%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| LIBERTY MEDIA CORP                | Liberty Media Corp                                                          | CUSIP: 531229AJ1<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |  11020000 | PA      | $10163856.20  | 0.24%             | 2049-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                         | Block Inc                                                                   | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  11435000 | PA      | $8658582.00   | 0.21%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                 | H World Group Ltd                                                           | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |   9847000 | PA      | $12113779.40  | 0.29%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                  | Haemonetics Corp                                                            | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |  10180000 | PA      | $8452148.60   | 0.20%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW          | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $10864671.50  | 0.26%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                     | Carnival Corp                                                               | CUSIP: 143658BT8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8425000 | PA      | $9307350.25   | 0.22%             | 2024-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                  | InterDigital Inc                                                            | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8909000 | PA      | $8425152.21   | 0.20%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AIRBNB INC                        | Airbnb Inc                                                                  | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  38746000 | PA      | $32065802.14  | 0.77%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                   | Porch Group Inc                                                             | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   7829000 | PA      | $4266648.42   | 0.10%             | 2026-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BEYOND MEAT INC                   | Beyond Meat Inc                                                             | CUSIP: 08862EAB5<br>LEI: 549300XQ946NCE51DR09 | Long             | DBT              | CORP              | US        |  18770000 | PA      | $4861054.60   | 0.12%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                      | DocuSign Inc                                                                | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |  13922000 | PA      | $13120092.80  | 0.32%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST              | 2020 Cash Mandatory Exchangeable Trust                                      | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     38930 | NS      | $44599414.83  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC              | Bridgebio Pharma Inc                                                        | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |  10945000 | PA      | $4963885.85   | 0.12%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITRON INC                         | Itron Inc                                                                   | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   8385000 | PA      | $6901106.55   | 0.17%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS             | DigitalOcean Holdings Inc                                                   | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |  29581000 | PA      | $22274788.81  | 0.54%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                     | Carnival Corp                                                               | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  19825000 | PA      | $17798885.00  | 0.43%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NCL Corp Ltd                      | NCL Corp Ltd                                                                | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   9979000 | PA      | $7209328.55   | 0.17%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                | Liberty Media Corp                                                          | CUSIP: 531229AG7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   8143000 | PA      | $7739107.20   | 0.19%             | 2048-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       557 | NS      | $58000.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS            | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8520000 | PA      | $8431306.80   | 0.20%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS          | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459AD0<br>LEI: 549300GRM36VBKISYJ58 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7296770.25   | 0.18%             | 2023-04-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC          | Elanco Animal Health Inc                                                    | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |    219998 | NS      | $4296560.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                 | DISH Network Corp                                                           | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  38750000 | PA      | $24804262.50  | 0.60%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                        | Sunrun Inc                                                                  | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $5279872.00   | 0.13%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| HALOZYME THERAPEUTICS IN          | Halozyme Therapeutics Inc                                                   | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |  13862000 | PA      | $16330544.96  | 0.39%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE          | Pioneer Natural Resources Co                                                | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  19248000 | PA      | $44925986.88  | 1.08%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                       | Wayfair Inc                                                                 | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |  13858000 | PA      | $10626730.14  | 0.26%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY PARTNERS           | NextEra Energy Partners LP                                                  | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |  10790000 | PA      | $10703680.00  | 0.26%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                 | Expedia Group Inc                                                           | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  19650000 | PA      | $17069562.00  | 0.41%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL           | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   8865000 | PA      | $9398761.65   | 0.23%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: —       |
| NIO INC                           | NIO Inc                                                                     | CUSIP: 62914VAE6<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |  15105000 | PA      | $13171257.90  | 0.32%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC               | Shift4 Payments Inc                                                         | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12046000 | PA      | $10148995.92  | 0.24%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INVITAE CORP                      | Invitae Corp                                                                | CUSIP: 46185LAB9<br>LEI: 549300MYI59DZW1WIX92 | Long             | DBT              | CORP              | US        |   6996000 | PA      | $5519983.92   | 0.13%             | 2024-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC              | Upstart Holdings Inc                                                        | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |  12558000 | PA      | $6613042.80   | 0.16%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC            | Guidewire Software Inc                                                      | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7421520.00   | 0.18%             | 2025-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LTD                      | Novocure Ltd                                                                | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   9975000 | PA      | $8870169.00   | 0.21%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                | NextEra Energy Inc                                                          | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    771000 | NS      | $38696490.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                | Liberty Media Corp                                                          | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |  18270000 | PA      | $18241316.10  | 0.44%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                     | Envestnet Inc                                                               | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5236707.60   | 0.13%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD               | NCL Corp Ltd                                                                | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  21493000 | PA      | $14721415.42  | 0.35%             | 2027-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INFINERA CORP                     | Infinera Corp                                                               | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $9196456.50   | 0.22%             | 2028-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WIX LTD                           | Wix.com Ltd                                                                 | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |  10822000 | PA      | $9122513.12   | 0.22%             | 2025-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 2020 MANDATORY EXCHANGE           | 2020 Mandatory Exchangeable Trust                                           | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13215 | NS      | $11498186.49  | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| BRIDGEBIO PHARMA INC              | Bridgebio Pharma Inc                                                        | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $5325460.00   | 0.13%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP            | Liberty Broadband Corp                                                      | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $15930255.00  | 0.38%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INSMED INC                        | Insmed Inc                                                                  | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |  11545000 | PA      | $9487219.20   | 0.23%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                    | Cloudflare Inc                                                              | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  25550000 | PA      | $20935159.00  | 0.50%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA             | Liberty Latin America Ltd                                                   | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |   7389000 | PA      | $6560840.88   | 0.16%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| VIRGIN GALACTIC HOLDINGS          | Virgin Galactic Holdings Inc                                                | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |   7797000 | PA      | $3484869.15   | 0.08%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                    | Livongo Health Inc                                                          | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |  10415000 | PA      | $9117082.70   | 0.22%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                    | Ziff Davis Inc                                                              | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |  10679000 | PA      | $10706017.87  | 0.26%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| EURONET WORLDWIDE INC             | Euronet Worldwide Inc                                                       | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   9968000 | PA      | $9451258.88   | 0.23%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| GUARDANT HEALTH INC               | Guardant Health Inc                                                         | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |  22265000 | PA      | $13949913.10  | 0.34%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL          | JPMorgan Chase Financial Co LLC                                             | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $8529173.95   | 0.21%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                      | Bilibili Inc                                                                | CUSIP: 090040AB2<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |   7890000 | PA      | $9208892.40   | 0.22%             | 2026-04-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                    | NRG Energy Inc                                                              | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $10432386.60  | 0.25%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC             | Lantheus Holdings Inc                                                       | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   8914000 | PA      | $9026227.26   | 0.22%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                     | Wolfspeed Inc                                                               | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  15470000 | PA      | $13270630.10  | 0.32%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| VROOM INC                         | Vroom Inc                                                                   | CUSIP: 92918VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7470000 | PA      | $2615097.60   | 0.06%             | 2026-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OKTA INC                          | Okta Inc                                                                    | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |  21355000 | PA      | $18859668.25  | 0.45%             | 2025-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS           | NextEra Energy Partners LP                                                  | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9246204.00   | 0.22%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIO INC                           | NIO Inc                                                                     | CUSIP: 62914VAF3<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |  14250000 | PA      | $10747065.00  | 0.26%             | 2027-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO           | Becton Dickinson and Co                                                     | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |    585000 | NS      | $29296800.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| OMNICELL INC                      | Omnicell Inc                                                                | CUSIP: 68213NAD1<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |  11295000 | PA      | $9828344.25   | 0.24%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP               | Exact Sciences Corp                                                         | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1531416.60   | 0.04%             | 2025-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OAK STREET HEALTH INC             | Oak Street Health Inc                                                       | CUSIP: 67181AAB3<br>LEI: 2549007CJE6GSEURLA30 | Long             | DBT              | CORP              | US        |  18330000 | PA      | $13929700.20  | 0.34%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDINGTREE INC                   | LendingTree Inc                                                             | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |  11464000 | PA      | $8270932.08   | 0.20%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| WESTERN DIGITAL CORP              | Western Digital Corp                                                        | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |  20813000 | PA      | $19863719.07  | 0.48%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                | Ford Motor Co                                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  44865000 | PA      | $42455749.50  | 1.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                        | Fastly Inc                                                                  | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |  13645000 | PA      | $9926737.50   | 0.24%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC              | Chart Industries Inc                                                        | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |    139000 | NS      | $7038960.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                     | Blackline Inc                                                               | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |  22006000 | PA      | $18852100.08  | 0.45%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                          | EQT Corp                                                                    | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $19395461.65  | 0.47%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors      | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        | 299950250 | NS      | $299950250.50 | 7.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC             | Lumentum Holdings Inc                                                       | CUSIP: 55024UAB5<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   8061000 | PA      | $8483235.18   | 0.20%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| PERFICIENT INC                    | Perficient Inc                                                              | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   6781000 | PA      | $5233847.04   | 0.13%             | 2026-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES           | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BB7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6583000 | PA      | $6534614.95   | 0.16%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| VISHAY INTERTECHNOLOGY            | Vishay Intertechnology Inc                                                  | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   8906000 | PA      | $8632585.80   | 0.21%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LUMINAR TECHNOLOGIES INC          | Luminar Technologies Inc                                                    | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $6582630.00   | 0.16%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES           | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  22670000 | PA      | $28463545.20  | 0.69%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                 | DISH Network Corp                                                           | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  57802000 | PA      | $36275379.16  | 0.87%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                  | Insight Enterprises Inc                                                     | CUSIP: 45765UAB9<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   5860000 | PA      | $8795742.80   | 0.21%             | 2025-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                        | Stride Inc                                                                  | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   8565000 | PA      | $7640665.20   | 0.18%             | 2027-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                         | Block Inc                                                                   | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  19719000 | PA      | $18764600.40  | 0.45%             | 2025-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp              | Bank of America Corp                                                        | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     59648 | NS      | $69191680.00  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC                        | Upwork Inc                                                                  | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |  11464000 | PA      | $8608776.16   | 0.21%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                 | Ares Capital Corp                                                           | CUSIP: 04010LAW3<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   7753000 | PA      | $8202131.29   | 0.20%             | 2024-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IQIYI INC                         | iQIYI Inc                                                                   | CUSIP: 46267XAE8<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |  18455000 | PA      | $11311438.60  | 0.27%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                      | Bilibili Inc                                                                | CUSIP: 090040AF3<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |  27617000 | PA      | $20406201.30  | 0.49%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                       | Redfin Corp                                                                 | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |  11195000 | PA      | $5139064.75   | 0.12%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                | Palo Alto Networks Inc                                                      | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  32375000 | PA      | $51132427.50  | 1.23%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                | Coupa Software Inc                                                          | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  26154000 | PA      | $25211932.92  | 0.61%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| KBR INC                           | KBR Inc                                                                     | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   6993000 | PA      | $14775859.35  | 0.36%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                | NextEra Energy Inc                                                          | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    980351 | NS      | $49703795.70  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                   | Q2 Holdings Inc                                                             | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $5455296.00   | 0.13%             | 2025-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC           | Liberty Interactive LLC                                                     | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   7657000 | PA      | $2593732.18   | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                | Unity Software Inc                                                          | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |  33771000 | PA      | $25350876.57  | 0.61%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC           | Akamai Technologies Inc                                                     | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |  22847000 | PA      | $22143312.40  | 0.53%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| GREENBRIER COS INC                | Greenbrier Cos Inc/The                                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   6995000 | PA      | $6217156.00   | 0.15%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                       | Redfin Corp                                                                 | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |  11995000 | PA      | $7056178.70   | 0.17%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP            | Progress Software Corp                                                      | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $7131615.15   | 0.17%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                      | AES Corp/The                                                                | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |    190548 | NS      | $19437801.48  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC          | Sarepta Therapeutics Inc                                                    | CUSIP: 803607AB6<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   8225000 | PA      | $15344477.75  | 0.37%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                 | MicroStrategy Inc                                                           | CUSIP: 594972AE1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  16735000 | PA      | $6069282.45   | 0.15%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD               | NCL Corp Ltd                                                                | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   8825000 | PA      | $8996734.50   | 0.22%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                   | RingCentral Inc                                                             | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |  20054000 | PA      | $17279128.02  | 0.42%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VNET GROUP INC                    | Vnet Group Inc                                                              | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |  12040000 | PA      | $9867984.00   | 0.24%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMG Capital Trust II              | AMG Capital Trust II                                                        | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    131648 | NS      | $6779872.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                  | Paramount Global                                                            | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |    192051 | NS      | $4757103.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY INTERACTIVE LLC           | Liberty Interactive LLC                                                     | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   8022000 | PA      | $7841184.12   | 0.19%             | 2046-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP             | Envista Holdings Corp                                                       | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |  10095000 | PA      | $16993014.45  | 0.41%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC             | GFL Environmental Inc                                                       | CUSIP: 36168Q120<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EP               | CORP              | CA        |    209005 | NS      | $13520533.45  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| JOYY INC                          | JOYY Inc                                                                    | CUSIP: 98426TAD8<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |  11120000 | PA      | $10649401.60  | 0.26%             | 2025-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD             | CyberArk Software Ltd                                                       | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |  10942000 | PA      | $11616574.30  | 0.28%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC           | Liberty Interactive LLC                                                     | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $2669938.40   | 0.06%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                       | Wayfair Inc                                                                 | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |  24333000 | PA      | $15670938.66  | 0.38%             | 2025-10-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                    | Everbridge Inc                                                              | CUSIP: 29978AAE4<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   6136000 | PA      | $5199400.96   | 0.13%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY             | Wells Fargo & Co                                                            | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     76649 | NS      | $90829065.00  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                    | Gannett Co Inc                                                              | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |   1000000 | NS      | $2030000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                          | Snap Inc                                                                    | CUSIP: 83304AAD8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5164523.70   | 0.12%             | 2025-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                        | Splunk Inc                                                                  | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |  16646000 | PA      | $15762929.70  | 0.38%             | 2025-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| NUVASIVE INC                      | NuVasive Inc                                                                | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   8574000 | PA      | $7517940.42   | 0.18%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                    | LivePerson Inc                                                              | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   9735000 | PA      | $6972109.65   | 0.17%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP            | Boston Scientific Corp                                                      | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |    194845 | NS      | $22372102.90  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                 | MP Materials Corp                                                           | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13555000 | PA      | $11942632.75  | 0.29%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                       | Datadog Inc                                                                 | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |  14403000 | PA      | $15732396.90  | 0.38%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: —       |
| ZILLOW GROUP INC                  | Zillow Group Inc                                                            | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |  10777000 | PA      | $10280503.61  | 0.25%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ETSY INC                          | Etsy Inc                                                                    | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |  18925000 | PA      | $16267930.00  | 0.39%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN          | Halozyme Therapeutics Inc                                                   | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |  16005000 | PA      | $15561981.60  | 0.37%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| BOFA FINANCE LLC                  | BofA Finance LLC                                                            | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $11388960.00  | 0.27%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                      | NiSource Inc                                                                | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |    168147 | NS      | $17362859.22  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| WOLFSPEED INC                     | Wolfspeed Inc                                                               | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  32676000 | PA      | $29467216.80  | 0.71%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                      | Illumina Inc                                                                | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  14378000 | PA      | $13914453.28  | 0.34%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                      | Zscaler Inc                                                                 | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |  22388000 | PA      | $23484340.36  | 0.57%             | 2025-07-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OKTA INC                          | Okta Inc                                                                    | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |  21145000 | PA      | $17863930.35  | 0.43%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN          | Opendoor Technologies Inc                                                   | CUSIP: 683712AA1<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |  18700000 | PA      | $7406883.00   | 0.18%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP               | Exact Sciences Corp                                                         | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |  25408000 | PA      | $19914790.40  | 0.48%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC          | Silicon Laboratories Inc                                                    | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |  10334000 | PA      | $12953669.00  | 0.31%             | 2025-06-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                  | Cytokinetics Inc                                                            | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $11776840.00  | 0.28%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQIYI INC                         | iQIYI Inc                                                                   | CUSIP: 46267XAD0<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |  22904000 | PA      | $18526129.44  | 0.45%             | 2025-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOL EQUITY FINANCE SA             | GOL Equity Finance SA                                                       | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |   8320000 | PA      | $3951833.60   | 0.10%             | 2024-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                     | Clarivate PLC                                                               | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |    247491 | NS      | $9374959.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC              | Booking Holdings Inc                                                        | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |  17162000 | PA      | $23002056.98  | 0.55%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO             | Southwest Airlines Co                                                       | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  31435000 | PA      | $37909038.25  | 0.91%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BIOMARIN PHARMACEUTICAL           | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |  11886000 | PA      | $12790168.02  | 0.31%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| AKAMAI TECHNOLOGIES INC           | Akamai Technologies Inc                                                     | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |  21851000 | PA      | $23071815.37  | 0.56%             | 2025-05-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                         | PG&E Corp                                                                   | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |    301568 | NS      | $43498168.32  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS                    | Repay Holdings Corp                                                         | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8605000 | PA      | $6314607.15   | 0.15%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                      | Parsons Corp                                                                | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $8955351.70   | 0.22%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| PALO ALTO NETWORKS                | Palo Alto Networks Inc                                                      | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  39128000 | PA      | $57776404.80  | 1.39%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                         | Block Inc                                                                   | CUSIP: 852234AD5<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   8986000 | PA      | $9362962.70   | 0.23%             | 2023-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC             | Bill.com Holdings Inc                                                       | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |  10649000 | PA      | $8404616.76   | 0.20%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| COUPA SOFTWARE INC                | Coupa Software Inc                                                          | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  16293000 | PA      | $15752561.19  | 0.38%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NICE LTD                          | Nice Ltd                                                                    | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |   8686000 | PA      | $8150421.24   | 0.20%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| PURE STORAGE INC                  | Pure Storage Inc                                                            | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |  10698000 | PA      | $11547742.14  | 0.28%             | 2023-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC             | Bill.com Holdings Inc                                                       | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |  22420000 | PA      | $23062108.80  | 0.56%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| ALTERYX INC                       | Alteryx Inc                                                                 | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $7086696.50   | 0.17%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                      | Danaher Corp                                                                | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |     32910 | NS      | $44644060.50  | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ASCENDIS PHARMA A/S               | Ascendis Pharma A/S                                                         | CUSIP: 04351PAC5<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |  11004000 | PA      | $11167079.28  | 0.27%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC          | Sarepta Therapeutics Inc                                                    | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |  21780000 | PA      | $25128892.80  | 0.61%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BILIBILI INC                      | Bilibili Inc                                                                | CUSIP: 090040AD8<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |  13737000 | PA      | $13641527.85  | 0.33%             | 2027-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC             | Cinemark Holdings Inc                                                       | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |   8780000 | PA      | $8385690.20   | 0.20%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC          | Northern Oil and Gas Inc                                                    | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   9907000 | PA      | $10667065.04  | 0.26%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMILEDIRECTCLUB INC               | SmileDirectClub Inc                                                         | CUSIP: 83192HAA4<br>LEI: 254900QFZEGKCURCJS93 | Long             | DBT              | CORP              | US        |   9295000 | PA      | $889996.25    | 0.02%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                  | Zillow Group Inc                                                            | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   8820000 | PA      | $8951506.20   | 0.22%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| LIBERTY MEDIA CORP                | Liberty Media Corp-Liberty Formula One                                      | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9222000 | PA      | $8859022.08   | 0.21%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                     | Confluent Inc                                                               | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |  21040000 | PA      | $16015437.60  | 0.39%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARATHON DIGITAL HOLDING          | Marathon Digital Holdings Inc                                               | CUSIP: 565788AB2<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |  14240000 | PA      | $3289867.20   | 0.08%             | 2026-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC               | Affirm Holdings Inc                                                         | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32897000 | PA      | $18072624.89  | 0.44%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP           | American Airlines Group Inc                                                 | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19490000 | PA      | $20604633.10  | 0.50%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CONMED CORP                       | CONMED Corp                                                                 | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |  15785000 | PA      | $14378714.35  | 0.35%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC               | Spirit Airlines Inc                                                         | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $7804790.40   | 0.19%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                       | Wayfair Inc                                                                 | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |  18770000 | PA      | $10731747.50  | 0.26%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMYRIS INC                        | Amyris Inc                                                                  | CUSIP: 03236MAJ0<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |  12755000 | PA      | $4105706.95   | 0.10%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIRA PHARMACEUTICALS            | Pacira BioSciences Inc                                                      | CUSIP: 695127AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7830000 | PA      | $7057883.70   | 0.17%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JOYY INC                          | JOYY Inc                                                                    | CUSIP: 98426TAF3<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |   8245000 | PA      | $7297649.50   | 0.18%             | 2026-06-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                         | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |    227110 | NS      | $24373445.20  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP            | Liberty Broadband Corp                                                      | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |  10001000 | PA      | $9718371.74   | 0.23%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                 | MicroStrategy Inc                                                           | CUSIP: 594972AC5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  13735000 | PA      | $6415343.80   | 0.15%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                        | Splunk Inc                                                                  | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |  24330000 | PA      | $20614079.10  | 0.50%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN          | Live Nation Entertainment Inc                                               | CUSIP: 538034AQ2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $11326842.00  | 0.27%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC          | Ceridian HCM Holding Inc                                                    | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |  11280000 | PA      | $9881731.20   | 0.24%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NUVASIVE INC                      | NuVasive Inc                                                                | CUSIP: 670704AL9<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   8673000 | PA      | $8513590.26   | 0.21%             | 2023-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS           | NextEra Energy Partners LP                                                  | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   9505000 | PA      | $8933274.25   | 0.22%             | 2024-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| LUMENTUM HOLDINGS INC             | Lumentum Holdings Inc                                                       | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  19881000 | PA      | $17136825.57  | 0.41%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SEA LTD                           | Sea Ltd                                                                     | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |  23081000 | PA      | $22822954.42  | 0.55%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE              | Beauty Health Co/The                                                        | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |  14257000 | PA      | $10837601.12  | 0.26%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                        | Fluor Corp                                                                  | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |     10275 | NS      | $17355297.00  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2           | Match Group Financeco 2 Inc                                                 | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |  11440000 | PA      | $10145449.60  | 0.24%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                | ZTO Express Cayman Inc                                                      | CUSIP: 98980AAA3<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |  19306000 | PA      | $20493898.18  | 0.49%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                   | Spotify USA Inc                                                             | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29245000 | PA      | $23547781.55  | 0.57%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                          | Snap Inc                                                                    | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  29100000 | PA      | $19808079.00  | 0.48%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ETSY INC                          | Etsy Inc                                                                    | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |  12865000 | PA      | $12904238.25  | 0.31%             | 2027-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: —       |
| MAGNITE INC                       | Magnite Inc                                                                 | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   7886000 | PA      | $6046353.92   | 0.15%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                       | Nutanix Inc                                                                 | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |  10890000 | PA      | $9113949.90   | 0.22%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP              | JetBlue Airways Corp                                                        | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |  14540000 | PA      | $10604312.80  | 0.26%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION               | Insulet Corp                                                                | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |  14879000 | PA      | $21029978.60  | 0.51%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC            | Ormat Technologies Inc                                                      | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   8322000 | PA      | $9724673.10   | 0.23%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                     | Herbalife Nutrition Ltd                                                     | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |  10980000 | PA      | $10143433.80  | 0.24%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC          | Microchip Technology Inc                                                    | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  12707000 | PA      | $13577175.36  | 0.33%             | 2024-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: —       |
| 2U INC                            | 2U Inc                                                                      | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |   7406000 | PA      | $4816862.40   | 0.12%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVERR INTERNATIONAL LTD          | Fiverr International Ltd                                                    | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   9045000 | PA      | $7313967.90   | 0.18%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                         | Block Inc                                                                   | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  10435000 | PA      | $8454750.05   | 0.20%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 3D SYSTEMS CORP                   | 3D Systems Corp                                                             | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |   9067000 | PA      | $6220596.69   | 0.15%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC           | DraftKings Holdings Inc                                                     | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |  24575000 | PA      | $15215611.25  | 0.37%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors      | State Street Institutional Liquid Reserves Fund                             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |    489183 | NS      | $489280.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISKER INC                        | Fisker Inc                                                                  | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $6386952.00   | 0.15%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL          | JPMorgan Chase Financial Co LLC                                             | CUSIP: 48129KAE0<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |  11490000 | PA      | $11678895.60  | 0.28%             | 2023-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PEGASYSTEMS INC                   | Pegasystems Inc                                                             | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $9610835.25   | 0.23%             | 2025-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                        | Dexcom Inc                                                                  | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |  22910000 | PA      | $24902253.60  | 0.60%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer