# EDGAR Filing Document

**Accession Number:** 0000812015
**File Stem:** 0001410368-26-006612
**Filing Date:** 2026-1
**Character Count:** 803960
**Document Hash:** 25ed0e50f96c38316f841f8a618c740e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006612.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006612

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000812015

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05088
- **FILM NUMBER:** 26553739

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN PORTFOLIOS
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE PORTFOLIOS
- **DATE OF NAME CHANGE:** 19930812

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EQUITABLE FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB All Market Total Return Portfolio (Series ID: S000010512)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000029015 | Class A       | ABWAX           |
| C000029017 | Class C       | ABWCX           |
| C000029018 | Advisor Class | ABWYX           |
| C000029021 | Class I       | ABWIX           |

## Nport-Ex

**AB All Market Total Return Portfolio** 

**Consolidated Portfolio of Investments** 

**November 30, 2025 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 29.4%** | **COMMON STOCKS – 29.4%** | **COMMON STOCKS – 29.4%** |
|  **Information Technology – 6.3%** | **Information Technology – 6.3%** | **Information Technology – 6.3%** |
|  **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** | **Communications Equipment – 0.2%** |
|  Cisco Systems, Inc. | 4473 | $344153 |
|  GCI Liberty, Inc.<sup>(a) (b) (c) (d)</sup> | 2664 | 0 |
|  Motorola Solutions, Inc. | 1373 | 507571 |
|  Telefonaktiebolaget LM Ericsson - Class B | 17480 | 168674 |
|  |  | 1020398 |
|  **Electronic Equipment, Instruments & Components – 0.1%** | **Electronic Equipment, Instruments & Components – 0.1%** | **Electronic Equipment, Instruments & Components – 0.1%** |
|  Celestica, Inc.<sup>(d)</sup> | 1025 | 352151 |
|  TE Connectivity PLC | 81 | 18318 |
|  |  | 370469 |
|  **IT Services – 0.2%** | **IT Services – 0.2%** | **IT Services – 0.2%** |
|  Amdocs Ltd. | 2076 | 158772 |
|  Nomura Research Institute Ltd. | 8000 | 319552 |
|  Obic Co., Ltd. | 8100 | 260585 |
|  VeriSign, Inc. | 1311 | 330359 |
|  |  | 1069268 |
|  **Semiconductors & Semiconductor Equipment – 2.4%** | **Semiconductors & Semiconductor Equipment – 2.4%** | **Semiconductors & Semiconductor Equipment – 2.4%** |
|  Analog Devices, Inc. | 1165 | 309121 |
|  ASML Holding NV | 310 | 327872 |
|  Broadcom, Inc. | 5007 | 2017621 |
|  KLA Corp. | 348 | 409064 |
|  Lam Research Corp. | 2771 | 432276 |
|  Micron Technology, Inc. | 2005 | 474142 |
|  Monolithic Power Systems, Inc. | 323 | 299799 |
|  NVIDIA Corp. | 23904 | 4231008 |
|  Qorvo, Inc.<sup>(d)</sup> | 8122 | 697599 |
|  Taiwan Semiconductor Manufacturing Co., Ltd. | 15400 | 710038 |
|  Teradyne, Inc. | 1117 | 203171 |
|  Veeco Instruments, Inc.<sup>(d)</sup> | 1923 | 56209 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10167920 |
|  **Software – 2.3%** | **Software – 2.3%** | **Software – 2.3%** |
|  Adobe, Inc.<sup>(d)</sup> | 1147 | 367189 |
|  AppLovin Corp. - Class A<sup>(d)</sup> | 72 | 43163 |
|  Autodesk, Inc.<sup>(d)</sup> | 1182 | 358548 |
|  Constellation Software, Inc./Canada | 121 | 292856 |
|  CyberArk Software Ltd.<sup>(d)</sup> | 3139 | 1439514 |
|  Docusign, Inc.<sup>(d)</sup> | 3542 | 245638 |
|  Intuit, Inc. | 738 | 467951 |
|  Manhattan Associates, Inc.<sup>(d)</sup> | 1793 | 316375 |
|  Microsoft Corp. | 8653 | 4257362 |
|  Nice Ltd.<sup>(d)</sup> | 2060 | 215573 |
|  Oracle Corp. | 1922 | 388148 |
|  PROS Holdings, Inc.<sup>(d)</sup> | 18707 | 434751 |
|  SAP SE | 1471 | 355114 |
|  ServiceNow, Inc.<sup>(d)</sup> | 467 | 379395 |
|  Zoom Communications, Inc.<sup>(d)</sup> | 3999 | 339755 |
|  |  | 9901332 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Technology Hardware, Storage & Peripherals – 1.1%** | **Technology Hardware, Storage & Peripherals – 1.1%** | **Technology Hardware, Storage & Peripherals – 1.1%** |
|  Apple, Inc. | 15911 | $4436782 |
|  Logitech International SA (REG) | 2706 | 305339 |
|  |  | 4742121 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27271508 |
|  **Financials – 5.7%** | **Financials – 5.7%** | **Financials – 5.7%** |
|  **Banks – 2.6%** | **Banks – 2.6%** | **Banks – 2.6%** |
|  AIB Group PLC | 32620 | 335641 |
|  Banco Bilbao Vizcaya Argentaria SA | 18050 | 390126 |
|  Bank of America Corp. | 5275 | 283004 |
|  Barclays PLC | 56070 | 318074 |
|  BNP Paribas SA | 4095 | 350035 |
|  Cadence Bank | 38687 | 1541290 |
|  Citigroup, Inc. | 4197 | 434809 |
|  Comerica, Inc. | 19390 | 1558568 |
|  Credit Agricole SA | 17485 | 335177 |
|  Dogwood State Bank<sup>(d)</sup> | 4169 | 95262 |
|  First Citizens BancShares, Inc./NC - Class A | 33 | 61970 |
|  ING Groep NV | 14014 | 363369 |
|  Japan Post Bank Co., Ltd. | 8400 | 101089 |
|  JPMorgan Chase & Co. | 2403 | 752331 |
|  KBC Group NV | 2033 | 250267 |
|  MidWestOne Financial Group, Inc. | 2616 | 103515 |
|  Mitsubishi UFJ Financial Group, Inc. | 20300 | 318294 |
|  NatWest Group PLC | 91229 | 761441 |
|  Nordea Bank Abp (Helsinki) | 20014 | 354160 |
|  Nordea Bank Abp (Stockholm) | 11353 | 200912 |
|  Oversea-Chinese Banking Corp., Ltd. | 41800 | 597165 |
|  Royal Bank of Canada | 1708 | 264172 |
|  Sumitomo Mitsui Financial Group, Inc. | 10200 | 308637 |
|  Toronto-Dominion Bank (The) | 7725 | 650361 |
|  UniCredit SpA | 4088 | 304322 |
|  US Bancorp | 5487 | 269137 |
|  |  | 11303128 |
|  **Capital Markets – 0.9%** | **Capital Markets – 0.9%** | **Capital Markets – 0.9%** |
|  Ameriprise Financial, Inc. | 725 | 330411 |
|  Cboe Global Markets, Inc. | 911 | 235193 |
|  Charles Schwab Corp. (The) | 4323 | 400872 |
|  Daiwa Securities Group, Inc.<sup>(e)</sup> | 39100 | 324369 |
|  Euronext NV<sup>(f)</sup> | 940 | 144042 |
|  Forge Global Holdings, Inc.<sup>(d)</sup> | 11591 | 514177 |
|  Goldman Sachs Group, Inc. (The) | 571 | 471669 |
|  Hong Kong Exchanges & Clearing Ltd. - Class H | 6400 | 340355 |
|  London Stock Exchange Group PLC | 1853 | 218270 |
|  Morgan Stanley | 651 | 110449 |
|  MSCI, Inc. | 195 | 109925 |
|  Raymond James Financial, Inc. | 251 | 39291 |
|  S&P Global, Inc. | 721 | 359656 |
|  Singapore Exchange Ltd. | 9400 | 122573 |
|  |  | 3721252 |
|  **Consumer Finance – 0.1%** | **Consumer Finance – 0.1%** | **Consumer Finance – 0.1%** |
|  Ally Financial, Inc. | 7899 | 326229 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Financial Services – 1.0%** | **Financial Services – 1.0%** | **Financial Services – 1.0%** |
|  Banca Mediolanum SpA | 10242 | $219464 |
|  Berkshire Hathaway, Inc. - Class B<sup>(d)</sup> | 334 | 171613 |
|  Cantaloupe, Inc.<sup>(d)</sup> | 74997 | 800218 |
|  Curo Group Holdings LLC<sup>(a) (c) (d)</sup> | 7850 | 60838 |
|  ECN Capital Corp. | 122182 | 267542 |
|  Global Payments, Inc. | 4219 | 319631 |
|  International Money Express, Inc.<sup>(d)</sup> | 39066 | 595366 |
|  Mastercard, Inc. - Class A | 1790 | 985449 |
|  Visa, Inc. - Class A | 2192 | 733092 |
|  |  | 4153213 |
|  **Insurance – 1.1%** | **Insurance – 1.1%** | **Insurance – 1.1%** |
|  Aegon Ltd.<sup>(e)</sup> | 40124 | 324483 |
|  Allstate Corp. (The) | 562 | 119695 |
|  Arch Capital Group Ltd. | 3302 | 310124 |
|  Aspen Insurance Holdings Ltd. - Class A<sup>(d) (e)</sup> | 3433 | 127193 |
|  AXA SA | 9643 | 435649 |
|  Brighthouse Financial, Inc.<sup>(d)</sup> | 13315 | 872798 |
|  Hannover Rueck SE | 412 | 123874 |
|  Hanover Insurance Group, Inc. (The) | 775 | 143801 |
|  Japan Post Holdings Co., Ltd. | 33200 | 326121 |
|  Marsh & McLennan Cos., Inc. | 1160 | 212802 |
|  Medibank Pvt. Ltd. | 64359 | 200141 |
|  ProAssurance Corp.<sup>(d)</sup> | 50217 | 1209225 |
|  Prudential Financial, Inc. | 595 | 64409 |
|  Tryg A/S | 16985 | 420732 |
|  Unipol Assicurazioni SpA | 2812 | 64582 |
|  |  | 4955629 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24459451 |
|  **Health Care – 4.1%** | **Health Care – 4.1%** | **Health Care – 4.1%** |
|  **Biotechnology – 2.0%** | **Biotechnology – 2.0%** | **Biotechnology – 2.0%** |
|  AbbVie, Inc. | 2254 | 513236 |
|  Akero Therapeutics, Inc.<sup>(d)</sup> | 4711 | 256090 |
|  Astria Therapeutics, Inc.<sup>(d)</sup> | 50631 | 640482 |
|  Avidity Biosciences, Inc.<sup>(d)</sup> | 19387 | 1390048 |
|  Biogen, Inc.<sup>(d)</sup> | 1412 | 257111 |
|  Cidara Therapeutics, Inc.<sup>(d)</sup> | 3556 | 781893 |
|  Contra Blueprint Medicines Corp.<sup>(a) (c) (d)</sup> | 6638 | 3054 |
|  Exact Sciences Corp.<sup>(d)</sup> | 11542 | 1169089 |
|  Genmab A/S<sup>(d)</sup> | 461 | 148112 |
|  Gilead Sciences, Inc. | 6727 | 846526 |
|  Merus NV<sup>(d)</sup> | 15059 | 1447772 |
|  Natera, Inc.<sup>(d)</sup> | 1087 | 259587 |
|  Neurocrine Biosciences, Inc.<sup>(d)</sup> | 1562 | 237674 |
|  Regeneron Pharmaceuticals, Inc. | 376 | 293351 |
|  United Therapeutics Corp.<sup>(d)</sup> | 493 | 239598 |
|  |  | 8483623 |
|  **Health Care Equipment & Supplies – 0.5%** | **Health Care Equipment & Supplies – 0.5%** | **Health Care Equipment & Supplies – 0.5%** |
|  Edwards Lifesciences Corp.<sup>(d)</sup> | 2665 | 230975 |
|  Hologic, Inc.<sup>(d)</sup> | 7836 | 587465 |
|  IDEXX Laboratories, Inc.<sup>(d)</sup> | 495 | 372676 |
|  Medtronic PLC | 3513 | 370024 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Solventum Corp.<sup>(d)</sup> | 4384 | $| 373780 |
|  STAAR Surgical Co.<sup>(d)</sup> | 4092 |  | 108602 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043522 |
|  **Health Care Providers & Services – 0.6%** | **Health Care Providers & Services – 0.6%** | **Health Care Providers & Services – 0.6%** | **Health Care Providers & Services – 0.6%** |
|  Cardinal Health, Inc. | 1704 |  | 361691 |
|  Cencora, Inc. | 989 |  | 364872 |
|  Cross Country Healthcare, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35617 |  | 365430 |
|  McKesson Corp. | 1271 |  | 1119903 |
|  UnitedHealth Group, Inc. | 705 |  | 232488 |
|  Universal Health Services, Inc. - Class B | 1420 |  | 345955 |
|  |  |  | 2790339 |
|  **Life Sciences Tools & Services – 0.1%** | **Life Sciences Tools & Services – 0.1%** | **Life Sciences Tools & Services – 0.1%** | **Life Sciences Tools & Services – 0.1%** |
|  Illumina, Inc.<sup>(d)</sup> | 424 |  | 55735 |
|  QIAGEN NV | 6820 |  | 325549 |
|  Thermo Fisher Scientific, Inc. | 275 |  | 162478 |
|  |  |  | 543762 |
|  **Pharmaceuticals – 0.9%** | **Pharmaceuticals – 0.9%** | **Pharmaceuticals – 0.9%** | **Pharmaceuticals – 0.9%** |
|  AstraZeneca PLC | 1554 |  | 288126 |
|  Eli Lilly & Co. | 877 |  | 943187 |
|  GSK PLC | 15827 |  | 376620 |
|  Haleon PLC | 41956 |  | 206335 |
|  Ipsen SA | 2135 |  | 308243 |
|  Johnson & Johnson | 196 |  | 40556 |
|  Merck & Co., Inc. | 8409 |  | 881516 |
|  Novartis AG (REG) | 2168 |  | 282837 |
|  Novo Nordisk A/S - Class B | 2550 |  | 126283 |
|  Recordati Industria Chimica e Farmaceutica SpA<sup>(e)</sup> | 2353 |  | 139145 |
|  Roche Holding AG | 702 |  | 268938 |
|  Zoetis, Inc. | 1225 |  | 157021 |
|  |  |  | 4018807 |
|  |  |  | 17880053 |
|  **Industrials – 3.8%** | **Industrials – 3.8%** | **Industrials – 3.8%** | **Industrials – 3.8%** |
|  **Aerospace & Defense – 0.5%** | **Aerospace & Defense – 0.5%** | **Aerospace & Defense – 0.5%** | **Aerospace & Defense – 0.5%** |
|  Airbus SE | 342 |  | 80436 |
|  BAE Systems PLC | 11191 |  | 243723 |
|  HEICO Corp. - Class A | 1279 |  | 315875 |
|  L3Harris Technologies, Inc. | 480 |  | 133771 |
|  MTU Aero Engines AG | 781 |  | 319552 |
|  Rolls-Royce Holdings PLC | 22264 |  | 314240 |
|  Safran SA | 1847 |  | 620891 |
|  |  |  | 2028488 |
|  **Building Products – 0.2%** | **Building Products – 0.2%** | **Building Products – 0.2%** | **Building Products – 0.2%** |
|  AGC, Inc. | 9400 |  | 325266 |
|  Allegion PLC | 1518 |  | 252033 |
|  American Woodmark Corp.<sup>(d)</sup> | 8305 |  | 457855 |
|  |  |  | 1035154 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Commercial Services & Supplies – 0.2%** | **Commercial Services & Supplies – 0.2%** | **Commercial Services & Supplies – 0.2%** |
|  Steelcase, Inc. - Class A | 45737 | $745056 |
|  Veralto Corp. | 3033 | 307000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052056 |
|  **Construction & Engineering – 0.3%** | **Construction & Engineering – 0.3%** | **Construction & Engineering – 0.3%** |
|  EMCOR Group, Inc. | 477 | 293388 |
|  Stantec, Inc. | 3569 | 343224 |
|  Taisei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | 307898 |
|  Vinci SA | 1160 | 164618 |
|  |  | 1109128 |
|  **Electrical Equipment – 0.6%** | **Electrical Equipment – 0.6%** | **Electrical Equipment – 0.6%** |
|  ABB Ltd. (REG) | 8192 | 589527 |
|  AMETEK, Inc. | 1736 | 343537 |
|  Prysmian SpA<sup>(e)</sup> | 4666 | 468287 |
|  Rockwell Automation, Inc. | 875 | 346377 |
|  Schneider Electric SE | 1194 | 321312 |
|  Vertiv Holdings Co. - Class A | 2027 | 364313 |
|  |  | 2433353 |
|  **Ground Transportation – 0.3%** | **Ground Transportation – 0.3%** | **Ground Transportation – 0.3%** |
|  Norfolk Southern Corp. | 4915 | 1435622 |
|  **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** |
|  Jardine Matheson Holdings Ltd. | 4891 | 321217 |
|  **Machinery – 0.6%** | **Machinery – 0.6%** | **Machinery – 0.6%** |
|  Chart Industries, Inc.<sup>(d)</sup> | 6484 | 1322412 |
|  Hillenbrand, Inc. | 10679 | 340019 |
|  REV Group, Inc. | 15087 | 803684 |
|  Yangzijiang Shipbuilding Holdings Ltd. | 41000 | 106213 |
|  |  | 2572328 |
|  **Passenger Airlines – 0.2%** | **Passenger Airlines – 0.2%** | **Passenger Airlines – 0.2%** |
|  International Consolidated Airlines Group SA<sup>(e)</sup> | 62088 | 326567 |
|  Qantas Airways Ltd. | 42692 | 279424 |
|  United Airlines Holdings, Inc.<sup>(d)</sup> | 1449 | 147740 |
|  |  | 753731 |
|  **Professional Services – 0.8%** | **Professional Services – 0.8%** | **Professional Services – 0.8%** |
|  Automatic Data Processing, Inc. | 840 | 214452 |
|  CSG Systems International, Inc. | 5589 | 440246 |
|  Dayforce, Inc.<sup>(d)</sup> | 14734 | 1018119 |
|  Experian PLC | 5549 | 243853 |
|  Heidrick & Struggles International, Inc. | 27 | 1589 |
|  Leidos Holdings, Inc. | 2322 | 443734 |
|  RELX PLC | 13469 | 541331 |
|  SS&C Technologies Holdings, Inc. | 2999 | 257734 |
|  Wolters Kluwer NV | 3322 | 352343 |
|  |  | 3513401 |
|  |  | 16254478 |
|  **Communication Services – 3.0%** | **Communication Services – 3.0%** | **Communication Services – 3.0%** |
|  **Diversified Telecommunication Services – 0.3%** | **Diversified Telecommunication Services – 0.3%** | **Diversified Telecommunication Services – 0.3%** |
|  Frontier Communications Parent, Inc.<sup>(d)</sup> | 36715 | 1392233 |
|  HKT Trust & HKT Ltd. - Class H | 165000 | 252449 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644682 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Entertainment – 0.4%** | **Entertainment – 0.4%** | **Entertainment – 0.4%** |
|  Electronic Arts, Inc. | 4643 | $938025 |
|  Netflix, Inc.<sup>(d)</sup> | 7450 | 801471 |
|  |  | 1739496 |
|  **Interactive Media & Services – 1.4%** | **Interactive Media & Services – 1.4%** | **Interactive Media & Services – 1.4%** |
|  Alphabet, Inc. - Class A | 3886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244220 |
|  Alphabet, Inc. - Class C | 9299 | 2976796 |
|  Auto Trader Group PLC | 12502 | 105723 |
|  LY Corp. | &nbsp;&nbsp;&nbsp;&nbsp;115400 | 309925 |
|  Meta Platforms, Inc. - Class A | 2089 | 1353568 |
|  |  | 5990232 |
|  **Media – 0.8%** | **Media – 0.8%** | **Media – 0.8%** |
|  Dentsu Group, Inc.<sup>(d)</sup> | 8500 | 193127 |
|  Fox Corp. - Class B | 5338 | 310992 |
|  Informa PLC | 27504 | 349744 |
|  Integral Ad Science Holding Corp.<sup>(d)</sup> | 16224 | 166783 |
|  Liberty Broadband Corp. - Class A<sup>(d)</sup> | 3620 | 167642 |
|  New York Times Co. (The) - Class A | 1831 | 118099 |
|  Omnicom Group, Inc. | 18261 | 1307853 |
|  TEGNA, Inc. | 46140 | 900653 |
|  |  | 3514893 |
|  **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** |
|  SoftBank Corp. | 151200 | 216325 |
|  |  | 13105628 |
|  **Consumer Discretionary – 2.0%** | **Consumer Discretionary – 2.0%** | **Consumer Discretionary – 2.0%** |
|  **Automobile Components – 0.1%** | **Automobile Components – 0.1%** | **Automobile Components – 0.1%** |
|  Aptiv PLC<sup>(d)</sup> | 3819 | 296163 |
|  Energy Technology<sup>(a) (c) (d)</sup> | 13 | 4394 |
|  |  | 300557 |
|  **Automobiles – 0.2%** | **Automobiles – 0.2%** | **Automobiles – 0.2%** |
|  General Motors Co. | 4998 | 367453 |
|  Isuzu Motors Ltd. | 8100 | 124127 |
|  Tesla, Inc.<sup>(d)</sup> | 1279 | 550187 |
|  |  | 1041767 |
|  **Broadline Retail – 0.5%** | **Broadline Retail – 0.5%** | **Broadline Retail – 0.5%** |
|  Amazon.com, Inc.<sup>(d)</sup> | 9135 | 2130465 |
|  Edcon Tranche D<sup>(a) (c) (d)</sup> | 1648 | 0 |
|  K2016470219 South Africa Ltd. - Class A<sup>(a) (c) (d)</sup> | 465862 | 0 |
|  K2016470219 South Africa Ltd. - Class B<sup>(a) (c) (d)</sup> | 73623 | 0 |
|  Sea Ltd. (ADR)<sup>(d)</sup> | 1991 | 276769 |
|  |  | 2407234 |
|  **Diversified Consumer Services – 0.0%** | **Diversified Consumer Services – 0.0%** | **Diversified Consumer Services – 0.0%** |
|  Pearson PLC | 16115 | 212992 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Hotels, Restaurants & Leisure – 0.5%** | **Hotels, Restaurants & Leisure – 0.5%** | **Hotels, Restaurants & Leisure – 0.5%** |
|  Amadeus IT Group SA | 3920 | $288487 |
|  Aristocrat Leisure Ltd. | 6443 | 246255 |
|  Booking Holdings, Inc. | 101 | 496384 |
|  Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;14514 | 456352 |
|  Denny's Corp.<sup>(d)</sup> | 3272 | 20188 |
|  Expedia Group, Inc. | 1226 | 313476 |
|  Yum! Brands, Inc. | 1492 | 228589 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049731 |
|  **Household Durables – 0.1%** | **Household Durables – 0.1%** | **Household Durables – 0.1%** |
|  Sony Group Corp. | 8600 | 252355 |
|  **Specialty Retail – 0.4%** | **Specialty Retail – 0.4%** | **Specialty Retail – 0.4%** |
|  AutoZone, Inc.<sup>(d)</sup> | 121 | 478474 |
|  Ceconomy AG<sup>(d)</sup> | 34767 | 179925 |
|  Home Depot, Inc. (The) | 302 | 107790 |
|  Industria de Diseno Textil SA<sup>(e)</sup> | 6927 | 388641 |
|  ODP Corp. (The)<sup>(d)</sup> | 9021 | 252317 |
|  TJX Cos., Inc. (The) | 2815 | 427655 |
|  |  | 1834802 |
|  **Textiles, Apparel & Luxury Goods – 0.2%** | **Textiles, Apparel & Luxury Goods – 0.2%** | **Textiles, Apparel & Luxury Goods – 0.2%** |
|  Deckers Outdoor Corp.<sup>(d)</sup> | 2364 | 208103 |
|  Hanesbrands, Inc.<sup>(d)</sup> | 37306 | 241370 |
|  Tapestry, Inc. | 2201 | 240525 |
|  |  | 689998 |
|  |  | 8789436 |
|  **Consumer Staples – 1.6%** | **Consumer Staples – 1.6%** | **Consumer Staples – 1.6%** |
|  **Beverages – 0.2%** | **Beverages – 0.2%** | **Beverages – 0.2%** |
|  Coca-Cola Co. (The) | 2312 | 169053 |
|  Monster Beverage Corp.<sup>(d)</sup> | 4906 | 367901 |
|  PepsiCo, Inc. | 3058 | 454847 |
|  |  | 991801 |
|  **Consumer Staples Distribution & Retail – 0.2%** | **Consumer Staples Distribution & Retail – 0.2%** | **Consumer Staples Distribution & Retail – 0.2%** |
|  Koninklijke Ahold Delhaize NV | 3514 | 145474 |
|  Sysco Corp. | 2663 | 202921 |
|  Tesco PLC | 90959 | 542447 |
|  Walmart, Inc. | 354 | 39120 |
|  |  | 929962 |
|  **Food Products – 0.6%** | **Food Products – 0.6%** | **Food Products – 0.6%** |
|  JDE Peet's NV | 29376 | 1079048 |
|  Kellanova | 15973 | 1335982 |
|  |  | 2415030 |
|  **Household Products – 0.1%** | **Household Products – 0.1%** | **Household Products – 0.1%** |
|  Colgate-Palmolive Co. | 2020 | 162388 |
|  Southeastern Grocers, Inc.<sup>(a) (b) (c) (d)</sup> | 8714 | 349 |
|  |  | 162737 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Personal Care Products – 0.3%** | **Personal Care Products – 0.3%** | **Personal Care Products – 0.3%** |
|  Kenvue, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82875 | $1437881 |
|  **Tobacco – 0.2%** | **Tobacco – 0.2%** | **Tobacco – 0.2%** |
|  Altria Group, Inc. | 6478 | 382267 |
|  Imperial Brands PLC | 7814 | 331944 |
|  Philip Morris International, Inc. | 1665 | 262204 |
|  |  | 976415 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6913826 |
|  **Utilities – 1.1%** | **Utilities – 1.1%** | **Utilities – 1.1%** |
|  **Electric Utilities – 0.7%** | **Electric Utilities – 0.7%** | **Electric Utilities – 0.7%** |
|  ALLETE, Inc. | 15281 | 1033301 |
|  American Electric Power Co., Inc. | 3738 | 462652 |
|  Edison International | 5595 | 329490 |
|  NextEra Energy, Inc. | 2077 | 179225 |
|  NRG Energy, Inc. | 629 | 106609 |
|  TXNM Energy, Inc. | 14147 | 826892 |
|  |  | 2938169 |
|  **Multi-Utilities – 0.4%** | **Multi-Utilities – 0.4%** | **Multi-Utilities – 0.4%** |
|  Ameren Corp. | 1883 | 200257 |
|  Consolidated Edison, Inc. | 3399 | 341123 |
|  National Grid PLC | 17464 | 265349 |
|  Northwestern Energy Group, Inc. | 15479 | 1069444 |
|  |  | 1876173 |
|  |  | 4814342 |
|  **Materials – 1.0%** | **Materials – 1.0%** | **Materials – 1.0%** |
|  **Chemicals – 0.4%** | **Chemicals – 0.4%** | **Chemicals – 0.4%** |
|  CF Industries Holdings, Inc. | 3832 | 301578 |
|  Covestro AG<sup>(d)</sup> | 12852 | 923277 |
|  Mitsubishi Chemical Group Corp. | 33700 | 190363 |
|  Sumitomo Chemical Co., Ltd. | 107600 | 329143 |
|  |  | 1744361 |
|  **Construction Materials – 0.1%** | **Construction Materials – 0.1%** | **Construction Materials – 0.1%** |
|  Holcim AG<sup>(d)</sup> | 3712 | 348223 |
|  **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** |
|  Crown Holdings, Inc. | 3229 | 312664 |
|  **Metals & Mining – 0.4%** | **Metals & Mining – 0.4%** | **Metals & Mining – 0.4%** |
|  Agnico Eagle Mines Ltd. | 413 | 72049 |
|  Evolution Mining Ltd. | 14233 | 110822 |
|  Fresnillo PLC | 2351 | 81977 |
|  Lundin Gold, Inc. | 4040 | 340471 |
|  Lundin Mining Corp. | 5549 | 103678 |
|  New Gold, Inc.<sup>(d)</sup> | 66360 | 554106 |
|  Newmont Corp. | 4062 | 368545 |
|  Olympic Steel, Inc. | 1451 | 56429 |
|  |  | 1688077 |
|  |  | 4093325 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Energy – 0.4%** |  |  |  |
|  **Energy Equipment & Services – 0.0%** |  |  |  |
|  Artsonig Equity<sup>(a) (c) (d)</sup> |  | 51133 | $0 |
|  CHC Group LLC<sup>(a) (c) (d)</sup> |  | 1138 | 1 |
|  |  |  | 1 |
|  **Oil, Gas & Consumable Fuels – 0.4%** |  |  |  |
|  BP PLC |  | &nbsp;&nbsp;&nbsp;&nbsp;61826 | 371305 |
|  ENEOS Holdings, Inc. |  | 50200 | 330833 |
|  Exxon Mobil Corp. |  | 561 | 65031 |
|  Idemitsu Kosan Co., Ltd. |  | 44900 | 332660 |
|  Inpex Corp. |  | 3400 | 72522 |
|  Shell PLC |  | 11808 | 433955 |
|  TotalEnergies SE |  | 2157 | 141902 |
|  Valero Energy Corp. |  | 356 | 62927 |
|  |  |  | 1811135 |
|  |  |  | 1811136 |
|  **Real Estate – 0.4%** |  |  |  |
|  **Office REITs – 0.0%** |  |  |  |
|  Paramount Group, Inc.<sup>(d)</sup> |  | 18392 | 121203 |
|  **Real Estate Management & Development – 0.3%** |  |  |  |
|  Anywhere Real Estate, Inc.<sup>(d)</sup> |  | 60826 | 866771 |
|  CBRE Group, Inc. - Class A<sup>(d)</sup> |  | 2154 | 348582 |
|  |  |  | 1215353 |
|  **Specialized REITs – 0.1%** |  |  |  |
|  VICI Properties, Inc. |  | 10543 | 303849 |
|  |  |  | 1640405 |
|  Total Common Stocks<br>(cost $100,423,935) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127033588 |
|  **INVESTMENT COMPANIES – 25.0%** |  |  |  |
|  **Funds and Investment Trusts – 25.0%<sup>(g)</sup>** |  |  |  |
|  iShares Core International Aggregate Bond ETF |  | 585171 | 30288451 |
|  iShares Core MSCI EAFE ETF |  | 415993 | 36956818 |
|  iShares Core MSCI Emerging Markets ETF |  | 407352 | 27333319 |
|  iShares Core S&P 500 ETF |  | 19126 | 13137267 |
|  Total Investment Companies<br>(cost $94,506,508) |  |  | 107715855 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **GOVERNMENTS - TREASURIES – 14.1%** |  |  |  |
|  **Australia – 0.2%** |  |  |  |
|  Australia Government Bond<br>Series 169<br>4.75%, 06/21/2054<sup>(f)</sup> | AUD | 1515 | 939054 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal<br>Amount**<br> **(000)** | **Principal<br>Amount**<br> **(000)** | **U.S. $ Value** |
|  **Austria – 0.2%** | **Austria – 0.2%** | **Austria – 0.2%** | **Austria – 0.2%** |
|  Republic of Austria Government Bond<br>0.00%, 02/20/2031<sup>(f)</sup> | EUR | 1039 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058231 |
|  **Belgium – 0.1%** |  |  |  |
|  Kingdom of Belgium Government Bond<br>Series 104<br>3.45%, 06/22/2042<sup>(f)</sup> |  | 527 | 586118 |
|  **Canada – 1.0%** |  |  |  |
|  Canadian Government Bond<br>2.75%, 03/01/2030 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 | 2241801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/01/2055 |  | 3168 | 1919241 |
|  |  |  | 4161042 |
|  **Finland – 0.1%** |  |  |  |
|  Finland Government Bond<br>Series 10Y<br>1.50%, 09/15/2032<sup>(f)</sup> | EUR | 378 | 405339 |
|  **France – 0.7%** |  |  |  |
|  French Republic Government Bond OAT<br>Series OAT<br>3.50%, 11/25/2033<sup>(f)</sup> |  | 535 | 636041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/25/2035<sup>(f)</sup> |  | 2076 | 2427145 |
|  |  |  | 3063186 |
|  **Germany – 0.6%** |  |  |  |
|  Bundesrepublik Deutschland Bundesanleihe<br>2.50%, 08/15/2054<sup>(f)</sup> |  | 107 | 105432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/15/2041<sup>(f)</sup> |  | 1166 | 1273779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/04/2042<sup>(f)</sup> |  | 925 | 1092566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series TWIN<br>0.00%, 08/15/2050<sup>(f)</sup> |  | 101 | 52111 |
|  |  |  | 2523888 |
|  **Hungary – 0.5%** |  |  |  |
|  Hungary Government Bond<br>Series 35/A<br>7.00%, 10/24/2035 | HUF | 667940 | 2027571 |
|  **Italy – 0.5%** |  |  |  |
|  Italy Buoni Poliennali Del Tesoro<br>Series 10Y<br>4.20%, 03/01/2034<sup>(f)</sup> | EUR | 1178 | 1468657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13Y<br>4.05%, 10/30/2037<sup>(f)</sup> |  | 725 | 881188 |
|  |  |  | 2349845 |
|  **Japan – 3.3%** |  |  |  |
|  Japan Government Five Year Bond<br>Series 161<br>0.30%, 06/20/2028 | JPY | 682400 | 4288716 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Japan Government Forty Year Bond<br>Series 4<br>2.20%, 03/20/2051 | JPY | 161700 | $852914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 16<br>1.30%, 03/20/2063 |  | 58600 | 206031 |
|  Japan Government Ten Year Bond<br>Series 379<br>1.50%, 06/20/2035 |  | 22650 | 141541 |
|  Japan Government Thirty Year Bond<br>Series 82<br>1.80%, 03/20/2054 |  | 329350 | 1519558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 88<br>3.20%, 09/20/2055 |  | 118850 | 744729 |
|  Japan Government Twenty Year Bond<br>Series 183<br>1.40%, 12/20/2042 |  | 331000 | 1772319 |
|  Japan Government Two Year Bond<br>Series 469<br>0.70%, 02/01/2027 |  | &nbsp;&nbsp;&nbsp;&nbsp;714200 | 4565247 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14091055 |
|  **Malaysia – 0.1%** |  |  |  |
|  Malaysia Government Bond<br>Series 0318<br>4.642%, 11/07/2033 | MYR | 2573 | 671094 |
|  **Mexico – 0.9%** |  |  |  |
|  Mexican Bonos |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M<br>8.00%, 02/21/2036 | MXN | 19843 | 1017237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 07/31/2053 |  | 19845 | 942792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/28/2030 |  | 36271 | 2001733 |
|  |  |  | 3961762 |
|  **Poland – 0.1%** |  |  |  |
|  Republic of Poland Government Bond<br>Series 1035<br>5.00%, 10/25/2035 | PLN | 896 | 242842 |
|  **South Korea – 0.5%** |  |  |  |
|  Korea Treasury Bond<br>Series 3412<br>3.00%, 12/10/2034 | KRW | 3022030 | 1992256 |
|  **Spain – 0.8%** |  |  |  |
|  Spain Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 10/31/2035<sup>(f)</sup> | EUR | 2665 | 3101981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2041<sup>(f)</sup> |  | 400 | 457767 |
|  |  |  | 3559748 |
|  **Thailand – 0.2%** |  |  |  |
|  Thailand Government Bond<br>2.41%, 03/17/2035 | THB | 21146 | 696120 |
|  **United Kingdom – 1.7%** |  |  |  |
|  United Kingdom Gilt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/31/2053<sup>(f)</sup> | GBP | 281 | 171178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/22/2045<sup>(f)</sup> |  | 92 | 97935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/22/2031<sup>(f)</sup> |  | 2597 | 3429682 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/07/2040<sup>(f)</sup> | GBP | 991 | $1223372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/07/2030<sup>(f)</sup> |  | 315 | 424738 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/31/2040<sup>(f)</sup> |  | 520 | 654927 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/07/2030<sup>(f)</sup> |  | 155 | 213625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/22/2043<sup>(f)</sup> |  | 868 | 1106896 |
|  |  |  | 7322353 |
|  **United States – 2.6%** |  |  |  |
|  U.S. Treasury Bonds<br>1.125%, 08/15/2040 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7479 | 4785583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/2051 |  | 934 | 552903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2045 |  | 135 | 97791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/2046 |  | 521 | 371619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2055 |  | 232 | 235213 |
|  U.S. Treasury Notes<br>1.25%, 05/31/2028 |  | 1258 | 1190832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2030 |  | 802 | 800331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/31/2030 |  | 1834 | 1835863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/30/2027 |  | 548 | 549671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/31/2032 |  | 631 | 639676 |
|  |  |  | 11059482 |
|  Total Governments - Treasuries<br>(cost $60,844,508) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60710986 |
|  **CORPORATES - INVESTMENT GRADE – 9.5%** |  |  |  |
|  **Financial Institutions – 4.7%** |  |  |  |
|  **Banking – 3.9%** |  |  |  |
|  ABN AMRO Bank NV<br>Series E<br>5.125%, 02/22/2033<sup>(f)</sup> | EUR | 200 | 241838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/21/2033<sup>(f)</sup> |  | 200 | 246092 |
|  AIB Group PLC<br>5.871%, 03/28/2035<sup>(f)</sup> | U.S.$| 269 | 285643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.608%, 09/13/2029<sup>(f)</sup> |  | 200 | 212788 |
|  Ally Financial, Inc.<br>5.543%, 01/17/2031 |  | 96 | 98028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.848%, 01/03/2030 |  | 39 | 41228 |
|  American Express Co.<br>3.433%, 05/20/2032 | EUR | 182 | 213249 |
|  Australia & New Zealand Banking Group Ltd.<br>5.731%, 09/18/2034<sup>(f)</sup> | U.S.$| 273 | 283060 |
|  Banco Bilbao Vizcaya Argentaria SA<br>6.138%, 09/14/2028 |  | 200 | 206804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.883%, 11/15/2034 |  | 200 | 234514 |
|  Banco de Sabadell SA<br>Series E<br>3.375%, 03/10/2032<sup>(f)</sup> | EUR | 300 | 348648 |
|  Banco Santander SA<br>4.175%, 03/24/2028 | U.S.$| 200 | 199818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.796%, 01/23/2029<sup>(f)</sup> | AUD | 320 | 214885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.75%, 08/23/2033<sup>(f)</sup> | EUR | 200 | 246252 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Bank of America Corp.<br>Series E<br>3.261%, 01/28/2031<sup>(f)</sup> | EUR | 200 | $234251 |
|  Bank of Ireland Group PLC<br>Series E<br>4.625%, 11/13/2029<sup>(f)</sup> |  | 451 | 550316 |
|  Banque Federative du Credit Mutuel SA<br>1.25%, 06/03/2030<sup>(f)</sup> |  | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/16/2032<sup>(f)</sup> |  | 200 | 234996 |
|  Barclays PLC<br>4.476%, 11/11/2029 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | 201176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.088%, 06/20/2030 |  | 202 | 205537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>8.407%, 11/14/2032<sup>(f)</sup> | GBP | 141 | 198787 |
|  BNP Paribas SA<br>2.159%, 09/15/2029<sup>(f)</sup> | U.S.$| 304 | 286815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.052%, 01/13/2031<sup>(f)</sup> |  | 200 | 189372 |
|  BPCE SA<br>2.277%, 01/20/2032<sup>(f)</sup> |  | 329 | 292557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.116%, 10/19/2032<sup>(f)</sup> |  | 250 | 224930 |
|  CaixaBank SA<br>4.885%, 07/03/2031<sup>(f)</sup> |  | 421 | 428380 |
|  Citigroup, Inc.<br>2.928%, 10/22/2030 | EUR | 100 | 115696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.542%, 09/19/2030 | U.S.$| 205 | 207032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.592%, 11/19/2034 |  | 404 | 415894 |
|  Cooperatieve Rabobank UA<br>4.99%, 05/27/2031<sup>(f)</sup> |  | 414 | 424536 |
|  Credit Agricole SA<br>5.222%, 05/27/2031<sup>(f)</sup> |  | 274 | 282395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.064%, 01/16/2035<sup>(f)</sup> | AUD | 200 | 132446 |
|  Danske Bank A/S<br>4.613%, 10/02/2030<sup>(f)</sup> | U.S.$| 206 | 207930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.75%, 06/21/2030<sup>(f)</sup> | EUR | 177 | 217908 |
|  Deutsche Bank AG/New York NY<br>3.547%, 09/18/2031<sup>(e)</sup> | U.S.$| 200 | 190570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.729%, 01/14/2032 |  | 231 | 218953 |
|  HSBC Holdings PLC<br>5.13%, 03/03/2031 |  | 288 | 295963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.364%, 11/16/2032<sup>(f)</sup> | EUR | 223 | 275099 |
|  ING Groep NV<br>Series E<br>4.375%, 08/15/2034<sup>(f)</sup> |  | 200 | 239148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/02/2029<sup>(f)</sup> | GBP | 100 | 133962 |
|  Intesa Sanpaolo SpA<br>3.875%, 07/14/2027<sup>(f)</sup> | U.S.$| 416 | 414182 |
|  JPMorgan Chase & Co.<br>Series E<br>4.457%, 11/13/2031<sup>(f)</sup> | EUR | 470 | 579837 |
|  KBC Group NV<br>Series E<br>4.875%, 04/25/2033<sup>(f)</sup> |  | 300 | 361984 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Lloyds Banking Group PLC<br>5.802%, 03/17/2029 | AUD | 100 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.75%, 09/21/2031<sup>(f)</sup> | EUR | 341 |  | 423551 |
|  Mizuho Financial Group, Inc.<br>3.153%, 07/16/2030 | U.S.$| 512 |  | 493312 |
|  Morgan Stanley<br>3.521%, 05/22/2031 | EUR | 355 |  | 418503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.192%, 04/17/2031 | U.S.$| 135 |  | 139824 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 239 |  |  |  | 220473 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>0.78%, 02/26/2030<sup>(f)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |  | 108446 |
|  Santander UK Group Holdings PLC<br>6.534%, 01/10/2029 | U.S.$| 200 |  | 209182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.421%, 01/17/2029<sup>(f)</sup> | GBP | 100 |  | 126924 |
|  Societe Generale SA<br>5.512%, 05/22/2031<sup>(f)</sup> | U.S.$| 411 |  | 425258 |
|  Standard Chartered PLC<br>3.265%, 02/18/2036<sup>(f)</sup> |  | 233 |  | 216583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.874%, 05/10/2031<sup>(f)</sup> | EUR | 275 |  | 341376 |
|  Svenska Handelsbanken AB<br>5.00%, 03/02/2028<sup>(f)</sup> | AUD | 200 |  | 132414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 08/23/2032<sup>(f)</sup> | GBP | 161 |  | 213401 |
|  Swedbank AB<br>Series G<br>3.625%, 08/23/2032<sup>(f)</sup> | EUR | 303 |  | 355967 |
|  Synchrony Financial<br>5.935%, 08/02/2030 | U.S.$| 137 |  | 142359 |
|  Toronto-Dominion Bank (The)<br>5.248%, 07/23/2029<sup>(f)</sup> | AUD | 250 |  | 165334 |
|  UBS Group AG<br>2.875%, 04/02/2032<sup>(f)</sup> | EUR | 125 |  | 142353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/2029<sup>(f)</sup> |  | 318 |  | 408551 |
|  UniCredit SpA<br>1.982%, 06/03/2027<sup>(f)</sup> | U.S.$| 200 |  | 197712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.861%, 06/19/2032<sup>(f)</sup> |  | 275 |  | 279548 |
|  Visa, Inc.<br>2.25%, 05/15/2028 | EUR | 163 |  | 187951 |
|  Wells Fargo & Co.<br>Series E<br>1.741%, 05/04/2030<sup>(f)</sup> |  | 336 |  | 375000 |
|  |  |  |  | 16838103 |
|  **Brokerage – 0.1%** | **Brokerage – 0.1%** | **Brokerage – 0.1%** | **Brokerage – 0.1%** | **Brokerage – 0.1%** |
|  Charles Schwab Corp. (The)<br>4.914%, 11/14/2036 | U.S.$| 355 |  | 355700 |
|  **Finance – 0.1%** | **Finance – 0.1%** | **Finance – 0.1%** | **Finance – 0.1%** | **Finance – 0.1%** |
|  Aviation Capital Group LLC<br>1.95%, 09/20/2026<sup>(f)</sup> |  | 215 |  | 211078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/14/2027<sup>(f)</sup> |  | 37 |  | 37185 |
|  |  |  |  | 248263 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** | **Insurance – 0.1%** |
|  Athene Global Funding<br>2.673%, 06/07/2031<sup>(f)</sup> | U.S.$| 17 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.033%, 07/17/2030<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | 167856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/07/2030<sup>(e) (f)</sup> |  | 54 | 55205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.526%, 07/11/2031<sup>(f)</sup> |  | 316 | 324403 |
|  Metropolitan Life Global Funding I<br>4.75%, 05/30/2030<sup>(f)</sup> | AUD | 109 | 70637 |
|  |  |  | 633264 |
|  **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** | **REITs – 0.5%** |
|  AvalonBay Communities, Inc.<br>4.35%, 12/01/2030 | U.S.$| 194 | 194966 |
|  Brixmor Operating Partnership LP<br>4.85%, 02/15/2033 |  | 127 | 127365 |
|  Digital Dutch Finco BV<br>1.00%, 01/15/2032<sup>(f)</sup> | EUR | 100 | 99725 |
|  Digital Intrepid Holding BV<br>0.625%, 07/15/2031<sup>(f)</sup> |  | 140 | 138675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 07/18/2032<sup>(f)</sup> |  | 100 | 100657 |
|  EPR Properties<br>3.75%, 08/15/2029 | U.S.$| 71 | 68759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/2027 |  | 234 | 234042 |
|  Essential Properties LP<br>2.95%, 07/15/2031 |  | 381 | 348207 |
|  GLP Capital LP/GLP Financing II, Inc.<br>4.00%, 01/15/2030 |  | 217 | 210295 |
|  Highwoods Realty LP<br>5.35%, 01/15/2033 |  | 96 | 96400 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030<sup>(f)</sup> |  | 200 | 193500 |
|  WEA Finance LLC<br>2.875%, 01/15/2027<sup>(f)</sup> |  | 212 | 208067 |
|  |  |  | 2020658 |
|  |  |  | 20095988 |
|  **Industrial – 4.1%** | **Industrial – 4.1%** | **Industrial – 4.1%** | **Industrial – 4.1%** |
|  **Basic – 0.4%** | **Basic – 0.4%** | **Basic – 0.4%** | **Basic – 0.4%** |
|  Alpek SAB de CV<br>4.25%, 09/18/2029<sup>(f)</sup> |  | 220 | 203431 |
|  Amcor UK Finance PLC<br>3.20%, 11/17/2029 | EUR | 118 | 137161 |
|  Celulosa Arauco y Constitucion SA<br>6.18%, 05/05/2032<sup>(e) (f)</sup> | U.S.$| 200 | 206626 |
|  Glencore Capital Finance DAC<br>Series E<br>3.75%, 02/04/2032<sup>(f)</sup> | EUR | 355 | 416760 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(e) (f)</sup> | U.S.$| 200 | 212416 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Orbia Advance Corp. SAB de CV<br>2.875%, 05/11/2031<sup>(f)</sup> | U.S.$| 400 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325452 |
|  Smurfit Kappa Treasury ULC<br>3.489%, 11/24/2031 | EUR | 104 |  | 121421 |
|  |  |  |  | 1623267 |
|  **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** |
|  John Deere Financial Ltd.<br>5.05%, 06/28/2029 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |  | 211958 |
|  Parker-Hannifin Corp.<br>2.90%, 03/01/2030 | EUR | 364 |  | 418676 |
|  |  |  |  | 630634 |
|  **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** |
|  Grupo Televisa SAB<br>8.50%, 03/11/2032 | U.S.$| 175 |  | 193267 |
|  Meta Platforms, Inc.<br>5.50%, 11/15/2045 |  | 129 |  | 128947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 11/15/2055 |  | 142 |  | 141585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065 |  | 162 |  | 161125 |
|  |  |  |  | 624924 |
|  **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** | **Communications - Telecommunications – 0.1%** |
|  Bell Telephone Co. of Canada or Bell Canada<br>5.85%, 11/10/2032 | CAD | 260 |  | 206035 |
|  TELUS Corp.<br>4.95%, 02/18/2031 |  | 18 |  | 13622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series CAG<br>5.25%, 11/15/2032 |  | 277 |  | 212576 |
|  Verizon Communications, Inc.<br>2.35%, 03/23/2028<sup>(f)</sup> | AUD | 200 |  | 124601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/17/2027<sup>(f)</sup> |  | 80 |  | 52451 |
|  |  |  |  | 609285 |
|  **Consumer Cyclical - Automotive – 0.2%** | **Consumer Cyclical - Automotive – 0.2%** | **Consumer Cyclical - Automotive – 0.2%** | **Consumer Cyclical - Automotive – 0.2%** | **Consumer Cyclical - Automotive – 0.2%** |
|  General Motors Financial Co., Inc.<br>2.40%, 04/10/2028 | U.S.$| 16 |  | 15360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/27/2028 |  | 84 |  | 84058 |
|  General Motors Financial of Canada Ltd.<br>5.10%, 07/14/2028 | CAD | 280 |  | 209046 |
|  Hyundai Capital America<br>1.80%, 01/10/2028<sup>(f)</sup> | U.S.$| 374 |  | 355988 |
|  Toyota Finance Australia Ltd.<br>4.65%, 09/17/2029 | AUD | 230 |  | 150390 |
|  |  |  |  | 814842 |
|  **Consumer Cyclical - Entertainment – 0.1%** | **Consumer Cyclical - Entertainment – 0.1%** | **Consumer Cyclical - Entertainment – 0.1%** | **Consumer Cyclical - Entertainment – 0.1%** | **Consumer Cyclical - Entertainment – 0.1%** |
|  CPUK Finance Ltd.<br>5.876%, 08/28/2027<sup>(f)</sup> | GBP | 200 |  | 270106 |
|  **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** | **Consumer Cyclical - Other – 0.0%** |
|  Sekisui House US, Inc.<br>6.00%, 01/15/2043 | U.S.$| 197 |  | 184762 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** | **Consumer Cyclical - Retailers – 0.0%** |
|  AutoNation, Inc.<br>4.45%, 01/15/2029 | U.S.$| 90 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90261 |
|  **Consumer Non-Cyclical – 0.8%** | **Consumer Non-Cyclical – 0.8%** | **Consumer Non-Cyclical – 0.8%** | **Consumer Non-Cyclical – 0.8%** |
|  Adventist Health System/West<br>Series 2025<br>4.742%, 12/01/2030 |  | 285 | 288300 |
|  Altria Group, Inc.<br>3.125%, 06/15/2031 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | 261055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/06/2035 | U.S.$| 154 | 156772 |
|  Ascension Health<br>Series 2025<br>4.294%, 11/15/2030 |  | 127 | 127922 |
|  BAT International Finance PLC<br>Series E<br>4.125%, 04/12/2032<sup>(f)</sup> | EUR | 154 | 184408 |
|  BMS Ireland Capital Funding DAC<br>3.363%, 11/10/2033 |  | 120 | 139337 |
|  CommonSpirit Health<br>4.352%, 09/01/2030 | U.S.$| 81 | 81117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.318%, 12/01/2034 |  | 337 | 346945 |
|  CVS Health Corp.<br>1.75%, 08/21/2030 |  | 164 | 145768 |
|  General Mills, Inc.<br>3.60%, 04/17/2032 | EUR | 362 | 423441 |
|  Imperial Brands Finance PLC<br>4.50%, 06/30/2028<sup>(f)</sup> | U.S.$| 200 | 201802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/01/2034<sup>(f)</sup> |  | 267 | 279819 |
|  Loblaw Cos. Ltd.<br>6.54%, 02/17/2033<sup>(f)</sup> | CAD | 165 | 135618 |
|  Molson Coors Beverage Co.<br>3.80%, 06/15/2032 | EUR | 305 | 360235 |
|  Philip Morris International, Inc.<br>0.80%, 08/01/2031 |  | 350 | 354959 |
|  Saputo, Inc.<br>3.879%, 07/02/2030 | CAD | 118 | 85871 |
|  |  |  | 3573369 |
|  **Energy – 1.2%** | **Energy – 1.2%** | **Energy – 1.2%** | **Energy – 1.2%** |
|  BP Capital Markets PLC<br>3.625%, 03/22/2029<sup>(f) (h)</sup> | EUR | 214 | 248004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.751%, 08/28/2029<sup>(f)</sup> | AUD | 250 | 163907 |
|  Cenovus Energy, Inc.<br>4.65%, 03/20/2031 | U.S.$| 106 | 106357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/20/2036<sup>(e)</sup> |  | 109 | 110130 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(f)</sup> |  | 176 | 153840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(f)</sup> |  | 198 | 204077 |
|  Devon Energy Corp.<br>7.95%, 04/15/2032 |  | 139 | 161834 |
|  Enbridge, Inc.<br>6.10%, 11/09/2032 | CAD | 171 | 137510 |
|  Eni SpA<br>5.75%, 05/19/2035<sup>(f)</sup> | U.S.$| 343 | 359804 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.25%, 05/19/2033<sup>(f)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121454 |
|  EOG Resources, Inc.<br>4.40%, 01/15/2031 | U.S.$| 191 |  | 192014 |
|  EQT Corp.<br>7.50%, 06/01/2030 |  | 317 |  | 349737 |
|  ONEOK Partners LP<br>6.65%, 10/01/2036 |  | 314 |  | 344439 |
|  Ovintiv, Inc.<br>7.20%, 11/01/2031 |  | 52 |  | 57727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 11/01/2031 |  | 321 |  | 358952 |
|  Plains All American Pipeline LP/PAA Finance Corp.<br>5.60%, 01/15/2036 |  | 210 |  | 213555 |
|  Raizen Fuels Finance SA<br>6.45%, 03/05/2034<sup>(f)</sup> |  | 200 |  | 172200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(e) (f)</sup> |  | 200 |  | 167000 |
|  Targa Resources Corp.<br>4.90%, 09/15/2030 |  | 68 |  | 69324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/2036 |  | 67 |  | 69188 |
|  TotalEnergies SE<br>Series NC7<br>1.625%, 10/25/2027<sup>(f) (h)</sup> | EUR | 334 |  | 375636 |
|  Transportadora de Gas Internacional SA ESP<br>5.55%, 11/01/2028<sup>(f)</sup> | U.S.$| 300 |  | 304500 |
|  Var Energi ASA<br>5.875%, 05/22/2030<sup>(f)</sup> |  | 200 |  | 208624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(f)</sup> |  | 245 |  | 259386 |
|  Wintershall Dea Finance BV<br>1.823%, 09/25/2031<sup>(f)</sup> | EUR | 300 |  | 310555 |
|  |  |  |  | 5219754 |
|  **Services – 0.2%** | **Services – 0.2%** | **Services – 0.2%** | **Services – 0.2%** | **Services – 0.2%** |
|  Alibaba Group Holding Ltd.<br>2.80%, 11/28/2029<sup>(f)</sup> | CNH | 2500 |  | 355754 |
|  Booking Holdings, Inc.<br>3.625%, 11/07/2035 | EUR | 179 |  | 205632 |
|  Global Payments, Inc.<br>4.50%, 11/15/2028 | U.S.$| 120 |  | 120420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2030 |  | 170 |  | 170546 |
|  |  |  |  | 852352 |
|  **Technology – 0.5%** | **Technology – 0.5%** | **Technology – 0.5%** | **Technology – 0.5%** | **Technology – 0.5%** |
|  Alphabet, Inc.<br>2.50%, 05/06/2029 | EUR | 182 |  | 211108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/2075 | U.S.$| 142 |  | 145904 |
|  Broadridge Financial Solutions, Inc.<br>2.60%, 05/01/2031 |  | 397 |  | 361464 |
|  Fiserv, Inc.<br>4.50%, 05/24/2031 | EUR | 110 |  | 133030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/21/2033 | U.S.$| 261 |  | 269770 |
|  Foundry JV Holdco LLC<br>6.15%, 01/25/2032<sup>(f)</sup> |  | 268 |  | 286318 |
|  Honeywell International, Inc.<br>0.75%, 03/10/2032 | EUR | 226 |  | 226255 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/17/2032 | EUR | 159 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189010 |
|  Oracle Corp.<br>5.375%, 09/27/2054 | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |  | 101796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055 |  | 345 |  | 322109 |
|  |  |  |  | 2246764 |
|  **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** |
|  AS Mileage Plan IP Ltd.<br>5.021%, 10/20/2029<sup>(f)</sup> |  | 41 |  | 41217 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.75%, 10/20/2028<sup>(f)</sup> |  | 270 |  | 271790 |
|  Southwest Airlines Co.<br>4.375%, 11/15/2028 |  | 102 |  | 101961 |
|  |  |  |  | 414968 |
|  **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** | **Transportation - Railroads – 0.0%** |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(f)</sup> |  | 195 |  | 188335 |
|  **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** |
|  FedEx Corp.<br>3.50%, 07/30/2032 | EUR | 136 |  | 157812 |
|  Heathrow Funding Ltd.<br>6.45%, 12/10/2033<sup>(f)</sup> | GBP | 192 |  | 273735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>3.875%, 01/16/2038<sup>(f)</sup> | EUR | 100 |  | 114686 |
|  |  |  |  | 546233 |
|  |  |  |  | 17889856 |
|  **Utility – 0.7%** | **Utility – 0.7%** | **Utility – 0.7%** | **Utility – 0.7%** | **Utility – 0.7%** |
|  **Electric – 0.4%** | **Electric – 0.4%** | **Electric – 0.4%** | **Electric – 0.4%** | **Electric – 0.4%** |
|  CenterPoint Energy Houston Electric LLC<br>Series AQ<br>4.95%, 08/15/2035 | U.S.$| 168 |  | 170231 |
|  E.ON International Finance BV<br>Series E<br>6.25%, 06/03/2030<sup>(f)</sup> | GBP | 101 |  | 143135 |
|  EDP Servicios Financieros Espana SA<br>Series E<br>3.50%, 07/21/2031<sup>(f)</sup> | EUR | 299 |  | 352433 |
|  Electricite de France SA<br>Series MPLE<br>5.993%, 05/23/2030<sup>(f)</sup> | CAD | 262 |  | 203861 |
|  Enel Finance International NV<br>4.125%, 09/30/2028<sup>(f)</sup> | U.S.$| 206 |  | 206058 |
|  NextEra Energy Capital Holdings, Inc.<br>3.996%, 05/15/2056 | EUR | 123 |  | 142570 |
|  Niagara Mohawk Power Corp.<br>4.647%, 10/03/2030<sup>(f)</sup> | U.S.$| 209 |  | 210701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(f)</sup> |  | 205 |  | 209295 |
|  NRG Energy, Inc.<br>4.734%, 10/15/2030<sup>(f)</sup> |  | 76 |  | 75826 |
|  |  |  |  | 1714110 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Natural Gas – 0.1%** |  |  |  |
|  Cadent Finance PLC<br>Series E<br>3.75%, 04/16/2033<sup>(f)</sup> | EUR | 203 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238236 |
|  Grupo Energia Bogota SA ESP<br>7.85%, 11/09/2033<sup>(f)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | 228574 |
|  Naturgy Finance Iberia SA<br>Series E<br>3.25%, 10/02/2030<sup>(f)</sup> | EUR | 200 | 233495 |
|  |  |  | 700305 |
|  **Other Utility – 0.2%** |  |  |  |
|  Anglian Water Services Financing PLC<br>Series G<br>5.875%, 06/20/2031<sup>(f)</sup> | GBP | 150 | 205687 |
|  Suez SACA<br>Series E<br>4.50%, 11/13/2033<sup>(f)</sup> | EUR | 200 | 244013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/03/2028<sup>(f)</sup> |  | 100 | 121513 |
|  Veolia Environnement SA<br>Series E<br>1.625%, 09/21/2032<sup>(f)</sup> |  | 200 | 208141 |
|  |  |  | 779354 |
|  |  |  | 3193769 |
|  Total Corporates - Investment Grade<br>(cost $39,977,294) |  |  | 41179613 |
|  **MORTGAGE PASS-THROUGHS – 5.0%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 5.0%** |  |  |  |
|  Government National Mortgage Association<br>Series 2025<br>2.50%, 12/01/2055, TBA | U.S.$| 1675 | 1453848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/01/2055, TBA |  | 1919 | 1731548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2055, TBA |  | 1869 | 1772922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/2055, TBA |  | 1521 | 1488079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2055, TBA |  | 4935 | 4929602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/01/2055, TBA |  | 5822 | 5880912 |
|  Uniform Mortgage-Backed Security<br>Series 2025<br>2.00%, 12/01/2055, TBA |  | 1398 | 1138059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/01/2055, TBA |  | 1643 | 1398347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/2055, TBA |  | 1355 | 1387334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/2055, TBA |  | 364 | 377053 |
|  Total Mortgage Pass-Throughs<br>(cost $21,485,532) |  |  | 21557704 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** |  |  |  |
|  **Risk Share Floating Rate – 0.8%** |  |  |  |
|  Connecticut Avenue Securities<br>Series 2025-R01, Class 1M1<br>5.172% (CME Term SOFR + 1.10%), 01/25/2045<sup>(f) (i)</sup> |  | 93 | 92778 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Connecticut Avenue Securities Trust<br>Series 2022-R08, Class 1M2<br>7.672% (CME Term SOFR + 3.60%), 07/25/2042<sup>(f) (i)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R01, Class 1M1<br>6.472% (CME Term SOFR + 2.40%), 12/25/2042<sup>(f) (i)</sup> |  | 296 | 302035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M2<br>5.872% (CME Term SOFR + 1.80%), 02/25/2044<sup>(f) (i)</sup> |  | 262 | 263427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>5.072% (CME Term SOFR + 1.00%), 02/25/2045<sup>(f) (i)</sup> |  | 103 | 102963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2A1<br>5.522% (CME Term SOFR + 1.45%), 03/25/2045<sup>(f) (i)</sup> |  | 211 | 212125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1<br>5.072% (CME Term SOFR + 1.00%), 05/25/2045<sup>(f) (i)</sup> |  | 68 | 68351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M1<br>5.272% (CME Term SOFR + 1.20%), 05/25/2045<sup>(f) (i)</sup> |  | 112 | 113392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1A1<br>4.972% (CME Term SOFR + 0.90%), 09/25/2045<sup>(f) (i)</sup> |  | 145 | 144978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M1<br>5.022% (CME Term SOFR + 0.95%), 09/25/2045<sup>(f) (i)</sup> |  | 198 | 197931 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA6, Class M2<br>5.572% (CME Term SOFR + 1.50%), 10/25/2041<sup>(f) (i)</sup> |  | 178 | 178301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>5.872% (CME Term SOFR + 1.80%), 11/25/2041<sup>(f) (i)</sup> |  | 400 | 402474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class M1A<br>5.372% (CME Term SOFR + 1.30%), 02/25/2042<sup>(f) (i)</sup> |  | 141 | 141135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1A<br>6.222% (CME Term SOFR + 2.15%), 09/25/2042<sup>(f) (i)</sup> |  | 82 | 82830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1B<br>7.292% (CME Term SOFR + 3.25%), 04/25/2043<sup>(f) (i)</sup> |  | 250 | 260425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1<br>5.072% (CME Term SOFR + 1.00%), 10/25/2044<sup>(f) (i)</sup> |  | 6 | 6224 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2023-HQA2<br>Series 2023-HQA2, Class M1B<br>7.422% (CME Term SOFR + 3.35%), 06/25/2043<sup>(f) (i)</sup> |  | 326 | 336980 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA1<br>Series 2025-DNA1, Class A1<br>5.022% (CME Term SOFR + 0.95%), 01/25/2045<sup>(f) (i)</sup> | U.S.$| 63 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62724 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>5.172% (CME Term SOFR + 1.10%), 05/25/2045<sup>(f) (i)</sup> |  | 51 | 51023 |
|  |  |  | 3435634 |
|  **Non-Agency Fixed Rate – 0.3%** |  |  |  |
|  Angel Oak Mortgage Trust<br>Series 2025-4, Class A1<br>5.855%, 04/25/2070<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | 99388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1<br>5.515%, 04/25/2070<sup>(f)</sup> |  | 145 | 145683 |
|  COLT Mortgage Loan Trust<br>Series 2025-5, Class A1<br>5.536%, 05/25/2070<sup>(f)</sup> |  | 101 | 102068 |
|  Cross Mortgage Trust<br>Series 2025-H4, Class A1<br>5.596%, 06/25/2070<sup>(f)</sup> |  | 155 | 155687 |
|  GCAT Trust<br>Series 2025-NQM2, Class A1<br>5.604%, 04/25/2070<sup>(f)</sup> |  | 118 | 118695 |
|  OBX Trust<br>Series 2025-NQM7, Class A1<br>5.56%, 05/25/2055<sup>(f)</sup> |  | 319 | 321887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1<br>5.472%, 03/25/2065<sup>(f)</sup> |  | 104 | 104907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1<br>5.453%, 05/25/2065<sup>(f)</sup> |  | 250 | 253150 |
|  Verus Securitization Trust<br>Series 2025-5, Class A1<br>5.427%, 06/25/2070<sup>(f)</sup> |  | 125 | 125297 |
|  |  |  | 1426762 |
|  **Non-Agency Floating Rate – 0.2%** |  |  |  |
|  Angel Oak Mortgage Trust<br>Series 2025-10, Class A1<br>4.96%, 09/25/2070<sup>(f)</sup> |  | 273 | 272862 |
|  BRAVO Residential Funding Trust<br>Series 2025-NQM5, Class A1<br>5.496%, 02/25/2065<sup>(f)</sup> |  | 135 | 135727 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A1<br>0.00%, 07/25/2065<sup>(f)</sup> |  | 142 | 143855 |
|  Morgan Stanley Residential Mortgage Loan Trust<br>Series 2025-NQM3, Class A1<br>5.53%, 05/25/2070<sup>(f)</sup> |  | 113 | 113969 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Verus Securitization Trust<br>Series 2025-9, Class A1<br>4.935%, 10/27/2070<sup>(f)</sup> | U.S.$| 99 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99201 |
|  |  |  | 765614 |
|  Total Collateralized Mortgage Obligations<br>(cost $5,630,656) |  |  | 5628010 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.0%** |  |  |  |
|  **Non-Agency Floating Rate CMBS – 0.8%** |  |  |  |
|  ALA Trust<br>Series 2025-OANA, Class A<br>5.702% (CME Term SOFR 1 Month + 1.74%), 06/15/2040<sup>(f) (i)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | 222566 |
|  BAMLL Trust<br>Series 2025-ASHF, Class A<br>5.809% (CME Term SOFR 1 Month + 1.85%), 02/15/2042<sup>(f) (i)</sup> |  | 437 | 437000 |
|  BHMS Commercial Mortgage Trust<br>Series 2025-ATLS, Class A<br>5.809% (CME Term SOFR 1 Month + 1.85%), 08/15/2042<sup>(f) (i)</sup> |  | 202 | 202379 |
|  BOCA Commercial Mortgage Trust<br>Series 2024-BOCA, Class A<br>5.88% (CME Term SOFR 1 Month + 1.92%), 08/15/2041<sup>(f) (i)</sup> |  | 408 | 408779 |
|  BX Commercial Mortgage Trust<br>Series 2019-IMC, Class A<br>5.005% (CME Term SOFR 1 Month + 1.05%), 04/15/2034<sup>(f) (i)</sup> |  | 190 | 189024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AIR2, Class A<br>5.451% (CME Term SOFR 1 Month + 1.49%), 10/15/2041<sup>(f) (i)</sup> |  | 148 | 147898 |
|  BX Trust<br>Series 2025-GW, Class A<br>5.559% (CME Term SOFR 1 Month + 1.60%), 07/15/2042<sup>(f) (i)</sup> |  | 127 | 127238 |
|  Extended Stay America Trust<br>Series 2025-ESH, Class A<br>5.259% (CME Term SOFR 1 Month + 1.30%), 10/15/2042<sup>(f) (i)</sup> |  | 210 | 210328 |
|  Hawaii Hotel Trust<br>Series 2025-MAUI, Class A<br>5.352% (CME Term SOFR 1 Month + 1.39%), 03/15/2042<sup>(f) (i)</sup> |  | 207 | 207183 |
|  HLTN Commercial Mortgage Trust<br>Series 2024-DPLO, Class A<br>5.60% (CME Term SOFR 1 Month + 1.64%), 06/15/2041<sup>(f) (i)</sup> |  | 304 | 304094 |
|  KIND Trust<br>Series 2021-KIND, Class A<br>5.03% (CME Term SOFR 1 Month + 1.06%), 08/15/2038<sup>(f) (i)</sup> |  | 99 | 98559 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  ORL Trust<br>Series 2024-GLKS, Class A<br>5.451% (CME Term SOFR 1 Month + 1.49%), 12/15/2039<sup>(f) (i)</sup> | U.S.$| 261 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260783 |
|  SWCH Commercial Mortgage Trust<br>Series 2025-DATA, Class A<br>5.402% (CME Term SOFR 1 Month + 1.44%), 02/15/2042<sup>(f) (i)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |  | 383428 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2024-MGP, Class A12<br>5.65% (CME Term SOFR 1 Month + 1.69%), 08/15/2041<sup>(f) (i)</sup> |  | 132 |  | 132435 |
|  |  |  |  | 3331694 |
|  **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** |
|  BX Commercial Mortgage Trust<br>Series 2024-BIO2, Class A<br>5.594%, 08/13/2041<sup>(f)</sup> |  | 281 |  | 285336 |
|  Fashion Show Mall LLC<br>Series 2024-SHOW, Class A<br>5.274%, 10/10/2041<sup>(f)</sup> |  | 300 |  | 305798 |
|  GFH Mortgage Trust<br>Series 2025-IND, Class A<br>5.148%, 06/15/2033<sup>(f)</sup> |  | 170 |  | 171903 |
|  MAD Commercial Mortgage Trust<br>Series 2025-11MD, Class A<br>4.912%, 10/15/2042<sup>(f)</sup> |  | 210 |  | 211001 |
|  WB Commercial Mortgage Trust<br>Series 2024-HQ, Class A<br>6.134%, 03/15/2040<sup>(f)</sup> |  | 192 |  | 192103 |
|  |  |  |  | 1166141 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $4,479,382) |  |  |  | 4497835 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 1.0%** |  |  |  |  |
|  **CLO - Floating Rate – 1.0%** |  |  |  |  |
|  AGL CLO 44 Ltd.<br>Series 2025-44A, Class A<br>5.103% (CME Term SOFR 3 Month + 1.15%), 10/22/2037<sup>(f) (i)</sup> |  | 275 |  | 275248 |
|  Apidos CLO XXXII<br>Series 2019-32A, Class A1R<br>4.984% (CME Term SOFR 3 Month + 1.10%), 01/20/2033<sup>(f) (i)</sup> |  | 472 |  | 472818 |
|  Chenango Park CLO Ltd.<br>Series 2018-1A, Class BR<br>5.705% (CME Term SOFR 3 Month + 1.80%), 04/15/2030<sup>(f) (i)</sup> |  | 250 |  | 250261 |
|  Clover CLO LLC<br>Series 2021-3A, Class BR<br>5.308% (CME Term SOFR 3 Month + 1.45%), 01/25/2035<sup>(f) (i)</sup> |  | 256 |  | 255757 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Dryden 113 CLO Ltd.<br>Series 2022-113A, Class AR3<br>4.995% (CME Term SOFR 3 Month + 1.09%), 10/15/2037<sup>(f) (i)</sup> | U.S.$| 255 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254744 |
|  Galaxy 36 CLO Ltd.<br>Series 2025-36A, Class A1<br>5.089% (CME Term SOFR 3 Month + 1.23%), 10/15/2038<sup>(f) (i)</sup> |  | 150 | 150041 |
|  Juniper Valley Park CLO Ltd.<br>Series 2023-1A, Class ARR<br>4.964% (CME Term SOFR 3 Month + 1.08%), 07/20/2036<sup>(f) (i)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | 249749 |
|  Magnetite XIX Ltd.<br>Series 2017-19A, Class B1RR<br>5.332% (CME Term SOFR 3 Month + 1.45%), 04/17/2034<sup>(f) (i)</sup> |  | 250 | 250074 |
|  OCP CLO Ltd.<br>Series 2021-23A, Class BR<br>5.432% (CME Term SOFR 3 Month + 1.55%), 01/17/2037<sup>(f) (i)</sup> |  | 250 | 250418 |
|  Pikes Peak CLO 6<br>Series 2020-6A, Class ARR<br>4.815% (CME Term SOFR 3 Month + 0.94%), 05/18/2034<sup>(f) (i)</sup> |  | 250 | 249747 |
|  Regatta XX Funding Ltd.<br>Series 2021-2A, Class AR<br>5.085% (CME Term SOFR 3 Month + 1.18%), 01/15/2038<sup>(f) (i)</sup> |  | 300 | 300109 |
|  Signal Peak CLO 11 Ltd.<br>Series 2024-11A, Class A1<br>5.334% (CME Term SOFR 3 Month + 1.45%), 07/18/2037<sup>(f) (i)</sup> |  | 500 | 501903 |
|  Voya CLO Ltd.<br>Series 2013-2A, Class A1R<br>5.09% (CME Term SOFR 3 Month + 1.23%), 04/25/2031<sup>(f) (i)</sup> |  | 40 | 39636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class A1<br>5.096% (CME Term SOFR 3 Month + 1.21%), 04/19/2031<sup>(f) (i)</sup> |  | 110 | 109546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2A, Class A2<br>5.416% (CME Term SOFR 3 Month + 1.51%), 07/15/2031<sup>(f) (i)</sup> |  | 500 | 499912 |
|  Total Collateralized Loan Obligations<br>(cost $4,108,282) |  |  | 4109963 |
|  **INFLATION-LINKED SECURITIES – 0.9%** |  |  |  |
|  **United States – 0.9%** |  |  |  |
|  U.S. Treasury Inflation Index<br>1.625%, 04/15/2030 (TIPS)<br>(cost $3,796,096) |  | 3770 | 3814259 |

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---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **ASSET-BACKED SECURITIES – 0.8%** |  |  |  |
|  **Other ABS - Fixed Rate – 0.6%** |  |  |  |
|  Accelerated LLC<br>Series 2024-1A, Class A<br>4.68%, 08/22/2044<sup>(f)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293625 |
|  Affirm Asset Securitization Trust<br>Series 2024-B, Class A<br>4.62%, 09/15/2029<sup>(f)</sup> |  | 109 | 109252 |
|  APL Finance DAC<br>Series 2025-1A, Class A<br>4.81%, 03/20/2036<sup>(f)</sup> |  | 390 | 390567 |
|  BHG Securitization Trust<br>Series 2025-1CON, Class A<br>4.82%, 04/17/2036<sup>(f)</sup> |  | 136 | 137211 |
|  CCG Receivables Trust<br>Series 2024-1, Class A2<br>4.99%, 03/15/2032<sup>(f)</sup> |  | 242 | 244408 |
|  Clarus Capital Funding LLC<br>Series 2024-1A, Class A2<br>4.71%, 08/20/2032<sup>(f)</sup> |  | 96 | 95951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class B<br>4.79%, 08/20/2032<sup>(f)</sup> |  | 140 | 140468 |
|  Crossroads Asset Trust<br>Series 2024-A, Class A2<br>5.90%, 08/20/2030<sup>(f)</sup> |  | 141 | 142942 |
|  DLLMT LLC<br>Series 2024-1A, Class A2<br>5.08%, 02/22/2027<sup>(f)</sup> |  | 164 | 164860 |
|  Lendmark Funding Trust<br>Series 2024-2A, Class B<br>4.86%, 02/21/2034<sup>(f)</sup> |  | 106 | 106479 |
|  M&T Equipment Notes<br>Series 2024-1A, Class A2<br>4.99%, 08/18/2031<sup>(f)</sup> |  | 105 | 105342 |
|  MVW LLC<br>Series 2025-1A, Class A<br>4.97%, 09/22/2042<sup>(f)</sup> |  | 98 | 99782 |
|  NMEF Funding LLC<br>Series 2024-A, Class A2<br>5.15%, 12/15/2031<sup>(f)</sup> |  | 178 | 179085 |
|  PEAC Solutions Receivables LLC<br>Series 2025-1A, Class A2<br>4.94%, 10/20/2028<sup>(f)</sup> |  | 44 | 44267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B<br>5.20%, 07/20/2032<sup>(f)</sup> |  | 72 | 73330 |
|  Sierra Timeshare Receivables Funding LLC<br>Series 2024-2A, Class A<br>5.14%, 06/20/2041<sup>(f)</sup> |  | 78 | 79625 |
|  |  |  | 2407194 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Autos - Fixed Rate – 0.2%** | **Autos - Fixed Rate – 0.2%** | **Autos - Fixed Rate – 0.2%** | **Autos - Fixed Rate – 0.2%** |
|  Ally Bank Auto Credit-Linked Notes<br>Series 2024-A, Class A2<br>5.681%, 05/17/2032<sup>(f)</sup> | U.S.$| 131 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133386 |
|  Hertz Vehicle Financing III LLC<br>Series 2025-1A, Class A<br>4.91%, 09/25/2029<sup>(f)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | 207322 |
|  PenFed Auto Receivables Owner Trust<br>Series 2024-A, Class A3<br>4.70%, 06/15/2029<sup>(f)</sup> |  | 163 | 163642 |
|  Stellantis Financial Underwritten Enhanced Lease Trust<br>Series 2025-AA, Class B<br>4.74%, 04/20/2029<sup>(f)</sup> |  | 140 | 141636 |
|  Tesla Auto Lease Trust<br>Series 2024-B, Class B<br>5.11%, 08/21/2028<sup>(f)</sup> |  | 203 | 204493 |
|  Wheels Fleet Lease Funding 1 LLC<br>Series 2024-2A, Class A1<br>4.87%, 06/21/2039<sup>(f)</sup> |  | 197 | 198909 |
|  |  |  | 1049388 |
|  **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** |
|  Capital Street Master Trust<br>Series 2024-1, Class A<br>5.492% (CME Term SOFR + 1.35%), 10/16/2028<sup>(f) (i)</sup> |  | 100 | 99611 |
|  Total Asset-Backed Securities<br>(cost $3,530,646) |  |  | 3556193 |
|  **COVERED BONDS – 0.8%** | **COVERED BONDS – 0.8%** | **COVERED BONDS – 0.8%** | **COVERED BONDS – 0.8%** |
|  **France – 0.5%** |  |  |  |
|  BPCE SFH SA<br>Series E<br>0.01%, 01/29/2029<sup>(f)</sup> | EUR | 700 | 751993 |
|  Caisse de Refinancement de l'Habitat SA<br>Series E<br>2.75%, 09/06/2030<sup>(f)</sup> |  | 200 | 232513 |
|  Cie de Financement Foncier SA<br>2.625%, 03/05/2030<sup>(f)</sup> |  | 300 | 347513 |
|  Credit Agricole Home Loan SFH SA<br>Series E<br>0.875%, 08/31/2027<sup>(f)</sup> |  | 700 | 792743 |
|  |  |  | 2124762 |
|  **Australia – 0.3%** | **Australia – 0.3%** | **Australia – 0.3%** | **Australia – 0.3%** |
|  National Australia Bank Ltd.<br>Series E<br>0.875%, 02/19/2027<sup>(f)</sup> |  | 522 | 595981 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Westpac Banking Corp.<br>Series E<br>3.106%, 11/23/2027<sup>(f)</sup> | EUR | 510 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601206 |
|  |  |  |  | 1197187 |
|  Total Covered Bonds<br>(cost $3,089,412) |  |  |  | 3321949 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.5%** |  |  |  |  |
|  **Canada – 0.2%** |  |  |  |  |
|  Canada Housing Trust No. 1<br>3.55%, 09/15/2032<sup>(f)</sup> | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |  | 683902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/2034<sup>(f)</sup> |  | 370 |  | 283422 |
|  |  |  |  | 967324 |
|  **France – 0.2%** | **France – 0.2%** | **France – 0.2%** | **France – 0.2%** | **France – 0.2%** |
|  SNCF Reseau<br>Series E<br>3.125%, 10/25/2028<sup>(f)</sup> | EUR | 700 |  | 823227 |
|  **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** | **Kazakhstan – 0.1%** |
|  Baiterek National Managing Holding JSC<br>5.45%, 05/08/2028<sup>(f)</sup> | U.S.$| 275 |  | 278220 |
|  **Netherlands – 0.0%** | **Netherlands – 0.0%** | **Netherlands – 0.0%** | **Netherlands – 0.0%** | **Netherlands – 0.0%** |
|  BNG Bank NV<br>3.50%, 07/19/2027 | AUD | 294 |  | 190611 |
|  Total Governments - Sovereign Agencies<br>(cost $2,170,370) |  |  |  | 2259382 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.5%** |  |  |  |  |
|  **Chile – 0.1%** |  |  |  |  |
|  Chile Electricity Lux MPC SARL<br>6.01%, 01/20/2033<sup>(f)</sup> | U.S.$| 288 |  | 302059 |
|  Chile Government International Bond<br>3.75%, 01/14/2032 | EUR | 181 |  | 214171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/05/2034 |  | 200 |  | 240628 |
|  |  |  |  | 756858 |
|  **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** |
|  Hungary Government International Bond<br>Series 10Y<br>5.375%, 09/12/2033<sup>(f)</sup> |  | 224 |  | 280192 |
|  **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** | **Mexico – 0.1%** |
|  Mexico Government International Bond<br>5.375%, 03/22/2033 | U.S.$| 285 |  | 284287 |
|  **Romania – 0.1%** | **Romania – 0.1%** | **Romania – 0.1%** | **Romania – 0.1%** | **Romania – 0.1%** |
|  Romanian Government International Bond<br>5.75%, 09/16/2030<sup>(f)</sup> |  | 328 |  | 336215 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Saudi Arabia – 0.1%** | **Saudi Arabia – 0.1%** | **Saudi Arabia – 0.1%** | **Saudi Arabia – 0.1%** |
|  Saudi Government International Bond<br>3.375%, 03/05/2032<sup>(f)</sup> | EUR | 222 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/13/2028<sup>(f)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | 313907 |
|  |  |  | 572940 |
|  Total Governments - Sovereign Bonds<br>(cost $2,099,691) |  |  | 2230492 |
|  **SUPRANATIONALS – 0.5%** | **SUPRANATIONALS – 0.5%** | **SUPRANATIONALS – 0.5%** | **SUPRANATIONALS – 0.5%** |
|  European Union<br>Series UFA<br>3.375%, 10/05/2054<sup>(f)</sup> | EUR | 830 | 866631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/04/2044<sup>(f)</sup> |  | 866 | 1044374 |
|  Total Supranationals<br>(cost $1,876,935) |  |  | 1911005 |
|  **LOCAL GOVERNMENTS - REGIONAL BONDS – 0.2%** |  |  |  |
|  **Japan – 0.2%** |  |  |  |
|  Japan Finance Organization for Municipalities<br>Series G<br>0.05%, 02/12/2027<sup>(f)</sup> |  | 668 | 754852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/08/2027<sup>(f)</sup> |  | 100 | 116137 |
|  Total Local Governments - Regional Bonds<br>(cost $803,450) |  |  | 870989 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.1%** |  |  |  |
|  **United States – 0.1%** |  |  |  |
|  State of California<br>(State of California)<br>Series 2010<br>7.60%, 11/01/2040<br>(cost $555,412) | USD | 465 | 578578 |
|  **QUASI-SOVEREIGNS – 0.1%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.1%** |  |  |  |
|  **Chile – 0.0%** |  |  |  |
|  Corp. Nacional del Cobre de Chile<br>5.625%, 09/21/2035<sup>(f)</sup> |  | 200 | 205188 |
|  **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** |
|  Magyar Export-Import Bank Zrt<br>6.125%, 12/04/2027<sup>(f)</sup> |  | 255 | 262809 |
|  Total Quasi-Sovereigns<br>(cost $453,663) |  |  | 467997 |
|  **EMERGING MARKETS - SOVEREIGNS – 0.1%** |  |  |  |
|  **Mexico – 0.1%** |  |  |  |
|  Eagle Funding Luxco SARL<br>5.50%, 08/17/2030<sup>(f)</sup><br>(cost $415,006) |  | 416 | 421986 |
|  **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.1%** |  |  |  |
|  **Canada – 0.1%** |  |  |  |
|  Hydro Quebec Interest Strip<br>Zero Coupon, 02/15/2042 | CAD | 144 | 50516 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2042 | CAD | 144 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2044 |  | 144 |  | 45563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2044 |  | 144 |  | 44409 |
|  Province of Quebec Canada<br>4.40%, 12/01/2055 |  | 245 |  | 175498 |
|  Total Local Governments - Provincial Bonds<br>(cost $370,444) |  |  |  | 365228 |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.1%** |  |  |  |  |
|  **Financial Institutions – 0.1%** |  |  |  |  |
|  **Finance – 0.1%** |  |  |  |  |
|  Curo SPV LLC<br>13.00%, 08/21/2027<sup>(a) (c)</sup> | U.S.$| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |  | 254544 |
|  **Industrial – 0.0%** |  |  |  |  |
|  **Basic – 0.0%** |  |  |  |  |
|  Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023<sup>(a) (c) (d) (j) (k)</sup> |  | 146 |  | 0 |
|  **Communications - Media – 0.0%** | **Communications - Media – 0.0%** | **Communications - Media – 0.0%** | **Communications - Media – 0.0%** | **Communications - Media – 0.0%** |
|  National CineMedia, Inc.<br>5.75%, 08/15/2026<sup>(a) (b) (c) (d)</sup> |  | 33 |  | 0 |
|  Warnermedia Holdings, Inc.<br>4.279%, 03/15/2032 |  | 74 |  | 67673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.141%, 03/15/2052 |  | 33 |  | 24763 |
|  |  |  |  | 92436 |
|  **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** | **Consumer Cyclical - Automotive – 0.0%** |
|  Exide Technologies<br>11.00%, 10/31/2024<sup>(a) (b) (c) (d) (j) (k)</sup> |  | 83 |  | 0 |
|  **Services – 0.0%** | **Services – 0.0%** | **Services – 0.0%** | **Services – 0.0%** | **Services – 0.0%** |
|  Monitronics International, Inc.<br>9.125%, 04/01/2020<sup>(a) (b) (c) (d) (j)</sup> |  | 120 |  | 0 |
|  |  |  |  | 92436 |
|  Total Corporates - Non-Investment Grade<br>(cost $360,686) |  |  |  | 346980 |
|  | **Shares** | **Shares** |  |  |
|  **PREFERRED STOCKS – 0.0%** |  |  |  |  |
|  **Industrials – 0.0%** |  |  |  |  |
|  **Auto Components – 0.0%** |  |  |  |  |
|  Energy Technology<br>0.00%<sup>(a) (c) (d) (k)</sup><br>(cost $415,006) |  | 117 |  | 128700 |
|  **RIGHTS – 0.0%** |  |  |  |  |
|  **Consumer Staples – 0.0%** |  |  |  |  |
|  **Consumer Staples Distribution & Retail – 0.0%** |  |  |  |  |
|  Walgreens Boots Alliance, Inc. (CVR)<sup>(a) (c) (d)</sup> |  | 35236 |  | 18675 |
|  **Health Care – 0.0%** |  |  |  |  |
|  **Biotechnology – 0.0%** |  |  |  |  |
|  Chinook Therapeutics, Inc. (CVR)<sup>(a) (c) (d)</sup> |  | 30997 |  | 310 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  Mirati Therapeutics, Inc. (CVR)<sup>(a) (c) (d)</sup> |  | 25914 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18140 |
|  |  |  | 18450 |
|  **Health Care Providers & Services – 0.0%** |  |  |  |
|  ABIOMED, Inc. (CVR)<sup>(a) (c) (d)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 | 9999 |
|  |  |  | 28449 |
|  **Materials – 0.0%** |  |  |  |
|  **Paper & Forest Products – 0.0%** |  |  |  |
|  Resolute Forest Products, Inc. (CVR)<sup>(a) (c) (d)</sup> |  | 14789 | 21000 |
|  Total Rights<br>(cost $61,854) |  |  | 68124 |
|  | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** |  |
|  **EMERGING MARKETS - TREASURIES – 0.0%** |  |  |  |
|  **Russia – 0.0%** |  |  |  |
|  Russian Federal Bond - OFZ<br>Series 6212<br>7.05%, 01/19/2028<sup>(a) (c) (l)</sup><br>(cost $361,256) | RUB | 23770 | 0 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.0%** |  |  |  |
|  **Industrial – 0.0%** |  |  |  |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  K2016470219 South Africa Ltd.<br>3.00%, 12/31/2022<sup>(a) (c) (d) (j) (k)</sup> | U.S.$| 40 | 0 |
|  K2016470260 South Africa Ltd.<br>25.00%, 12/31/2022<sup>(a) (c) (d) (j) (k)</sup> |  | 28 | 0 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $68,616) |  |  | 0 |
|  | **Shares** | **Shares** |  |
|  **WARRANTS – 0.0%** |  |  |  |
|  **Information Technology – 0.0%** |  |  |  |
|  **Software – 0.0%** |  |  |  |
|  Constellation Software, Inc./Canada, expiring 03/31/2040<sup>(a) (c) (d) (e)</sup><br>(cost $0) |  | 541 | 0 |
|  **SHORT-TERM INVESTMENTS – 9.5%** |  |  |  |
|  **Investment Companies – 4.7%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.82%<sup>(g) (m) (n)</sup><br>(cost $20,370,784) |  | 20370784 | 20370784 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Treasury Bills – 4.8%** |  |  |  |
|  **Japan – 4.8%** |  |  |  |
|  Japan Treasury Discount Bill<br>Series 1331<br>Zero Coupon, 12/15/2025<br>(cost $22,182,118) | JPY | 3250000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20802455 |
|  **Total Investments Before Security Lending Collateral for Securities Loaned – 100.5%**<br> (cost $394,110,520) |  |  | 433948655 |
|  | **Shares** | **Shares** |  |
|  **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.3%** |  |  |  |
|  **INVESTMENT COMPANIES – 0.3%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.82%<sup>(g) (m) (n)</sup><br>(cost $1,190,726) |  | 1190726 | 1190726 |
|  **Total Investments – 100.8%**<br> (cost $395,301,246)<sup>(o)</sup> |  |  | 435139381 |
|  Other assets less liabilities – (0.8)% |  |  | (3452476) |
|  **Net Assets – 100.0%** |  |  | $**431686905** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| Australian 3 Yr Bond Futures | 30 | December 2025 | $2080958 | $1036 |
| Australian 10 Yr Bond Futures | 98 | December 2025 | 7175466 | (98064) |
| Canadian 10 Yr Bond Futures | 59 | March 2026 | 5190497 | 26187 |
| Euro Buxl 30 Yr Bond Futures | 27 | December 2025 | 3565291 | 21057 |
| Euro-BOBL Futures | 41 | December 2025 | 5611394 | 7795 |
| Euro-BTP Futures | 13 | December 2025 | 1830812 | 42674 |
| Euro-Bund Futures | 38 | December 2025 | 5682744 | 5787 |
| Euro-OAT Futures | 1 | December 2025 | 142549 | 1577 |
| Euro-Schatz Futures | 38 | December 2025 | 4716880 | (4454) |
| FTSE China A50 Futures | 83 | December 2025 | 1250478 | 16634 |
| FTSE KLCI Futures | 16 | December 2025 | 312740 | (1124) |
| FTSE Taiwan Index Futures | 14 | December 2025 | 1274140 | 52119 |
| FTSE/JSE Top 40 Futures | 25 | December 2025 | 1514165 | (21250) |
| Gold 100 OZ Futures | 13 | February 2026 | 5531370 | 248419 |
| IFSC Nifty 50 Futures | 44 | December 2025 | 2322056 | (2816) |
| Japan 10 Yr Bond (OSE) Futures | 6 | December 2025 | 5190487 | (59082) |
| Long Gilt Futures | 51 | March 2026 | 6182448 | 59631 |
| Mini Japan 10 Yr Government Bond Futures | 37 | December 2025 | 3199379 | (42566) |
| MSCI Emerging Markets Index Futures | 124 | December 2025 | 8541120 | 27974 |
| S&P 500 E-Mini Futures | 311 | December 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106665225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979153 |
| S&P/TSX 60 Index Futures | 25 | December 2025 | 6589860 | 211511 |
| SET 50 Futures | 726 | December 2025 | 3720764 | (92932) |
| TOPIX Index Futures | 3 | December 2025 | 649051 | 16843 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| U.S. Long Bond (CBT) Futures | 50 | March 2026 | $5871875 | $29316 |
| U.S. T-Note 2 Yr (CBT) Futures | 157 | March 2026 | 32790922 | 6962 |
| U.S. T-Note 5 Yr (CBT) Futures | 416 | March 2026 | 45662500 | 169452 |
| U.S. T-Note 10 Yr (CBT) Futures | 45 | March 2026 | 5100469 | (2174) |
| U.S. Ultra Bond (CBT) Futures | 33 | March 2026 | 3990938 | 81 |
| **Sold Contracts** |  |  |  |  |
| Canadian 10 Yr Bond Futures | 30 | March 2026 | 2639235 | (15289) |
| Euro Buxl 30 Yr Bond Futures | 17 | December 2025 | 2244813 | (19746) |
| Euro STOXX 50 Index Futures | 81 | December 2025 | 5332898 | (77860) |
| Euro-Bund Futures | 24 | December 2025 | 3589102 | (15339) |
| FTSE 100 Index Futures | 62 | December 2025 | 7998486 | (2375) |
| Hang Seng Index Futures | 5 | December 2025 | 831498 | 410 |
| Japan 10 Yr Bond (OSE) Futures | 25 | December 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21627028 | 207330 |
| Long Gilt Futures | 9 | March 2026 | 1091020 | (10349) |
| MSCI Singapore ETS Index Futures | 76 | December 2025 | 2599020 | (10856) |
| OMXS 30 Index Futures | 86 | December 2025 | 2545071 | (108668) |
| SPI 200 Futures | 2 | December 2025 | 282501 | (964) |
| U.S. 10 Yr Ultra Futures | 45 | March 2026 | 5229141 | (17292) |
| WIG 20 Index Futures | 78 | December 2025 | 1287550 | (59166) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469582 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Australia and New Zealand Banking Group Ltd. | USD | 1705 | GBP | 1266 | 12/05/2025 | $(29435) |
| Bank of America NA | BRL | 2222 | USD | 417 | 12/02/2025 | 316 |
| Bank of America NA | USD | 414 | BRL | 2222 | 12/02/2025 | 2740 |
| Bank of America NA | GBP | 15139 | USD | 20692 | 12/05/2025 | 653406 |
| Bank of America NA | USD | 2619 | GBP | 1916 | 12/05/2025 | (82697) |
| Bank of America NA | CLP | 2346522 | USD | 2494 | 01/09/2026 | (35454) |
| Bank of America NA | KRW | 2383913 | USD | 1706 | 01/09/2026 | 78652 |
| Bank of America NA | PEN | 589 | USD | 175 | 01/09/2026 | 35 |
| Bank of America NA | PEN | 2259 | USD | 670 | 01/09/2026 | (1199) |
| Bank of America NA | USD | 4422 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6177673 | 01/09/2026 | (203819) |
| Bank of America NA | IDR | 4788666 | USD | 288 | 01/23/2026 | 320 |
| Bank of America NA | JPY | 2128129 | USD | 14120 | 01/23/2026 | 425931 |
| Bank of America NA | AUD | 4095 | USD | 2661 | 01/28/2026 | (22574) |
| Bank of America NA | NZD | 1432 | USD | 814 | 01/28/2026 | (9904) |
| Bank of America NA | USD | 4050 | AUD | 6231 | 01/28/2026 | 34352 |
| Bank of America NA | CHF | 12014 | USD | 15090 | 01/29/2026 | 29816 |
| Bank of America NA | TWD | 33881 | USD | 1098 | 02/12/2026 | 15497 |
| Bank of New York (The) | NOK | 13536 | USD | 1339 | 02/13/2026 | 1836 |
| Barclays Capital, Inc. | GBP | 1023 | USD | 1348 | 12/05/2025 | (6279) |
| Barclays Capital, Inc. | ZAR | 33300 | USD | 1924 | 12/19/2025 | (19372) |
| Barclays Capital, Inc. | KRW | 1728594 | USD | 1216 | 01/09/2026 | 35428 |
| Barclays Capital, Inc. | IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13143592 | USD | 788 | 01/23/2026 | (1404) |
| Barclays Capital, Inc. | USD | 1799 | CAD | 2515 | 02/05/2026 | 6900 |
| Barclays Capital, Inc. | USD | 580 | MYR | 2385 | 02/12/2026 | (1549) |
| BNP Paribas SA | CAD | 2107 | USD | 1500 | 02/05/2026 | (12278) |
| Citibank NA | JPY | 3250000 | USD | 22284 | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446322 |
| Citibank NA | MXN | 13442 | USD | 724 | 12/22/2025 | (8639) |
| Citibank NA | KRW | 680115 | USD | 477 | 01/09/2026 | 12718 |
| Citibank NA | NZD | 4774 | USD | 2708 | 01/28/2026 | (38726) |
| Citibank NA | USD | 3559 | TWD | 109594 | 02/12/2026 | (56932) |
| Deutsche Bank AG | ZAR | 8835 | USD | 506 | 12/19/2025 | (10031) |
| Deutsche Bank AG | COP | 2627279 | USD | 685 | 01/09/2026 | (10942) |
| Deutsche Bank AG | PEN | 5310 | USD | 1566 | 01/09/2026 | (11564) |
| Deutsche Bank AG | JPY | 619267 | USD | 3969 | 01/23/2026 | (15857) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Goldman Sachs Bank USA | GBP | 692 | USD | 928 | 12/05/2025 | $12493 |
| Goldman Sachs Bank USA | USD | 1683 | GBP | 1284 | 12/05/2025 | 16472 |
| Goldman Sachs Bank USA | EUR | 10257 | USD | 12037 | 12/10/2025 | 130085 |
| Goldman Sachs Bank USA | USD | 521 | ZAR | 9021 | 12/19/2025 | 5975 |
| Goldman Sachs Bank USA | USD | 670 | MXN | 12436 | 12/22/2025 | 8559 |
| Goldman Sachs Bank USA | USD | 211 | COP | 804913 | 01/09/2026 | 2811 |
| Goldman Sachs Bank USA | USD | 460 | KRW | 650265 | 01/09/2026 | (15947) |
| Goldman Sachs Bank USA | HUF | 674850 | USD | 2027 | 01/22/2026 | (19597) |
| Goldman Sachs Bank USA | USD | 2427 | HUF | 808136 | 01/22/2026 | 23467 |
| Goldman Sachs Bank USA | IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943125 | USD | 177 | 01/23/2026 | 322 |
| Goldman Sachs Bank USA | USD | 1528 | AUD | 2338 | 01/28/2026 | 4689 |
| Goldman Sachs Bank USA | USD | 1139 | NZD | 2005 | 01/28/2026 | 14767 |
| Goldman Sachs Bank USA | USD | 1940 | INR | 172999 | 02/10/2026 | (11538) |
| Goldman Sachs Bank USA | MYR | 2764 | USD | 668 | 02/12/2026 | (2401) |
| Goldman Sachs Bank USA | USD | 656 | MYR | 2705 | 02/12/2026 | 287 |
| HSBC Bank USA | USD | 418 | COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598242 | 01/09/2026 | 5642 |
| HSBC Bank USA | USD | 433 | COP | 1631683 | 01/09/2026 | (558) |
| HSBC Bank USA | JPY | 222913 | USD | 1457 | 01/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22314 |
| HSBC Bank USA | AUD | 986 | USD | 639 | 01/28/2026 | (7337) |
| HSBC Bank USA | USD | 2120 | NZD | 3765 | 01/28/2026 | 46238 |
| JPMorgan Chase Bank | BRL | 1136 | USD | 210 | 12/02/2025 | (2881) |
| JPMorgan Chase Bank | USD | 213 | BRL | 1136 | 12/02/2025 | (162) |
| JPMorgan Chase Bank | GBP | 1847 | USD | 2464 | 12/05/2025 | 18782 |
| JPMorgan Chase Bank | GBP | 2916 | USD | 3840 | 12/05/2025 | (19836) |
| JPMorgan Chase Bank | USD | 561 | GBP | 418 | 12/05/2025 | (7645) |
| JPMorgan Chase Bank | KRW | 1521867 | USD | 1041 | 01/09/2026 | 2266 |
| JPMorgan Chase Bank | JPY | 343956 | USD | 2208 | 01/23/2026 | (5557) |
| JPMorgan Chase Bank | USD | 776 | JPY | 117617 | 01/23/2026 | (19145) |
| JPMorgan Chase Bank | INR | 14247 | USD | 159 | 02/10/2026 | (111) |
| Morgan Stanley Capital Services, Inc. | BRL | 10676 | USD | 2002 | 12/02/2025 | 1519 |
| Morgan Stanley Capital Services, Inc. | BRL | 11762 | USD | 2181 | 12/02/2025 | (22857) |
| Morgan Stanley Capital Services, Inc. | USD | 1985 | BRL | 10676 | 12/02/2025 | 15172 |
| Morgan Stanley Capital Services, Inc. | USD | 2205 | BRL | 11762 | 12/02/2025 | (1673) |
| Morgan Stanley Capital Services, Inc. | EUR | 10175 | USD | 11996 | 12/03/2025 | 189236 |
| Morgan Stanley Capital Services, Inc. | USD | 1032 | GBP | 787 | 12/05/2025 | 9796 |
| Morgan Stanley Capital Services, Inc. | USD | 2165 | BRL | 11762 | 01/05/2026 | 22528 |
| Morgan Stanley Capital Services, Inc. | USD | 1829 | PEN | 6188 | 01/09/2026 | 9954 |
| Morgan Stanley Capital Services, Inc. | CNH | 17735 | USD | 2499 | 01/16/2026 | (17172) |
| Morgan Stanley Capital Services, Inc. | PHP | 85800 | USD | 1467 | 01/16/2026 | 5469 |
| Morgan Stanley Capital Services, Inc. | USD | 322 | IDR | 5364464 | 01/23/2026 | 129 |
| Morgan Stanley Capital Services, Inc. | USD | 4945 | NZD | 8674 | 01/28/2026 | 44872 |
| Morgan Stanley Capital Services, Inc. | EUR | 23894 | USD | 27732 | 01/29/2026 | (78168) |
| Morgan Stanley Capital Services, Inc. | USD | 5156 | EUR | 4442 | 01/29/2026 | 14532 |
| Morgan Stanley Capital Services, Inc. | CAD | 7347 | USD | 5265 | 02/05/2026 | (9811) |
| Morgan Stanley Capital Services, Inc. | MYR | 10930 | USD | 2638 | 02/12/2026 | (14533) |
| Morgan Stanley Capital Services, Inc. | USD | 709 | MYR | 2912 | 02/12/2026 | (1978) |
| Morgan Stanley Capital Services, Inc. | NOK | 24868 | USD | 2458 | 02/13/2026 | 946 |
| Morgan Stanley Capital Services, Inc. | USD | 4270 | NOK | 43200 | 02/13/2026 | (1643) |
| NatWest Markets PLC | THB | 22369 | USD | 693 | 01/15/2026 | (4425) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| State Street Bank & Trust Co. | GBP | 1614 | USD | 2186 | 12/05/2025 | $50331 |
| State Street Bank & Trust Co. | USD | 1160 | GBP | 884 | 12/05/2025 | 9653 |
| State Street Bank & Trust Co. | USD | 461 | GBP | 342 | 12/05/2025 | (8556) |
| State Street Bank & Trust Co. | SGD | 1018 | USD | 803 | 12/18/2025 | 16507 |
| State Street Bank & Trust Co. | USD | 100 | SGD | 129 | 12/18/2025 | 52 |
| State Street Bank & Trust Co. | USD | 95 | SGD | 122 | 12/18/2025 | (96) |
| State Street Bank & Trust Co. | USD | 374 | ZAR | 6466 | 12/19/2025 | 3267 |
| State Street Bank & Trust Co. | USD | 439 | ZAR | 7527 | 12/19/2025 | (158) |
| State Street Bank & Trust Co. | ILS | 776 | USD | 235 | 12/22/2025 | (3417) |
| State Street Bank & Trust Co. | MXN | 25675 | USD | 1392 | 12/22/2025 | (8506) |
| State Street Bank & Trust Co. | USD | 88 | ILS | 288 | 12/22/2025 | 443 |
| State Street Bank & Trust Co. | USD | 411 | MXN | 7588 | 12/22/2025 | 3251 |
| State Street Bank & Trust Co. | THB | 117438 | USD | 3629 | 01/15/2026 | (30771) |
| State Street Bank & Trust Co. | USD | 1186 | THB | 38132 | 01/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 |
| State Street Bank & Trust Co. | USD | 1508 | CNH | 10682 | 01/16/2026 | 7443 |
| State Street Bank & Trust Co. | USD | 276 | CNH | 1947 | 01/16/2026 | (60) |
| State Street Bank & Trust Co. | CZK | 13758 | USD | 663 | 01/22/2026 | 1629 |
| State Street Bank & Trust Co. | PLN | 3387 | USD | 929 | 01/22/2026 | 1327 |
| State Street Bank & Trust Co. | USD | 659 | CZK | 13758 | 01/22/2026 | 1908 |
| State Street Bank & Trust Co. | USD | 714 | CZK | 14849 | 01/22/2026 | (670) |
| State Street Bank & Trust Co. | JPY | 344719 | USD | 2276 | 01/23/2026 | 57515 |
| State Street Bank & Trust Co. | JPY | 22006 | USD | 141 | 01/23/2026 | (247) |
| State Street Bank & Trust Co. | USD | 684 | JPY | 103346 | 01/23/2026 | (19084) |
| State Street Bank & Trust Co. | AUD | 538 | USD | 350 | 01/28/2026 | (2797) |
| State Street Bank & Trust Co. | USD | 1066 | AUD | 1638 | 01/28/2026 | 7133 |
| State Street Bank & Trust Co. | EUR | 88 | USD | 102 | 01/29/2026 | (47) |
| State Street Bank & Trust Co. | USD | 369 | CHF | 295 | 01/29/2026 | 392 |
| State Street Bank & Trust Co. | USD | 479 | EUR | 414 | 01/29/2026 | 2826 |
| State Street Bank & Trust Co. | CAD | 515 | USD | 370 | 02/05/2026 | (329) |
| State Street Bank & Trust Co. | USD | 490 | CAD | 684 | 02/05/2026 | 914 |
| State Street Bank & Trust Co. | USD | 55 | CAD | 76 | 02/05/2026 | (8) |
| State Street Bank & Trust Co. | USD | 117 | SEK | 1100 | 02/13/2026 | 302 |
| UBS | GBP | 986 | USD | 1298 | 12/05/2025 | (7760) |
| UBS | MXN | 60276 | USD | 3261 | 12/22/2025 | (25683) |
| UBS | PEN | 2272 | USD | 672 | 01/09/2026 | (3059) |
| UBS | USD | 541 | COP | 2062600 | 01/09/2026 | 5356 |
| UBS | PLN | 8813 | USD | 2415 | 01/22/2026 | 1320 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| UBS | AUD | 3324 | USD | 2148 | 01/28/2026 | $(30839) |
| UBS | CAD | 7293 | USD | 5227 | 02/05/2026 | (8203) |
| UBS | USD | 3789 | CAD | 5286 | 02/05/2026 | 5946 |
| UBS | USD | 7918 | SEK | 74596 | 02/13/2026 | 15984 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575833 |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>November 30,<br>2025** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 45, 5 Year Index, 12/20/2030\* | 5.00% | Quarterly | 3.23% | USD | 7900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664535 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584550 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79985 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)**  | **Notional**<br> **Amount**<br> **(000)**  | <br>**Termination**<br> **Date** | **Payments**<br> **made**<br> **by the**<br> **Fund** | **Payments**<br> **received**<br> **by the**<br> **Fund** | <br>**Payment<br>Frequency<br>Paid/**<br> **Received** |<br>**Market**<br> **Value** |<br>**Upfront**<br> **Premiums**<br> **Paid**<br> **(Received)** |<br>**Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| SEK | 1570 | 03/17/2035 | 3 Month STIBOR | 2.943% | Quarterly/<br>Annual | $4292 | $— | $4292 |
| NZD | 1904 | 03/18/2035 | 3 Month BKBM | 4.153% | Quarterly/<br> Semi-Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27491 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27491 |
| NZD | 966 | 03/18/2035 | 3 Month BKBM | 4.155% | Quarterly/<br> Semi-Annual | 14060 |  | 14060 |
| SEK | 1559 | 03/26/2035 | 3 Month STIBOR | 2.989% | Quarterly/<br> Annual | 4919 | 46 | 4873 |
| NZD | 1036 | 04/22/2035 | 4.050% | 3 Month BKBM | Semi-Annual<br> /Quarterly | (9381) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16670) | 7289 |
| NZD | 416 | 04/22/2035 | 3 Month BKBM | 4.050% | Quarterly/<br> Semi-Annual | 3769 |  | 3769 |
| NOK | 2474 | 06/10/2035 | 4.058% | 6 Month NIBOR | Annual/<br> Semi-Annual | 270 |  | 270 |
| SEK | 1418 | 06/19/2035 | 3 Month STIBOR | 2.627% | Quarterly/<br> Annual | (1578) |  | (1578) |
| SEK | 1220 | 07/01/2035 | 3 Month STIBOR | 2.522% | Quarterly/<br> Annual | (2565) |  | (2565) |
| NZD | 613 | 07/11/2035 | 3 Month BKBM | 4.090% | Quarterly/<br> Semi-Annual | 10173 |  | 10173 |
| NZD | 378 | 07/18/2035 | 3 Month BKBM | 4.134% | Quarterly/<br> Semi-Annual | 6985 |  | 6985 |
| NZD | 459 | 07/22/2035 | 3 Month BKBM | 4.103% | Quarterly/<br> Semi-Annual | 7728 |  | 7728 |
| NZD | 480 | 07/25/2035 | 3 Month BKBM | 4.060% | Quarterly/<br> Semi-Annual | 7030 | 269 | 6761 |
| CHF | 164 | 07/29/2035 | 1 Day SARON | 0.558% | Annual | 2130 |  | 2130 |
| SEK | 1765 | 08/15/2035 | 3 Month STIBOR | 2.628% | Quarterly/<br> Annual | (2207) |  | (2207) |
| SEK | 3990 | 08/21/2035 | 3 Month STIBOR | 2.652% | Quarterly/<br> Annual | (4208) | 255 | (4463) |
| SEK | 3880 | 08/29/2035 | 3 Month STIBOR | 2.693% | Quarterly/<br> Annual | (2682) |  | (2682) |
| SEK | 1214 | 09/04/2035 | 3 Month STIBOR | 2.702% | Quarterly/<br>Annual | (1460) |  | (1460) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)**  | **Notional**<br> **Amount**<br> **(000)**  | <br>**Termination**<br> **Date** | **Payments**<br> **made**<br> **by the**<br> **Fund** | **Payments**<br> **received**<br> **by the**<br> **Fund** | <br>**Payment<br>Frequency<br>Paid/**<br> **Received** |<br>**Market**<br> **Value** |<br>**Upfront**<br> **Premiums**<br> **Paid**<br> **(Received)** |<br>**Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| SEK | 1774 | 09/08/2035 | 3 Month STIBOR | 2.654% | Quarterly/<br> Annual | $(2973) | $— | $(2973) |
| SEK | 2076 | 09/16/2035 | 3 Month STIBOR | 2.621% | Quarterly/<br> Annual | (4185) | 107 | (4292) |
| NOK | 3211 | 09/26/2035 | 4.042% | 6 Month NIBOR | Annual/<br>Semi-Annual | (282) |  | (282) |
| NOK | 1423 | 09/30/2035 | 4.089% | 6 Month NIBOR | Annual/<br>Semi-Annual | (675) | 89 | (764) |
| NOK | 2788 | 10/01/2035 | 4.097% | 6 Month NIBOR | Annual/<br>Semi-Annual | (1507) | 95 | (1602) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55144 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15809) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70953 |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Receive Total Return on Reference Obligation** |  |  | | |  |  |  |
| Citibank NA |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloomberg Commodity Index | 0.09% | Maturity | USD | 4442 |  | 12/15/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184626 |
| Goldman Sachs International |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 83 |  | 07/15/2027 | 6739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 29 |  | 07/15/2027 | 2423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 6 |  | 07/15/2027 | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 5 |  | 07/15/2027 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 10 |  | 07/15/2027 | 489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 11 |  | 07/15/2027 | 471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 5 |  | 07/15/2027 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 8 |  | 07/15/2027 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 6 |  | 07/15/2027 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 10 |  | 07/15/2027 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 4 |  | 07/15/2027 | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 4 |  | 07/15/2027 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 2 |  | 07/15/2027 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | 13 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 1 |  | 07/15/2027 | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | (90) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 2 |  | 07/15/2027 | (184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2027 | (234) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 5 |  | 07/15/2027 | (445) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 6 |  | 07/15/2027 | (484) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 11 |  | 07/15/2027 | (511) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkavor Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 7 |  | 07/15/2027 | (725) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 53 |  | 07/15/2027 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 87 |  | 07/15/2027 | 973 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 30 |  | 07/15/2027 | 568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2027 | 321 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 20 |  | 07/15/2027 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 12 |  | 07/15/2027 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 8 |  | 07/15/2027 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2027 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 14 |  | 07/15/2027 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 0 | \*\*\* | 07/15/2027 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 9 |  | 07/15/2027 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 12 |  | 07/15/2027 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 7 |  | 07/15/2027 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 24 |  | 07/15/2027 | (12) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 3 |  | 07/15/2027 | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 67 |  | 07/15/2027 | (33) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 9 |  | 07/15/2027 | (43) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2027 | (157) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 89 |  | 07/15/2027 | (188) |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 82 |  | 07/15/2027 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 33 |  | 07/15/2027 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 33 |  | 07/15/2027 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 33 |  | 07/15/2027 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 19 |  | 07/15/2027 | 168 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 19 |  | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 14 |  | 07/15/2027 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 13 |  | 07/15/2027 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 19 |  | 07/15/2027 | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 10 |  | 07/15/2027 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 7 |  | 07/15/2027 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; Just Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 33 |  | 07/15/2027 | (36) |
| Morgan Stanley Capital Services LLC |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 244 |  | 10/20/2026 | 30687 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 107 |  | 10/20/2026 | 14095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 89 |  | 10/20/2026 | 9319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 89 |  | 10/20/2026 | 8728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 60 |  | 10/20/2026 | 6107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 60 |  | 10/20/2026 | 5539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 60 |  | 10/20/2026 | 5198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 26 |  | 10/20/2026 | 3029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 21 |  | 10/20/2026 | 2590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 18 |  | 10/20/2026 | 2498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 16 |  | 10/20/2026 | 2099 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 15 |  | 10/20/2026 | 2010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 13 |  | 10/20/2026 | 1467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 13 |  | 10/20/2026 | 1361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 2 |  | 10/20/2026 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphawave IP Group PLC | FedFundEffective<br>plus 0.35% | Maturity | USD | 2 |  | 10/20/2026 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 25 |  | 10/20/2026 | 77 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 17 |  | 10/20/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 25 |  | 10/20/2026 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 25 |  | 10/20/2026 | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 13 |  | 10/20/2026 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 12 |  | 10/20/2026 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 32 |  | 10/20/2026 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 24 |  | 10/20/2026 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 7 |  | 10/20/2026 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 10 |  | 10/20/2026 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 6 |  | 10/20/2026 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 8 |  | 10/20/2026 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 23 |  | 10/20/2026 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 7 |  | 10/20/2026 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 25 |  | 10/20/2026 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 11 |  | 10/20/2026 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 5 |  | 10/20/2026 | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 5 |  | 10/20/2026 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 4 |  | 10/20/2026 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 3 |  | 10/20/2026 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 21 |  | 10/20/2026 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 4 |  | 10/20/2026 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 3 |  | 10/20/2026 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 2 |  | 10/20/2026 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 2 |  | 10/20/2026 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 1 |  | 10/20/2026 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 1 |  | 10/20/2026 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 1 |  | 10/20/2026 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 1 |  | 10/20/2026 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 0 | \*\*\* | 10/20/2026 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 0 | \*\*\* | 10/20/2026 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 0 | \*\*\* | 10/20/2026 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 4 |  | 10/20/2026 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 2 |  | 10/20/2026 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 8 |  | 10/20/2026 | (1) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 14 | 10/20/2026 | $(4) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 16 | 10/20/2026 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 9 | 10/20/2026 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 25 | 10/20/2026 | (18) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 28 | 10/20/2026 | (28) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 49 | 10/20/2026 | (33) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardian Capital Group Ltd. | CORRA plus<br>0.40% | Maturity | CAD | 55 | 10/20/2026 | (36) |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures Contract | 0.00% | Maturity | KRW | 555900 | 12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81802 |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures Contract | 0.00% | Maturity | KRW | 138975 | 12/11/2025 | 14328 |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures Contract | 0.00% | Maturity | KRW | 555900 | 12/11/2025 | (6338) |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures Contract | 0.00% | Maturity | KRW | 277950 | 12/11/2025 | (10152) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 771 | 12/19/2025 | 16662 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 386 | 12/19/2025 | 13635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 386 | 12/19/2025 | 10592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 386 | 12/19/2025 | 9064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 514 | 12/19/2025 | 8996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 386 | 12/19/2025 | 3239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 514 | 12/19/2025 | 906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 257 | 12/19/2025 | 117 |
| **Pay Total Return on Reference Obligation** |  |  |  |  |  |  |
| Bank of America NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.30% | Maturity | USD | 138 | 05/20/2027 | 1538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.30% | Maturity | USD | 184 | 05/20/2027 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.30% | Maturity | USD | 27 | 05/20/2027 | (235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | OBFR minus<br>0.30% | Maturity | USD | 416 | 05/20/2027 | 36116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | OBFR minus<br>0.30% | Maturity | USD | 3 | 05/20/2027 | 94 |
| Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 20 | 07/15/2027 | 7045 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 14 | 07/15/2027 | 4637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 11 | 07/15/2027 | 3999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 11 | 07/15/2027 | 3790 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 10 |  | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 10 |  | 07/15/2027 | 3304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 10 |  | 07/15/2027 | 3215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 15 |  | 07/15/2027 | 2915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 6 |  | 07/15/2027 | 2543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 7 |  | 07/15/2027 | 2288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 7 |  | 07/15/2027 | 2280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 7 |  | 07/15/2027 | 2182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 5 |  | 07/15/2027 | 1567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 3 |  | 07/15/2027 | 1086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 3 |  | 07/15/2027 | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 2 |  | 07/15/2027 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 3 |  | 07/15/2027 | 788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 2 |  | 07/15/2027 | 671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 2 |  | 07/15/2027 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 2 |  | 07/15/2027 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 0 | \*\*\* | 07/15/2027 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 15 |  | 07/15/2027 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 0 | \*\*\* | 07/15/2027 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 0 | \*\*\* | 07/15/2027 | 65 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 0 | \*\*\* | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 0 | \*\*\* | 07/15/2027 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 4 |  | 07/15/2027 | 943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 4 |  | 07/15/2027 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 7 |  | 07/15/2027 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 3 |  | 07/15/2027 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 7 |  | 07/15/2027 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 1 |  | 07/15/2027 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 6 |  | 07/15/2027 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 7 |  | 07/15/2027 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 5 |  | 07/15/2027 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 4 |  | 07/15/2027 | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 3 |  | 07/15/2027 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 1 |  | 07/15/2027 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 3 |  | 07/15/2027 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | 5 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 1 |  | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 0 | \*\*\* | 07/15/2027 | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | (83) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | (97) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | (100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 3 |  | 07/15/2027 | (117) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2027 | (142) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 3 |  | 07/15/2027 | (253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 4 |  | 07/15/2027 | (275) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 19 |  | 07/15/2027 | (606) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greencore Group PLC | SONIA minus<br>0.35% | Maturity | GBP | 52 |  | 07/15/2027 | (1720) |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | SOFR minus<br>0.30% | Maturity | USD | 52 |  | 07/15/2027 | 7241 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 72 |  | 07/15/2027 | 26372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 43 |  | 07/15/2027 | 16020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 76 |  | 07/15/2027 | 14905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 43 |  | 07/15/2027 | 12694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 43 |  | 07/15/2027 | 12355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 68 |  | 07/15/2027 | 12209 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 58 | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 52 | 07/15/2027 | 9650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 26 | 07/15/2027 | 9029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 35 | 07/15/2027 | 8878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 45 | 07/15/2027 | 8393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 34 | 07/15/2027 | 7942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 25 | 07/15/2027 | 7142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 26 | 07/15/2027 | 5468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 36 | 07/15/2027 | 5446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 14 | 07/15/2027 | 3363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 14 | 07/15/2027 | 3346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 11 | 07/15/2027 | 3070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 12 | 07/15/2027 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 7 | 07/15/2027 | 1760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 16 | 07/15/2027 | 1661 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 16 | 07/15/2027 | 1596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 16 | 07/15/2027 | 1584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 7 | 07/15/2027 | 1505 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 19 | 07/15/2027 | 1432 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 5 | 07/15/2027 | 1413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 16 | 07/15/2027 | 1388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 16 | 07/15/2027 | 1363 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 16 |  | 07/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 16 |  | 07/15/2027 | 1290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 3 |  | 07/15/2027 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 1 |  | 07/15/2027 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2027 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | SOFR minus<br>0.30% | Maturity | USD | 84 |  | 07/15/2027 | (1853) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | SOFR minus<br>0.30% | Maturity | USD | 84 |  | 07/15/2027 | (2014) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 1 |  | 07/15/2027 | (49) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 58 |  | 07/15/2027 | (392) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 46 |  | 07/15/2027 | (603) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 48 |  | 07/15/2027 | (793) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 77 |  | 07/15/2027 | (1124) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 40 |  | 07/15/2027 | (1179) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 40 |  | 07/15/2027 | (1463) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 38 |  | 07/15/2027 | (1642) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 45 |  | 07/15/2027 | (2332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 54 |  | 07/15/2027 | (2926) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 116 |  | 07/15/2027 | (3255) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 118 |  | 07/15/2027 | (3330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 215 |  | 07/15/2027 | (6607) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | SOFR minus<br>0.30% | Maturity | USD | 202 |  | 07/15/2027 | (12032) |
| JPMorgan Chase Bank NA |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 33 |  | 08/12/2026 | 3263 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 21 |  | 08/12/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 36 |  | 08/12/2026 | 2001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 14 |  | 08/12/2026 | 1470 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 20 |  | 08/12/2026 | 1364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 17 |  | 08/12/2026 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 08/12/2026 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 08/12/2026 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 08/12/2026 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | OBFR minus<br>0.35% | Maturity | USD | 70 |  | 08/12/2026 | (1345) |
| Morgan Stanley Capital Services LLC |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 2 |  | 10/20/2026 | (42) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 1 |  | 10/20/2026 | (77) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 2 |  | 10/20/2026 | (105) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 24 |  | 10/20/2026 | (342) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 43 |  | 10/20/2026 | (1752) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 62 |  | 10/20/2026 | (3127) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 72 |  | 10/20/2026 | (3512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2026 | (43) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 2 |  | 10/20/2026 | (359) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus<br>0.35% | Maturity | USD | 6 |  | 10/20/2026 | (794) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 49 | 10/20/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6558) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 37 | 10/20/2026 | (6615) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 40 | 10/20/2026 | (6904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 47 | 10/20/2026 | (7120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 147 | 10/20/2026 | (18135) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 239 | 10/20/2026 | (42785) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1117 | 12/17/2025 | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1755 | 12/17/2025 | (269) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1276 | 12/17/2025 | (3837) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 957 | 12/17/2025 | (5501) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 798 | 12/17/2025 | (9697) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1117 | 12/17/2025 | (10550) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1276 | 12/17/2025 | (12204) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1595 | 12/17/2025 | (15749) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1755 | 12/17/2025 | (19755) |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1755 | 12/17/2025 | (20374) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 37 | 10/20/2026 | (1431) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 69 | 10/20/2026 | (3555) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 123 | 10/20/2026 | (4531) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 107 | 10/20/2026 | (5690) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 99 | 10/20/2026 | (5828) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 145 | 10/20/2026 | (7554) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 263 | 10/20/2026 | $(13262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 480 | 10/20/2026 | (24677) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 93 | 10/20/2026 | (509) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 56 | 10/20/2026 | (747) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 111 | 10/20/2026 | (1599) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 43 | 10/20/2026 | (3173) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 83 | 10/20/2026 | (5012) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 75 | 10/20/2026 | (6486) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 339 | 10/20/2026 | (10440) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 173 | 10/20/2026 | (12013) |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 172 | 10/20/2026 | (12077) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 175 | 10/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 97 | 10/20/2026 | 1471 |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 13 | 10/20/2026 | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 14 | 10/20/2026 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 48 | 10/20/2026 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 | 10/20/2026 | (62) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 10 |  | 10/20/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 21 |  | 10/20/2026 | (1005) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 16 |  | 10/20/2026 | (1055) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 37 |  | 10/20/2026 | (1554) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 37 |  | 10/20/2026 | (2218) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 47 |  | 10/20/2026 | (3017) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 67 |  | 10/20/2026 | (3321) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 66 |  | 10/20/2026 | (3371) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 55 |  | 10/20/2026 | (3447) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 149 |  | 10/20/2026 | (8446) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2026 | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 2 |  | 10/20/2026 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 2 |  | 10/20/2026 | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2026 | (10) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2026 | (20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 |  | 10/20/2026 | (45) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 7 |  | 10/20/2026 | (50) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 | 10/20/2026 | $(72) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 2 | 10/20/2026 | (112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 2 | 10/20/2026 | (214) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 4 | 10/20/2026 | (349) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 6 | 10/20/2026 | (604) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 6 | 10/20/2026 | (642) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 14 | 10/20/2026 | (1075) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 10 | 10/20/2026 | (1126) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 82 | 10/20/2026 | 1822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 67 | 10/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 16 | 10/20/2026 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 15 | 10/20/2026 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 2 | 10/20/2026 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2026 | (112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 25 | 10/20/2026 | (200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 32 | 10/20/2026 | (235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 15 | 10/20/2026 | (351) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 7 | 10/20/2026 | $(424) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 45 | 10/20/2026 | (439) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 168 | 10/20/2026 | (471) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 51 | 10/20/2026 | (711) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 78 | 10/20/2026 | (730) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terex Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 73 | 10/20/2026 | (765) |
| UBS AG |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Axcelis Technologies, Inc. | OBFR minus<br>0.25% | Maturity | USD | 57 | 08/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6656 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 13 | 08/22/2029 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 9 | 08/22/2029 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 11 | 08/22/2029 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 12 | 08/22/2029 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 13 | 08/22/2029 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 1 | 08/22/2029 | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 1 | 08/22/2029 | (63) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 2 | 08/22/2029 | (67) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 4 | 08/22/2029 | (198) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 9 | 08/22/2029 | (201) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 4 | 08/22/2029 | (289) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 14 | 08/22/2029 | (597) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 31 | 08/22/2029 | (1711) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 45 | 08/22/2029 | $(3296) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. | OBFR minus<br>0.25% | Maturity | USD | 45 | 08/22/2029 | (5287) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 10 | 08/22/2029 | (1164) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 12 | 08/22/2029 | (1525) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 86 | 08/22/2029 | (2165) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 21 | 08/22/2029 | (2268) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 23 | 08/22/2029 | (3123) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 40 | 08/22/2029 | (3837) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 75 | 08/22/2029 | (3967) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 42 | 08/22/2029 | (4371) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 46 | 08/22/2029 | (5078) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 52 | 08/22/2029 | (5272) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 42 | 08/22/2029 | (5700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 52 | 08/22/2029 | (5746) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 53 | 08/22/2029 | (5943) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 73 | 08/22/2029 | (7876) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 77 | 08/22/2029 | (9634) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Hills Corp. | OBFR minus<br>0.25% | Maturity | USD | 209 | 08/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10923) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 1 | 08/22/2029 | (252) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 4 | 08/22/2029 | (1087) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 10 | 08/22/2029 | (1777) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 21 | 08/22/2029 | (2507) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 20 | 08/22/2029 | $(3084) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 15 | 08/22/2029 | (3649) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 14 | 08/22/2029 | (3649) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 16 | 08/22/2029 | (4488) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 19 | 08/22/2029 | (5686) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 21 | 08/22/2029 | (5748) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 40 | 08/22/2029 | (11527) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 54 | 08/22/2029 | (12293) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 53 | 08/22/2029 | (12464) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 90 | 08/22/2029 | (16750) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 106 | 08/22/2029 | (23524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 93 | 08/22/2029 | (26522) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc. | OBFR minus<br>0.25% | Maturity | USD | 332 | 08/22/2029 | (78637) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 130 | 08/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 125 | 08/22/2029 | 1333 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 29 | 08/22/2029 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 70 | 08/22/2029 | (653) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 22 | 08/22/2029 | (1040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 49 | 08/22/2029 | (1334) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 74 | 08/22/2029 | (1538) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 37 | 08/22/2029 | (1612) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 65 | 08/22/2029 | (1712) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 48 | 08/22/2029 | $(2182) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 140 | 08/22/2029 | (2947) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 95 | 08/22/2029 | (3939) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 90 | 08/22/2029 | (5027) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 155 | 08/22/2029 | (6478) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | OBFR minus<br>0.25% | Maturity | USD | 122 | 08/22/2029 | (7026) |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 75 | 08/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 34 | 08/22/2029 | 4671 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 34 | 08/22/2029 | 3703 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 27 | 08/22/2029 | 3382 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 37 | 08/22/2029 | 2978 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 20 | 08/22/2029 | 2844 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 26 | 08/22/2029 | 1939 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 34 | 08/22/2029 | 1396 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 10 | 08/22/2029 | 1012 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 11 | 08/22/2029 | 962 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 15 | 08/22/2029 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 16 | 08/22/2029 | 833 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 9 | 08/22/2029 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 6 | 08/22/2029 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 4 | 08/22/2029 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | 231 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 0 | \*\*\* | 08/22/2029 | $43 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 0 | \*\*\* | 08/22/2029 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 0 | \*\*\* | 08/22/2029 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp; HNI Corp. | OBFR minus<br>0.25% | Maturity | USD | 1 |  | 08/22/2029 | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 0 | \*\*\* | 08/22/2029 | (17) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 41 |  | 08/22/2029 | (1012) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 36 |  | 08/22/2029 | (2006) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 50 |  | 08/22/2029 | (2824) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 66 |  | 08/22/2029 | (3524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 76 |  | 08/22/2029 | (3658) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 73 |  | 08/22/2029 | (4186) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 89 |  | 08/22/2029 | (5314) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 87 |  | 08/22/2029 | (5336) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 88 |  | 08/22/2029 | (6353) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 183 |  | 08/22/2029 | (8978) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 268 |  | 08/22/2029 | (11059) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 258 |  | 08/22/2029 | (14686) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc./OH | OBFR minus<br>0.25% | Maturity | USD | 221 |  | 08/22/2029 | (15964) |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 54 |  | 08/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 42 |  | 08/22/2029 | 10404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 35 |  | 08/22/2029 | 8205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 26 |  | 08/22/2029 | 6645 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 37 | 08/22/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 26 | 08/22/2029 | 6106 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 22 | 08/22/2029 | 4671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 23 | 08/22/2029 | 3888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 17 | 08/22/2029 | 3249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 15 | 08/22/2029 | 2698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 10 | 08/22/2029 | 1925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 9 | 08/22/2029 | 1817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 10 | 08/22/2029 | 1672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 6 | 08/22/2029 | 1191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 14 | 08/22/2029 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 35 | 08/22/2029 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 5 | 08/22/2029 | (18) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 13 | 08/22/2029 | $(69) |
| &nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. | OBFR minus<br>0.25% | Maturity | USD | 33 | 08/22/2029 | (2579) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 11 | 08/22/2029 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 4 | 08/22/2029 | (49) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 11 | 08/22/2029 | (169) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 7 | 08/22/2029 | (246) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 9 | 08/22/2029 | (299) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 7 | 08/22/2029 | (557) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 11 | 08/22/2029 | (592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 22 | 08/22/2029 | (1298) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. | OBFR minus<br>0.25% | Maturity | USD | 23 | 08/22/2029 | (1608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 169 | 08/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 80 | 08/22/2029 | 20812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 24 | 08/22/2029 | 2331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 35 | 08/22/2029 | (1357) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 35 | 08/22/2029 | (1407) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 49 | 08/22/2029 | (2763) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 58 | 08/22/2029 | (2817) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | OBFR minus<br>0.25% | Maturity | USD | 64 | 08/22/2029 | (3784) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 2 | 08/22/2029 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 2 | 08/22/2029 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | 206 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 2 |  | 08/22/2029 | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 2 |  | 08/22/2029 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 4 |  | 08/22/2029 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 4 |  | 08/22/2029 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 4 |  | 08/22/2029 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 0 | \*\*\* | 08/22/2029 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 4 |  | 08/22/2029 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 |  | 08/22/2029 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 1 |  | 08/22/2029 | (14) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 6 |  | 08/22/2029 | (15) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 2 |  | 08/22/2029 | (22) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 7 |  | 08/22/2029 | (34) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 1 |  | 08/22/2029 | (35) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 4 |  | 08/22/2029 | (46) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 4 | 08/22/2029 | $(53) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | (54) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | (66) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 6 | 08/22/2029 | (79) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 3 | 08/22/2029 | (82) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank/Portsmouth VA | OBFR minus<br>0.25% | Maturity | USD | 6 | 08/22/2029 | (97) |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | OBFR minus<br>0.25% | Maturity | USD | 40 | 08/22/2029 | 33 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92584 |

---

*\*\*\** *Notional amount less than 500.* 

*(a)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(b)* *Escrow shares.* 

*(c)* *Fair valued by the Adviser.* 

*(d)* *Non-income producing security.* 

*(e)* *Represents entire or partial securities out on loan.* 

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At November 30, 2025, the aggregate market value of these securities amounted to $74,466,574 or 17.3% of net assets.* 

*(g)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(h)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(i)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at November 30, 2025.* 

*(j)* *Defaulted matured security.* 

*(k)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.03% of net assets as of November 30, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition**<br> **Date** | **Cost** | | **Market**<br> **Value** | | **Percentage**<br> **of**<br> **Net Assets** |
|  *Energy Technology<br>0.00%* | *10/26/2020* | $*87984* | | $*128700* | | *0.03%* |
|  *Exide Technologies<br>11.00%, 10/31/2024* | *06/21/2019-10/26/2020* | *17967* | | *0* | | *0.00%* |
|  *K2016470219 South Africa Ltd.<br>3.00%, 12/31/2022* | *04/26/2017* | *40372* | | *0* | | *0.00%* |
|  *K2016470260 South Africa Ltd.<br>25.00%, 12/31/2022* | *04/26/2017* | *28244* | | *0* | | *0.00%* |
|  *Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023* | *04/26/2017* | *15* | | *0* | | *0.00%* |
| <br> *(l) Restricted and illiquid security.* | <br> *(l) Restricted and illiquid security.* |  |  |  |  |  |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Restricted & Illiquid Securities** | **Acquisition**<br> **Date** | **Cost** | | **Market**<br> **Value** | | **Percentage**<br> **of**<br> **Net Assets** |
|  *Russian Federal Bond - OFZ<br>Series 6212<br>7.05%, 01/19/2028* | *04/11/2019* | $*361256* | | $*0* | | *0.00%* |

---

*(m)* *Affiliated investments.* 

*(n)* *The rate shown represents the 7-day yield as of period end.* 

*(o)* *As of November 30, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $53,586,030 and gross unrealized depreciation of investments was $(7,458,958), resulting in net unrealized appreciation of $46,127,072.* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*CLP – Chilean Peso* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*COP – Colombian Peso* 

*CZK – Czech Koruna* 

*EUR – Euro* 

*GBP – Great British Pound* 

*HUF – Hungarian Forint* 

*IDR – Indonesian Rupiah* 

*ILS – Israeli Shekel* 

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

*KRW – South Korean Won* 

*MXN – Mexican Peso* 

*MYR – Malaysian Ringgit* 

*NOK – Norwegian Krone* 

*NZD – New Zealand Dollar* 

*PEN – Peruvian Sol* 

*PHP – Philippine Peso* 

*PLN – Polish Zloty* 

*RUB – Russian Ruble* 

*SEK – Swedish Krona* 

*SGD – Singapore Dollar* 

*THB – Thailand Baht* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*ABS – Asset-Backed Securities* 

*ADR – American Depositary Receipt* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BOBL – Bundesobligationen* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

*CDX-NAHY – North American High Yield Credit Default Swap Index* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*CVR – Contingent Value Rights* 

*EAFE – Europe, Australia, and Far East* 

*ESTR – Euro Short Term Rate* 

*ETF – Exchange Traded Fund* 

*ETS – Emission Trading Scheme* 

*FedFundEffective – Federal Funds Effective Rate* 

*FTSE – Financial Times Stock Exchange* 

------

*JSC – Joint Stock Company* 

*JSE – Johannesburg Stock Exchange* 

*KLCI – Kuala Lumpur Composite Index* 

*KOSPI – Korea Composite Stock Price Index* 

*MSCI – Morgan Stanley Capital International* 

*OAT – Obligations Assimilables du Trésor* 

*OBFR – Overnight Bank Funding Rate* 

*OMXS – Stockholm Stock Exchange* 

*OSE – Osaka Securities Exchange* 

*REG – Registered Shares* 

*REIT – Real Estate Investment Trust* 

*SARON – Swiss Average Rate Overnight* 

*SET – Stock Exchange of Thailand* 

*SOFR – Secured Overnight Financing Rate* 

*SONIA – Sterling Overnight Index Average* 

*SPI – Share Price Index* 

*STIBOR – Stockholm Interbank Offered Rate* 

*TBA – To Be Announced* 

*TIPS – Treasury Inflation Protected Security* 

*TOPIX – Tokyo Price Index* 

*TSX – Toronto Stock Exchange* 

*WIG – Warszawski Indeks Gieldowy* 

**Country Breakdown<sup>1</sup>** 

**November 30, 2025 (unaudited)** 

41.8 % United States

21.8 % Multinational

4.7 % Japan

4.1 % United Kingdom

2.8 % France

2.3 % Canada

1.6 % Spain

1.3 % Mexico

1.2 % Netherlands

1.2 % Germany

1.2 % Italy

0.9 % Australia

0.6 % Hungary

5.1 % Other

9.5 % Short-Term Investments

100.0 % Total Investments

<sup>1</sup> The Fund's country breakdown is expressed as a percentage of total investments (excluding security lending collateral) and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.5% or less in the following: Austria, Belgium, Bermuda, Brazil, Chile, China, Colombia, Denmark, Finland, Hong Kong, Indonesia, Ireland, Israel, Kazakhstan, Malaysia, Norway, Peru, Poland, Portugal, Romania, Russia, Saudi Arabia, Singapore, South Africa, South Korea, Supranational, Sweden, Switzerland, Taiwan and Thailand. 

------

**AB All Market Total Return Portfolio** 

**November 30, 2025 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of November 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Common Stocks | $97744284 | $29220668 | $68636 <sup>(a)</sup> | $127033588 |
| Investment Companies | 107715855 |  |  | 107715855 |
| Governments - Treasuries |  | 60710986 |  | 60710986 |
| Corporates - Investment Grade |  | 41179613 |  | 41179613 |
| Mortgage Pass-Throughs |  | 21557704 |  | 21557704 |
| Collateralized Mortgage Obligations |  | 5628010 |  | 5628010 |
| Commercial Mortgage-Backed Securities |  | 4497835 |  | 4497835 |
| Collateralized Loan Obligations |  | 4109963 |  | 4109963 |
| Inflation-Linked Securities |  | 3814259 |  | 3814259 |
| Asset-Backed Securities |  | 3556193 |  | 3556193 |
| Covered Bonds |  | 3321949 |  | 3321949 |
| Governments - Sovereign Agencies |  | 2259382 |  | 2259382 |
| Governments - Sovereign Bonds |  | 2230492 |  | 2230492 |
| Supranationals |  | 1911005 |  | 1911005 |
| Local Governments - Regional Bonds |  | 870989 |  | 870989 |
| Local Governments - US Municipal Bonds |  | 578578 |  | 578578 |
| Quasi-Sovereigns |  | 467997 |  | 467997 |
| Emerging Markets - Sovereigns |  | 421986 |  | 421986 |
| Local Governments - Provincial Bonds |  | 365228 |  | 365228 |
| Corporates - Non-Investment Grade |  | 92436 | 254544 <sup>(a)</sup> | 346980 |
| Preferred Stocks |  |  | 128700 | 128700 |
| Rights |  |  | 68124 | 68124 |
| Emerging Markets - Treasuries |  |  | 0 <sup>(a)</sup> |  |
| Emerging Markets - Corporate Bonds |  |  | 0 <sup>(a)</sup> |  |
| Warrants |  |  | 0 <sup>(a)</sup> |  |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 20370784 |  |  | 20370784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasury Bills |  | 20802455 |  | 20802455 |
| Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund | 1190726 |  |  | 1190726 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227021649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207597728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520004 <sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435139381 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | $4131948 | $— | $— | $4131948 |
| Forward Currency Exchange Contracts |  | 3569753 |  | 3569753 |
| Centrally Cleared Credit Default Swaps |  | 664535 |  | 664535 |
| Centrally Cleared Interest Rate Swaps |  | 88847 |  | 88847 |
| Total Return Swaps |  | 955086 |  | 955086 |
| **Liabilities:** |  |  |  |  |
| Futures | (662366) |  |  | (662366) |
| Forward Currency Exchange Contracts |  | (993920) |  | (993920) |
| Centrally Cleared Interest Rate Swaps |  | (33703) |  | (33703) |
| Total Return Swaps |  | (862502) |  | (862502) |
| **Total** | $**230491231** | $**210985824** | $**520004** **<sup>(a)</sup>** | $**441997059** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

*<sup>(b)</sup>* *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Fund's transactions in AB mutual funds for the three months ended November 30, 2025 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>08/31/2025<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>11/30/2025<br>(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $16685 | $72490 | $68804 | $20371 | $170 |
| AB Government Money Market Portfolio\* | 502 | 64946 | 64257 | 1191 | 23 |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17187 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137436 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133061 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21562 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |

---

*\** *Investments of cash collateral for securities lending transactions.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB PORTFOLIOS

- **b. Investment Company Act file number:** 811-05088

- **c. CIK number of Registrant:** 0000812015

- **d. LEI of Registrant:** 549300SL79FN46SWRF45

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB All Market Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000010512

- **c. LEI of Series:** 549300MLR3FD8Z8LJS86

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $457172690.43

**Total Liabilities:** $25327877.04

**Net Assets:** $431844813.39

**Amount of Assets Invested in Other Investment Companies:** $11397135.53

**Delayed Delivery Securities:** $343914.64

**Cash Not Reported:** $10203427.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -140.35000000 | **1-Year:** -4817.84000000 | **5-Year:** -14121.59000000 | **10-Year:** -6307.11000000 | **30-Year:** -1776.72000000

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

- **3-Month:** -18.67000000 | **1-Year:** -332.16000000 | **5-Year:** -3645.85000000 | **10-Year:** -190.09000000 | **30-Year:** -63.43000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029015 | 2.86%                | 1.36%                | 0.41%                |
| Class ID C000029017 | 2.73%                | 1.33%                | 0.36%                |
| Class ID C000029018 | 2.88%                | 1.40%                | 0.40%                |
| Class ID C000029021 | 2.88%                | 1.37%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4881315.45              | $1909521.17                                |
| Month 2  | $1051430.94              | $-375313.76                                |
| Month 3  | $1571343.95              | $-356351.06                                |

**Designated Index Information**

- **Index Name:** 60% MSCI ACWI Index (Net, Unhedged) /40% Bloomberg Global Aggregate (Hedged to USD)

- **Index Identifier:** .MIWD00000GUS,LEGATRUH:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO Ltd.                                           | AGL CLO 44 Ltd                                                                                                     | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $275248.33    | 0.06%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $212788.00    | 0.05%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     269000 | PA      | $285643.03    | 0.07%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                 | AS Mileage Plan IP Ltd                                                                                             | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      41000 | PA      | $41216.48     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       2254 | NS      | $513235.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                                     | CONTRA ABIOMED INC                                                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |       3960 | NS      | $9999.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Accelerated Assets                                     | Accelerated 2024-1 LLC                                                                                             | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     291999 | PA      | $293624.97    | 0.07%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                              | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       1147 | NS      | $367189.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                 | Adventist Health System/West                                                                                       | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     285000 | PA      | $288300.30    | 0.07%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-B                                                                           | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109000 | PA      | $109251.72    | 0.03%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                 | Agnico Eagle Mines Ltd                                                                                             | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        413 | NS      | $72049.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                 | Akero Therapeutics Inc                                                                                             | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       4711 | NS      | $256089.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221735 | PA      | $222565.57    | 0.05%             | 2040-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                                                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     321000 | PA      | $358951.83    | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLETE Inc                                             | ALLETE Inc                                                                                                         | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      15281 | NS      | $1033301.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   20370784 | NS      | $20370783.73  | 4.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1398000 | PA      | $1138059.38   | 0.26%             | 2054-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643000 | PA      | $1398347.11   | 0.32%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1354839 | PA      | $1387334.00   | 0.32%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     364000 | PA      | $377052.82    | 0.09%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                      | Allstate Corp/The                                                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        562 | NS      | $119694.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       7899 | NS      | $326228.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      39000 | PA      | $41227.68     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      96000 | PA      | $98028.48     | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131137 | PA      | $133386.10    | 0.03%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       9299 | NS      | $2976795.88   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       3886 | NS      | $1244219.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     142000 | PA      | $145903.58    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       6478 | NS      | $382266.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     154000 | PA      | $156772.00    | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       9135 | NS      | $2130464.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       1883 | NS      | $200257.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                         | American Electric Power Co Inc                                                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       3738 | NS      | $462652.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                        | BAE Systems PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      11191 | NS      | $243723.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Woodmark Corp                                 | American Woodmark Corp                                                                                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       7687 | NS      | $423784.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        989 | NS      | $364871.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                               | Ameriprise Financial Inc                                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        725 | NS      | $330411.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                             | AMETEK Inc                                                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       1736 | NS      | $343537.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1165 | NS      | $309121.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-4                                                                                    | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |      98339 | PA      | $99387.49     | 0.02%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-6                                                                                    | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     144642 | PA      | $145682.96    | 0.03%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-10                                                                                   | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |     273239 | PA      | $272862.32    | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos CLO XXXII                                                                                                   | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |     472495 | PA      | $472817.77    | 0.11%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      15911 | NS      | $4436782.35   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APL Finance LLC                                        | APL Finance 2023-1 DAC                                                                                             | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |     389601 | PA      | $390567.36    | 0.09%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         72 | NS      | $43162.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENSION HEALTH                                       | Ascension Health                                                                                                   | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     127000 | PA      | $127922.02    | 0.03%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                    | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       7814 | NS      | $331944.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Astria Therapeutics Inc                                | Astria Therapeutics Inc                                                                                            | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50631 | NS      | $640482.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15163.15     | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     316000 | PA      | $324402.44    | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55205.28     | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     166000 | PA      | $167855.88    | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                                                                          | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     273000 | PA      | $283060.05    | 0.07%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                           | Autodesk Inc                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       1182 | NS      | $358547.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        840 | NS      | $214452.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                         | AutoNation Inc                                                                                                     | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $90261.00     | 0.02%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        121 | NS      | $478473.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                                  | AvalonBay Communities Inc                                                                                          | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     194000 | PA      | $194966.12    | 0.05%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     215000 | PA      | $211078.40    | 0.05%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37184.63     | 0.01%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                                | Avidity Biosciences Inc                                                                                            | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19387 | NS      | $1390047.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc           | BAMLL Trust 2025-ASHF                                                                                              | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437000 | PA      | $436999.87    | 0.10%             | 2042-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $224930.00    | 0.05%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     329000 | PA      | $292556.67    | 0.07%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2019-IMC                                                                              | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190078 | PA      | $189024.16    | 0.04%             | 2034-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-BIO2                                                                             | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280986 | PA      | $285336.20    | 0.07%             | 2041-08-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-AIR2                                                                             | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147714 | PA      | $147898.08    | 0.03%             | 2041-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                               | Baiterek National Managing Holding JSC                                                                             | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     275000 | PA      | $278220.25    | 0.06%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $206804.00    | 0.05%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $234514.00    | 0.05%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199818.00    | 0.05%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       5275 | NS      | $283003.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     202000 | PA      | $205537.02    | 0.05%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201176.00    | 0.05%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                            | Pearson PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      16115 | NS      | $212991.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                            | Bell Telephone Co of Canada or Bell Canada                                                                         | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $206035.30    | 0.05%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                 | BP PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      61826 | NS      | $371304.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        334 | NS      | $171612.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2025-1CON                                                                                 | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135795 | PA      | $137210.77    | 0.03%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                    | BHMS Commercial Mortgage Trust 2025-ATLS                                                                           | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202000 | PA      | $202379.13    | 0.05%             | 2042-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                             | Biogen Inc                                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       1412 | NS      | $257111.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $189372.00    | 0.04%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     304000 | PA      | $286814.88    | 0.07%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                         | BOCA Commercial Mortgage Trust 2024-BOCA                                                                           | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408270 | PA      | $408779.48    | 0.09%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                 | CONTRA BLUEPRINT MEDIC                                                                                             | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |       6638 | NS      | $3053.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        101 | NS      | $496383.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       1554 | NS      | $288125.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM5                                                                          | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |     134866 | PA      | $135727.17    | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM7                                                                          | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |     142464 | PA      | $143854.85    | 0.03%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                              | Brighthouse Financial Inc                                                                                          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      13315 | NS      | $872798.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                                                   | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     127000 | PA      | $127364.49    | 0.03%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                               | Broadridge Financial Solutions Inc                                                                                 | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     397000 | PA      | $361464.53    | 0.08%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       5007 | NS      | $2017620.72   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-GW                                                                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127000 | PA      | $127237.79    | 0.03%             | 2042-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        911 | NS      | $235192.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                         | CBRE Group Inc                                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       2154 | NS      | $348581.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2024-1                                                                                       | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242365 | PA      | $244407.68    | 0.06%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                             | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       3832 | NS      | $301578.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHC Group LLC                                          | CHC Group LLC                                                                                                      | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1138 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSG Systems International Inc                          | CSG Systems International Inc                                                                                      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       5589 | NS      | $440245.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     164000 | PA      | $145768.12    | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadence Bank                                           | Cadence Bank                                                                                                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      38687 | NS      | $1541290.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                                                       | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     421000 | PA      | $428380.13    | 0.10%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                    | CALIFORNIA ST                                                                                                      | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     465000 | PA      | $578577.51    | 0.13%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3168000 | PA      | $1919241.57   | 0.44%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3123000 | PA      | $2241800.64   | 0.52%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     930000 | PA      | $683901.86    | 0.16%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     370000 | PA      | $283422.33    | 0.07%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                         | Cantaloupe Inc                                                                                                     | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      74997 | NS      | $800217.99    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Street Master Trust                            | Capital Street Master Trust                                                                                        | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99517 | PA      | $99610.51     | 0.02%             | 2028-10-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                    | Cardinal Health Inc                                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       1704 | NS      | $361691.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                          | Celestica Inc                                                                                                      | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       1025 | NS      | $352150.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                     | Cenovus Energy Inc                                                                                                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     106000 | PA      | $106357.22    | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                     | Cenovus Energy Inc                                                                                                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     109000 | PA      | $110130.33    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     168000 | PA      | $170231.04    | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                           | Dayforce Inc                                                                                                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      14734 | NS      | $1018119.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                   | Chart Industries Inc                                                                                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       6484 | NS      | $1322411.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenango Park CLO, Ltd.                                | Chenango Park CLO Ltd                                                                                              | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250261.25    | 0.06%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux MPC Sarl                                                                                     | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     288190 | PA      | $302059.14    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CONTRA CHINOOK THERAPE                                 | CONTRA CHINOOK THERAPE                                                                                             | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |      30997 | NS      | $309.97       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cidara Therapeutics Inc                                | Cidara Therapeutics Inc                                                                                            | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |       3556 | NS      | $781893.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       4473 | NS      | $344152.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       4197 | NS      | $434809.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     404000 | PA      | $415893.76    | 0.10%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207031.55    | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                  | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95653 | PA      | $95950.62     | 0.02%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $140468.29    | 0.03%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                             | Clover CLO 2021-3 LLC                                                                                              | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     255517 | PA      | $255756.93    | 0.06%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       2312 | NS      | $169053.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       2020 | NS      | $162387.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-5 Mortgage Loan Trust                                                                                    | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |     100968 | PA      | $102068.27    | 0.02%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                           | Comerica Inc                                                                                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      19390 | NS      | $1558568.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     337000 | PA      | $346944.87    | 0.08%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81117.45     | 0.02%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262443 | PA      | $263427.16    | 0.06%             | 2044-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102792 | PA      | $102962.50    | 0.02%             | 2045-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210804 | PA      | $212125.38    | 0.05%             | 2045-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144972 | PA      | $144977.79    | 0.03%             | 2045-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198168 | PA      | $197930.73    | 0.05%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $415538.44    | 0.10%             | 2042-07-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92719 | PA      | $92777.54     | 0.02%             | 2045-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68240 | PA      | $68351.47     | 0.02%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112499 | PA      | $113392.44    | 0.03%             | 2045-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295752 | PA      | $302034.84    | 0.07%             | 2042-12-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                | Consolidated Edison Inc                                                                                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       3399 | NS      | $341123.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                      | Constellation Software Inc/Canada                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        121 | NS      | $292856.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                             | CONSTELLATION SOFTWARE INC                                                                                         | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |        541 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     198000 | PA      | $204076.62    | 0.05%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     176000 | PA      | $153839.84    | 0.04%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1675000 | PA      | $1453847.74   | 0.34%             | 2055-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1919111 | PA      | $1731547.84   | 0.40%             | 2055-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1869000 | PA      | $1772921.81   | 0.41%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1521359 | PA      | $1488079.27   | 0.34%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4935000 | PA      | $4929602.10   | 1.14%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5821785 | PA      | $5880912.21   | 1.36%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     274000 | PA      | $282395.36    | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc                           | Cross Country Healthcare Inc                                                                                       | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      35617 | NS      | $365430.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                   | Cross 2025-H4 Mortgage Trust                                                                                       | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154582 | PA      | $155686.79    | 0.04%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust 2024-A                                                                                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     141477 | PA      | $142941.97    | 0.03%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       3229 | NS      | $312664.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CURO GROUP HLDGS LLC                                   | CURO GROUP HLDGS LLC                                                                                               | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7850 | NS      | $60837.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2024-1 LLC                                                                                                   | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164466 | PA      | $164860.51    | 0.04%             | 2027-02-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     206000 | PA      | $207930.22    | 0.05%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                                                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       2364 | NS      | $208102.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                           | Denny's Corp                                                                                                       | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |       3272 | NS      | $20188.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $190570.00    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     231000 | PA      | $218953.35    | 0.05%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                               | Devon Energy Corp                                                                                                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     139000 | PA      | $161833.53    | 0.04%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Docusign Inc                                           | Docusign Inc                                                                                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       3542 | NS      | $245637.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogwood State Bank                                     | Dogwood State Bank                                                                                                 | CUSIP: 25660B103<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |       4169 | NS      | $95261.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $189235.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1446322.19   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SGD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $16506.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $-82696.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $278684.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $107600.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $267120.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $28714.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $9772.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1726.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-1869.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $257.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1672.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-6686.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-203818.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $78652.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.             | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | GB        |          1 | NC      | $-29435.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $130084.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $5128.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | KR        |          1 | NC      | $-15947.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $80.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-19371.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $322.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $35427.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $9327.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $2531.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-4063.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-13108.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |          1 | NC      | $128.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-7645.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $3251.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ILS                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3417.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-25682.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1763.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $12492.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |          1 | NC      | $8559.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3901.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $8816.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $2083.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10030.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $5468.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $909.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $9454.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-19145.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $17693.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-16166.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $16410.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $425930.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $306.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $13473.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $-96.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $549.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $15171.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $9796.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4765.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-2918.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-9903.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $34351.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-22573.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-38726.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $5773.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $995.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $105.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $4806.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3025.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-7336.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10942.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-35454.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PE        |          1 | NC      | $9954.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $2739.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3059.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |          1 | NC      | $5355.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $819.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $1262.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3475.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-14533.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-4424.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |          1 | NC      | $-56931.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-2400.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-30770.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $5945.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-8202.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-9811.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $259.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $129.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-237.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-66.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-111.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $2663.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $2265.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-192.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-364.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1198.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $15496.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-1190.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $22314.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $-669.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $665.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |          1 | NC      | $4689.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-7760.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1628.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-13006.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |          1 | NC      | $32104.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |          1 | NC      | $12767.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6829.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $784.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $1829.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $110.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2146.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1160.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $6899.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |          1 | NC      | $14766.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1327.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6278.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-10560.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $1836.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | HU        |          1 | NC      | $23467.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1320.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-19596.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $7464.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $945.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $8519.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NO        |          1 | NC      | $-1642.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ILS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IL        |          1 | NC      | $443.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-498.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $-8.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $301.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-25.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $392.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $14532.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-6215.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2855.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-3687.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-33793.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-31615.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $1421.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-246.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $21482.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $8333.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-15857.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-12278.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1919.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $811.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $1016.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $1452.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4232.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-374.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |          1 | NC      | $286.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2880.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-668.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $5642.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |          1 | NC      | $5974.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3964.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4387.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-8639.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |          1 | NC      | $2810.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-307.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3211.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $320.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-359.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-22857.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1138.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-30839.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5557.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $46238.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $16471.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $203.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $3266.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $22527.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $23.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $29.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-42.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 113 CLO Ltd                                                                                                 | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |     255000 | PA      | $254744.24    | 0.06%             | 2037-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ECN Capital Corp                                       | ECN Capital Corp                                                                                                   | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |     122182 | NS      | $267542.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                                                                           | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     262000 | PA      | $203860.72    | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                | Eni SpA                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     343000 | PA      | $359803.57    | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                      | EOG Resources Inc                                                                                                  | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     191000 | PA      | $192014.21    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     317000 | PA      | $349736.59    | 0.08%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     234000 | PA      | $234042.12    | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      71000 | PA      | $68759.24     | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     416000 | PA      | $421986.24    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       5595 | NS      | $329489.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                              | Edwards Lifesciences Corp                                                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       2665 | NS      | $230975.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                    | Electronic Arts Inc                                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       4643 | NS      | $938025.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                        | EMCOR Group Inc                                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        477 | NS      | $293388.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                                                       | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     171000 | PA      | $137509.54    | 0.03%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     206000 | PA      | $206057.68    | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                       | Essential Properties LP                                                                                            | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     381000 | PA      | $348207.33    | 0.08%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                    | Exact Sciences Corp                                                                                                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      11542 | NS      | $1169089.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                      | Expedia Group Inc                                                                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       1226 | NS      | $313475.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust 2025-ESH                                                                               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $210327.68    | 0.05%             | 2042-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        561 | NS      | $65031.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES                                     | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |      24220 | PA      | $0.00         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                     | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |      59012 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       2089 | NS      | $1353567.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     129000 | PA      | $128947.11    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     162000 | PA      | $161125.20    | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     142000 | PA      | $141585.36    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      56070 | NS      | $318074.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                       | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         33 | NS      | $61970.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     261000 | PA      | $269769.60    | 0.06%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Forge Global Holdings Inc                              | Forge Global Holdings Inc                                                                                          | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11591 | NS      | $514176.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                                                              | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     268000 | PA      | $286317.80    | 0.07%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                               | Fox Corp                                                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       5338 | NS      | $310991.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                            | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     326381 | PA      | $336980.32    | 0.08%             | 2043-06-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                            | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      82418 | PA      | $82830.04     | 0.02%             | 2042-09-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                            | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     177623 | PA      | $178301.10    | 0.04%             | 2041-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                            | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $402473.64    | 0.09%             | 2041-11-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                            | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     141092 | PA      | $141134.74    | 0.03%             | 2042-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                            | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $260425.40    | 0.06%             | 2043-04-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                            | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |       6226 | PA      | $6223.85      | 0.00%             | 2044-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      62662 | PA      | $62723.73     | 0.01%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                            | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      50892 | PA      | $51023.10     | 0.01%             | 2045-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                     | Frontier Communications Parent Inc                                                                                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36715 | NS      | $1392232.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                   | GCAT 2025-NQM2 Trust                                                                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117766 | PA      | $118694.38    | 0.03%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GFH Mortgage Trust                                     | GFH 2025-IND Mortgage Trust                                                                                        | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $171903.18    | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                  | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AP4<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |     217000 | PA      | $210294.70    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESC GCI LIBERTY INC SR                                 | ESC GCI LIBERTY INC SR                                                                                             | CUSIP: 361ESC049<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |       2664 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Galaxy CLO Ltd                                         | Galaxy 36 CLO Ltd                                                                                                  | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $150040.65    | 0.03%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                      | General Motors Co                                                                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       4998 | NS      | $367452.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15359.68     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      84000 | PA      | $84057.96     | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                       | General Motors Financial of Canada Ltd                                                                             | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $209045.91    | 0.05%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       6727 | NS      | $846525.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       4219 | NS      | $319631.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                                | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120420.00    | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                                | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170545.70    | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                            | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        571 | NS      | $471668.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO TELEVISA SAB                                     | Grupo Televisa SAB                                                                                                 | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     175000 | PA      | $193266.50    | 0.04%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                   | Grupo Energia Bogota SA ESP                                                                                        | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $228574.00    | 0.05%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        342 | NS      | $80435.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO               | HLTN Commercial Mortgage Trust 2024-DPLO                                                                           | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303572 | PA      | $304093.84    | 0.07%             | 2041-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     288000 | PA      | $295963.20    | 0.07%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                        | Hanesbrands Inc                                                                                                    | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      37306 | NS      | $241369.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                        | Hanover Insurance Group Inc/The                                                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        775 | NS      | $143801.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaii Hotel Trust                                     | Hawaii Hotel Trust 2025-MAUI                                                                                       | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207000 | PA      | $207182.97    | 0.05%             | 2042-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                                                         | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       1279 | NS      | $315874.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                 | Heidrick & Struggles International Inc                                                                             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |         27 | NS      | $1589.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                    | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $207322.20    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                    | Highwoods Realty LP                                                                                                | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      96000 | PA      | $96400.32     | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                        | Hillenbrand Inc                                                                                                    | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      10679 | NS      | $340019.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                            | Hologic Inc                                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       7836 | NS      | $587464.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        302 | NS      | $107789.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $50515.94     | 0.01%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $49241.85     | 0.01%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $45563.33     | 0.01%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $44409.32     | 0.01%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                            | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     374000 | PA      | $355988.16    | 0.08%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       2033 | NS      | $250266.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                      | Hannover Rueck SE                                                                                                  | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        412 | NS      | $123873.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                 | IDEXX Laboratories Inc                                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        495 | NS      | $372675.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                           | Illumina Inc                                                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        424 | NS      | $55734.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     267000 | PA      | $279818.67    | 0.06%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                        | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201802.00    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Integral Ad Science Holding Corp                       | Integral Ad Science Holding Corp                                                                                   | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16224 | NS      | $166782.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        461 | NS      | $148112.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Money Express Inc                        | International Money Express Inc                                                                                    | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39066 | NS      | $595365.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                    | Intesa Sanpaolo SpA                                                                                                | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |     416000 | PA      | $414182.08    | 0.10%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                             | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        738 | NS      | $467951.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                               | iShares Core S&P 500 ETF                                                                                           | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      19126 | NS      | $13137266.88  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                             | iShares Core MSCI EAFE ETF                                                                                         | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     415993 | NS      | $36956818.12  | 8.56%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                 | iShares Core MSCI Emerging Markets ETF                                                                             | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     407352 | NS      | $27333319.20  | 6.33%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core International Aggregate Bond ETF          | iShares Core International Aggregate Bond ETF                                                                      | CUSIP: 46435G672<br>LEI: 549300FPQU8XYG8LAX15 | Long             | EC               | RF                | US        |     585171 | NS      | $30288450.96  | 7.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       2403 | NS      | $752331.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        196 | NS      | $40556.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                           | Juniper Valley Park CLO Ltd                                                                                        | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249748.50    | 0.06%             | 2036-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        348 | NS      | $409063.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KNDR Trust 2021-KIND                                   | KIND Trust 2021-KIND                                                                                               | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99172 | PA      | $98559.00     | 0.02%             | 2038-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       1194 | NS      | $321311.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       1471 | NS      | $355114.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                              | Kellanova                                                                                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      15973 | NS      | $1335981.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                                                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      82875 | NS      | $1437881.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                              | L3Harris Technologies Inc                                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        480 | NS      | $133771.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LV Trust                                               | Fashion Show Mall LLC                                                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $305797.47    | 0.07%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       2771 | NS      | $432276.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                    | Leidos Holdings Inc                                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       2322 | NS      | $443734.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust 2024-2                                                                                      | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106000 | PA      | $106479.48    | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                 | Liberty Broadband Corp                                                                                             | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       3620 | NS      | $167642.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        877 | NS      | $943187.19    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                               | Loblaw Cos Ltd                                                                                                     | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $135618.18    | 0.03%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      18050 | NS      | $390126.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                        | Lundin Gold Inc                                                                                                    | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       4040 | NS      | $340470.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                     | Lundin Mining Corp                                                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |       5549 | NS      | $103677.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC HOLDINGS INC                                       | Sekisui House US Inc                                                                                               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     197000 | PA      | $184762.36    | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        195 | NS      | $109925.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2024-LEAF1 Notes                                                                                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105023 | PA      | $105341.84    | 0.02%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                   | MAD Commercial Mortgage Trust 2025-11MD                                                                            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $211001.15    | 0.05%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      74000 | PA      | $67673.00     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      33000 | PA      | $24762.54     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                               | Magnetation LLC / Mag Finance Corp                                                                                 | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145972 | PA      | $0.00         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XIX Ltd                                                                                                  | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250074.25    | 0.06%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                               | Magyar Export-Import Bank Zrt                                                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     255000 | PA      | $262809.38    | 0.06%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                               | Manhattan Associates Inc                                                                                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       1793 | NS      | $316374.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       3322 | NS      | $352342.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                               | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       1160 | NS      | $212802.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1790 | NS      | $985448.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       1271 | NS      | $1119903.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       8409 | NS      | $881515.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       8653 | NS      | $4257362.53   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       2005 | NS      | $474142.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson                                                                                    | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      17480 | NS      | $168674.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc                         | MidWestOne Financial Group Inc                                                                                     | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2616 | NS      | $103515.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU                                 | CONTRA MIRATI THERAPEU                                                                                             | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |      25914 | NS      | $18139.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AGC Inc                                                | AGC Inc                                                                                                            | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       9400 | NS      | $325265.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     512000 | PA      | $493312.00    | 0.11%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LY Corp                                                | LY Corp                                                                                                            | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     115400 | NS      | $309925.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                           | Monolithic Power Systems Inc                                                                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        323 | NS      | $299798.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                         | MONITRONICS INTERNATIONAL, INC                                                                                     | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |     120000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Monster Beverage Corp                                  | Monster Beverage Corp                                                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       4906 | NS      | $367900.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                            | Obic Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       8100 | NS      | $260584.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        651 | NS      | $110448.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139823.55    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                           | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113355 | PA      | $113968.36    | 0.03%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       1373 | NS      | $507570.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                             | Daiwa Securities Group Inc                                                                                         | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      39100 | NS      | $324368.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Aristocrat Leisure Ltd                                 | Aristocrat Leisure Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       6443 | NS      | $246255.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                     | Hong Kong Exchanges & Clearing Ltd                                                                                 | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       6400 | NS      | $340355.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2025-1 LLC                                                                                                     | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98257 | PA      | $99782.50     | 0.02%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2024-A LLC                                                                                            | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |     178045 | PA      | $179084.81    | 0.04%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                         | NRG Energy Inc                                                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        629 | NS      | $106609.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75825.96     | 0.02%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                 | Singapore Exchange Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       9400 | NS      | $122572.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Natera Inc                                             | Natera Inc                                                                                                         | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       1087 | NS      | $259586.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      20300 | NS      | $318294.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB NATIONAL CINEME                                 | ESC CB NATIONAL CINEME                                                                                             | CUSIP: 635ESCAA4<br>LEI: 5493000MOLIVSOGKEB48 | Long             | DBT              | CORP              | US        |      33304 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     239000 | PA      | $220472.72    | 0.05%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                          | Nomura Research Institute Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       8000 | NS      | $319552.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       7450 | NS      | $801471.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                             | Neurocrine Biosciences Inc                                                                                         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       1562 | NS      | $237673.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                       | Dentsu Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       8500 | NS      | $193127.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold Inc                                           | New Gold Inc                                                                                                       | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |      66360 | NS      | $554106.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                       | Isuzu Motors Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       8100 | NS      | $124126.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                          | Jardine Matheson Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       4891 | NS      | $321216.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                                  | New York Times Co/The                                                                                              | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       1831 | NS      | $118099.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                           | Newmont Corp                                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       4062 | NS      | $368545.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXA RESOURCES SA                                      | Nexa Resources SA                                                                                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $212416.00    | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Inc                                     | NextEra Energy Inc                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       2077 | NS      | $179224.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     209000 | PA      | $210701.26    | 0.05%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     205000 | PA      | $209294.75    | 0.05%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp                                                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       4915 | NS      | $1435622.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      10200 | NS      | $308636.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                               | Nice Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       2060 | NS      | $215573.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                          | Northwestern Energy Group Inc                                                                                      | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      15479 | NS      | $1069444.11   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      23904 | NS      | $4231008.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                            | OCP CLO Ltd                                                                                                        | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250417.75    | 0.06%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                     | Qantas Airways Ltd                                                                                                 | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      42692 | NS      | $279423.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                              | ORL Trust 2024-GLKS                                                                                                | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260569 | PA      | $260783.37    | 0.06%             | 2039-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM7 Trust                                                                                                | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |     319449 | PA      | $321887.31    | 0.07%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM10 Trust                                                                                               | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     250491 | PA      | $253149.92    | 0.06%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM8 Trust                                                                                                | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     104227 | PA      | $104907.38    | 0.02%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Olympic Steel Inc                                      | Olympic Steel Inc                                                                                                  | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       1394 | NS      | $54212.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                      | Omnicom Group Inc                                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      18261 | NS      | $1307852.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                                                    | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       8600 | NS      | $252354.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                      | ONEOK Partners LP                                                                                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     314000 | PA      | $344439.16    | 0.08%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       1922 | NS      | $388147.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     119000 | PA      | $101796.17    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     345000 | PA      | $322109.25    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                               | Sumitomo Chemical Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     107600 | NS      | $329143.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                            | Taisei Corp                                                                                                        | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       3600 | NS      | $307898.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      15400 | NS      | $710038.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TXNM Energy Inc                                        | TXNM Energy Inc                                                                                                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      14147 | NS      | $826892.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44000 | PA      | $44267.25     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72000 | PA      | $73330.08     | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                                                        | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      52000 | PA      | $57727.28     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Paramount Group Inc                                    | Paramount Group Inc                                                                                                | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |      18392 | NS      | $121203.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust                                                                                | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163000 | PA      | $163641.57    | 0.04%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       9643 | NS      | $435648.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                            | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       2168 | NS      | $282837.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       8192 | NS      | $589527.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        702 | NS      | $268938.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                              | Holcim AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       3712 | NS      | $348222.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                            | PepsiCo Inc                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       3058 | NS      | $454846.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       1665 | NS      | $262204.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354959.16    | 0.08%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 6                                                                                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249747.25    | 0.06%             | 2034-05-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      17485 | NS      | $335177.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp                                                                 | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $213555.30    | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       4095 | NS      | $350035.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                   | E.ON International Finance BV                                                                                      | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     101000 | PA      | $143135.18    | 0.03%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                      | ProAssurance Corp                                                                                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      50217 | NS      | $1209225.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                      | PROS Holdings Inc                                                                                                  | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      18707 | NS      | $434750.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                               | Prudential Financial Inc                                                                                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        595 | NS      | $64408.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                              | Qorvo Inc                                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       8122 | NS      | $697598.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                     | Province of Quebec Canada                                                                                          | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     245000 | PA      | $175497.58    | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REV Group Inc                                          | REV Group Inc                                                                                                      | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      15087 | NS      | $803684.49    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                                                           | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     414000 | PA      | $424536.30    | 0.10%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $172200.00    | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $167000.00    | 0.04%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Raymond James Financial Inc                            | Raymond James Financial Inc                                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        251 | NS      | $39291.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                               | Anywhere Real Estate Inc                                                                                           | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      60826 | NS      | $866770.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XX Funding Ltd                                 | Regatta XX Funding Ltd                                                                                             | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300108.90    | 0.07%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        376 | NS      | $293351.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                 | CONTRA RESOLUTE FOREST                                                                                             | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |      14789 | NS      | $21000.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rockwell Automation Inc                                | Rockwell Automation Inc                                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        875 | NS      | $346377.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                | Romanian Government International Bond                                                                             | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     328000 | PA      | $336214.76    | 0.08%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       1708 | NS      | $264171.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        721 | NS      | $359656.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                         | SS&C Technologies Holdings Inc                                                                                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       2999 | NS      | $257734.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                                                           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     386930 | PA      | $383427.97    | 0.09%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $209182.00    | 0.05%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                             | Saputo Inc                                                                                                         | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |     118000 | PA      | $85870.69     | 0.02%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     307000 | PA      | $313907.50    | 0.07%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                | Charles Schwab Corp/The                                                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       4323 | NS      | $400871.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                            | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     355000 | PA      | $355699.35    | 0.08%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                | Sea Ltd                                                                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       1991 | NS      | $276768.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        467 | NS      | $379395.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                    | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      78274 | PA      | $79624.53     | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 11 Ltd                                                                                             | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501903.50    | 0.12%             | 2037-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                                                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     270000 | PA      | $271790.10    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     411000 | PA      | $425257.59    | 0.10%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                         | Solventum Corp                                                                                                     | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       4384 | NS      | $373779.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                 | ESC SOUTHEASTERN GROCE                                                                                             | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8714 | NS      | $348.56       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                                                              | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     102000 | PA      | $101961.24    | 0.02%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAAR Surgical Co                                      | STAAR Surgical Co                                                                                                  | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       4092 | NS      | $108601.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $216582.82    | 0.05%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                            | Stantec Inc                                                                                                        | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       3569 | NS      | $343223.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                          | Steelcase Inc                                                                                                      | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      45737 | NS      | $745055.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                      | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $141635.76    | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                                                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     137000 | PA      | $142359.44    | 0.03%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                             | Sysco Corp                                                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       2663 | NS      | $202920.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                        | TJX Cos Inc/The                                                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       2815 | NS      | $427654.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                           | Tapestry Inc                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       2201 | NS      | $240525.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69323.96     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      67000 | PA      | $69188.22     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                              | TEGNA Inc                                                                                                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      46140 | NS      | $900652.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     277000 | PA      | $212575.57    | 0.05%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MCF8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      18000 | PA      | $13622.35     | 0.00%             | 2031-02-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                           | Teradyne Inc                                                                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       1117 | NS      | $203171.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1279 | NS      | $550187.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                 | Tesla Auto Lease Trust 2024-B                                                                                      | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     203000 | PA      | $204493.25    | 0.05%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ODP Corp/The                                           | ODP Corp/The                                                                                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9021 | NS      | $252317.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        275 | NS      | $162478.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                              | Toronto-Dominion Bank/The                                                                                          | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       7725 | NS      | $650360.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       5487 | NS      | $269137.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                                                                                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $279548.50    | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $197712.00    | 0.05%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                           | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       1449 | NS      | $147740.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     285000 | PA      | $284287.50    | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     135000 | PA      | $97790.63     | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7479300 | PA      | $4785583.36   | 1.11%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     933600 | PA      | $552902.72    | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     232300 | PA      | $235212.82    | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1257800 | PA      | $1190831.97   | 0.28%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     802400 | PA      | $800331.31    | 0.19%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     548300 | PA      | $549670.75    | 0.13%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3769787 | PA      | $3814258.48   | 0.88%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     631000 | PA      | $639676.25    | 0.15%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1834000 | PA      | $1835862.65   | 0.43%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                                                                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        493 | NS      | $239598.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        705 | NS      | $232487.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                          | Universal Health Services Inc                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       1420 | NS      | $345954.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        356 | NS      | $62926.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     245000 | PA      | $259386.40    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $208624.00    | 0.05%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Veeco Instruments Inc                                  | Veeco Instruments Inc                                                                                              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       1923 | NS      | $56209.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                                                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       3033 | NS      | $307000.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       1311 | NS      | $330358.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-9                                                                                  | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      99168 | PA      | $99200.94     | 0.02%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                     | Vertiv Holdings Co                                                                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       2027 | NS      | $364312.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-5                                                                                  | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |     124541 | PA      | $125297.10    | 0.03%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                    | VICI Properties Inc                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      10543 | NS      | $303849.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       2192 | NS      | $733092.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2013-2 Ltd                                                                                                | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |      39636 | PA      | $39635.98     | 0.01%             | 2031-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-1 Ltd                                                                                                | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     109543 | PA      | $109546.07    | 0.03%             | 2031-04-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-2 Ltd                                                                                                | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499911.50    | 0.12%             | 2031-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                                    | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     212000 | PA      | $208067.40    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                           | WB Commercial Mortgage Trust 2024-HQ                                                                               | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     192000 | PA      | $192103.01    | 0.04%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        354 | NS      | $39120.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                 | CONTRA WALGREENS BOOTS                                                                                             | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |      35236 | NS      | $18675.08     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                         | K2016470219 (SOUTH AFRICA) LTD                                                                                     | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |     465862 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARTSONIG EQUITY                                        | ARTSONIG EQUITY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51133 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         13 | NS      | $4394.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        117 | NS      | $128700.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| EDCON TRANCHE D                                        | EDCON TRANCHE D                                                                                                    | CUSIP: 000000000<br>LEI: 213800QFMH6S1TYEKJ66 | Long             | DBT              | CORP              | ZA        |       1648 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                     | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     132430 | PA      | $132434.93    | 0.03%             | 2041-08-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                   | EACY0C8 CURO SVP LLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     257116 | PA      | $254544.48    | 0.06%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                         | K2016470219 (SOUTH AFRICA) LTD                                                                                     | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |      73623 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                   | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     197293 | PA      | $198909.33    | 0.05%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                      | Japan Government Forty Year Bonds                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  161700000 | PA      | $852914.32    | 0.20%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     924971 | PA      | $1092566.31   | 0.25%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       1492 | NS      | $228589.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       1225 | NS      | $157020.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                | Zoom Communications Inc                                                                                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       3999 | NS      | $339755.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31570   TRS USD R V 00MSOFR IS31581/SOFRRATE/-35 BPS / Short: IS31570   TRS USD P E IS31570/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      57257 | OU      | $16020.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS315F8   TRS USD R V 00MSOFR IS315G9/SOFRRATE/-35 BPS / Short: IS315F8   TRS USD P E IS315F8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      94653 | OU      | $26372.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS315J2   TRS USD R V 00MSOFR IS315K3/SOFRRATE/-35 BPS / Short: IS315J2   TRS USD P E IS315J2/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      33711 | OU      | $9029.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS319O5   TRS USD R V 00MSOFR IS319P6/SOFRRATE/-35 BPS / Short: IS319O5   TRS USD P E IS319O5/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      53502 | OU      | $12354.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31BS3   TRS USD R V 00MSOFR IS31BT4/SOFRRATE/-35 BPS / Short: IS31BS3   TRS USD P E IS31BS3/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      53560 | OU      | $12694.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31CG8   TRS USD R V 00MSOFR IS31CH9/SOFRRATE/-35 BPS / Short: IS31CG8   TRS USD P E IS31CG8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      31240 | OU      | $7141.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31E28   TRS USD R V 00MSOFR IS31E39/SOFRRATE/-35 BPS / Short: IS31E28   TRS USD P E IS31E28/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13244 | OU      | $3069.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31F81   TRS USD R V 00MSOFR IS31F92/SOFRRATE/-35 BPS / Short: IS31F81   TRS USD P E IS31F81/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8255 | OU      | $1759.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31FI1   TRS USD R V 00MSOFR IS31FJ2/SOFRRATE/-35 BPS / Short: IS31FI1   TRS USD P E IS31FI1/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3103 | OU      | $639.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31FS1   TRS USD R V 00MSOFR IS31FT2/SOFRRATE/-35 BPS / Short: IS31FS1   TRS USD P E IS31FS1/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       6473 | OU      | $1412.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31G00   TRS USD R V 00MSOFR IS31G11/SOFRRATE/-35 BPS / Short: IS31G00   TRS USD P E IS31G00/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1310 | OU      | $284.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31G66   TRS USD R V 00MSOFR IS31G77/SOFRRATE/-35 BPS / Short: IS31G66   TRS USD P E IS31G66/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      42552 | OU      | $8878.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31GK0   TRS USD R V 00MSOFR IS31GL1/SOFRRATE/-35 BPS / Short: IS31GK0   TRS USD P E IS31GK0/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16785 | OU      | $3362.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31GO4   TRS USD R V 00MSOFR IS31GP5/SOFRRATE/-35 BPS / Short: IS31GO4   TRS USD P E IS31GO4/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16493 | OU      | $3345.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31O28   TRS USD R V 00MSOFR IS31O39/SOFRRATE/-35 BPS / Short: IS31O28   TRS USD P E IS31O28/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      51972 | OU      | $8392.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31OT5   TRS USD R V 00MSOFR IS31OU6/SOFRRATE/-35 BPS / Short: IS31OT5   TRS USD P E IS31OT5/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      88092 | OU      | $14905.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31VX8   TRS USD R V 00MSOFR IS31VY9/SOFRRATE/-35 BPS / Short: IS31VX8   TRS USD P E IS31VX8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        172 | OU      | $34.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS324R6   TRS USD R V 00MSOFR IS324S7/SOFRRATE/-35 BPS / Short: IS324R6   TRS USD P E IS324R6/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      30409 | OU      | $5468.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS325J5   TRS USD R V 00MSOFR IS325K6/SOFRRATSE/-35 BPS / Short: IS325J5   TRS USD P E IS325J5/US6819191064  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8398 | OU      | $1505.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32AF6   TRS USD R V 00MSOFR IS32AG7/SOFRRATE/-35 BPS / Short: IS32AF6   TRS USD P E IS32AF6/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      77967 | OU      | $12209.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32AH8   TRS USD R V 00MSOFR IS32AI9/SOFRRATE/-35 BPS / Short: IS32AH8   TRS USD P E IS32AH8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      66205 | OU      | $10609.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32DZ7   TRS USD R V 00MSOFR IS32E09/SOFRRATE/-35 BPS / Short: IS32DZ7   TRS USD P E IS32DZ7/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      60306 | OU      | $9649.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32QP8   TRS USD R V 00MSOFR IS32QQ9/SOFRRATE/-35 BPS / Short: IS32QP8   TRS USD P E IS32QP8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      40366 | OU      | $7941.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32TJ3   TRS USD R V 00MSOFR IS32TK4/SOFRRATE/-35 BPS / Short: IS32TJ3   TRS USD P E IS32TJ3/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      40664 | OU      | $5445.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32TX7   IRS SEK R F  2.94280 IS32TX7 CCPVANILLA / Short: SS32TX7   IRS SEK P V 03MSTIBO IS32TY8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1570000 | OU      | $4291.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32WP0   IRS NZD R F  4.15500 IS32WP0 CCPVANILLA / Short: SS32WP0   IRS NZD P V 03MNZDBB IS32WQ1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     966000 | OU      | $14060.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32WV6   IRS NZD R F  4.15250 IS32WV6 CCPVANILLA / Short: SS32WV6   IRS NZD P V 03MNZDBB IS32WW7 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1904000 | OU      | $27490.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32X35   TRS USD R V 00MSOFR IS32X46/SOFRRATE/-35 BPS / Short: IS32X35   TRS USD P E IS32X35/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13482 | OU      | $1900.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS33941   IRS SEK R F  2.98900 IS33941 CCPVANILLA / Short: SS33941   IRS SEK P V 03MSTIBO IS33952 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1559000 | OU      | $4919.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33MS6   TRS EUR R E IS33MS6/ES0116920333 / Short: IS33MS6   TRS EUR P V 00MESTR IS33MT7/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      28961 | OU      | $568.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33N05   TRS EUR R E IS33N05/ES0116920333 / Short: IS33N05   TRS EUR P V 00MESTR IS33N16/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      51701 | OU      | $1101.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33PK9   TRS EUR R E IS33PK9/ES0116920333 / Short: IS33PK9   TRS EUR P V 00MESTR IS33PL0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      19601 | OU      | $266.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33QU6   TRS EUR R E IS33QU6/ES0116920333 / Short: IS33QU6   TRS EUR P V 00MESTR IS33QV7/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21655 | OU      | $320.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33RG9   TRS EUR R E IS33RG9/ES0116920333 / Short: IS33RG9   TRS EUR P V 00MESTR IS33RH0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21808 | OU      | $87.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33RQ9   TRS EUR R E IS33RQ9/ES0116920333 / Short: IS33RQ9   TRS EUR P V 00MESTR IS33RR0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      14054 | OU      | $73.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS33X83   IRS NZD R F  4.04970 IS33X83 CCPVANILLA / Short: SS33X83   IRS NZD P V 03MNZDBB IS33X94 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     416000 | OU      | $3769.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS33ZM1   TRS USD R V 00MOBFR IS33ZN2/OBFR01/-30 BPS / Short: IS33ZM1   TRS USD P E IS33ZM1/US6819191064     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |       2678 | OU      | $94.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS344O9   TRS USD R V 00MSOFR IS344P0/SOFRRATE/-35 BPS / Short: IS344O9   TRS USD P E IS344O9/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      20154 | OU      | $1432.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS345A2   TRS EUR R E IS345A2/ES0116920333 / Short: IS345A2   TRS EUR P V 00MESTR IS345B3/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        343 | OU      | $-0.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS346C1   TRS EUR R E IS346C1/ES0116920333 / Short: IS346C1   TRS EUR P V 00MESTR IS346D2/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       8696 | OU      | $-42.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS346I7   TRS USD R V 00MSOFR IS346J8/SOFRRATE/-35 BPS / Short: IS346I7   TRS USD P E IS346I7/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17149 | OU      | $1290.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS347O0   TRS USD R V 00MSOFR IS347P1/SOFRRATE/-35 BPS / Short: IS347O0   TRS USD P E IS347O0/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16987 | OU      | $1337.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34803   TRS EUR R E IS34803/ES0116920333 / Short: IS34803   TRS EUR P V 00MESTR IS34814/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       2560 | OU      | $-18.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS348K3   TRS EUR R E IS348K3/ES0116920333 / Short: IS348K3   TRS EUR P V 00MESTR IS348L4/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21563 | OU      | $-156.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS348O7   TRS USD R V 00MSOFR IS348P8/SOFRRATE/-35 BPS / Short: IS348O7   TRS USD P E IS348O7/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17374 | OU      | $1584.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34AC9   TRS USD R V 00MSOFR IS34AD0/SOFRRATE/-30 BPS / Short: IS34AC9   TRS USD P E IS34AC9/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16902 | OU      | $1388.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34AS5   TRS USD R V 00MSOFR IS34AT6/SOFRRATE/-30 BPS / Short: IS34AS5   TRS USD P E IS34AS5/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17089 | OU      | $1363.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34C67   TRS USD R V 00MSOFR IS34C78/SOFRRATE/-30 BPS / Short: IS34C67   TRS USD P E IS34C67/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17459 | OU      | $1596.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34EO9   TRS USD R V 00MSOFR IS34EP0/SOFRRATE/-30 BPS / Short: IS34EO9   TRS USD P E IS34EO9/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17180 | OU      | $1661.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS34ST2   IRS NOK R V 06MNIBOR IS34SU3 CCPVANILLA / Short: BS34ST2   IRS NOK P F  4.05770 IS34ST2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2474000 | OU      | $270.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UB8   TRS USD R V 00MFEDL IS34UC9/FEDL01/-35 BPS / Short: IS34UB8   TRS USD P E IS34UB8/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      33963 | OU      | $-2218.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UD0   TRS USD R E IS34UD0/GB00BNDRMJ14 / Short: IS34UD0   TRS USD P V 00MFEDL IS34UE1/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      53166 | OU      | $5198.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UF2   TRS USD R E IS34UF2/GB00BNDRMJ14 / Short: IS34UF2   TRS USD P V 00MFEDL IS34UG3/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      53287 | OU      | $5538.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UH4   TRS USD R E IS34UH4/GB00BNDRMJ14 / Short: IS34UH4   TRS USD P V 00MFEDL IS34UI5/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      78868 | OU      | $8728.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UJ6   TRS USD R E IS34UJ6/GB00BNDRMJ14 / Short: IS34UJ6   TRS USD P V 00MFEDL IS34UK7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      78324 | OU      | $9319.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UL8   TRS USD R V 00MFEDL IS34UM9/FEDL01/-35 BPS / Short: IS34UL8   TRS USD P E IS34UL8/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      42750 | OU      | $-3017.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UN0   TRS USD R V 00MFEDL IS34UO1/FEDL01/-35 BPS / Short: IS34UN0   TRS USD P E IS34UN0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      50249 | OU      | $-3446.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34WJ0   TRS USD R V 00MFEDL IS34WK1/FEDL01/-35 BPS / Short: IS34WJ0   TRS USD P E IS34WJ0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      34619 | OU      | $-1553.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34WL2   TRS USD R E IS34WL2/GB00BNDRMJ14 / Short: IS34WL2   TRS USD P V 00MFEDL IS34WM3/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      53033 | OU      | $6106.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS351B8   IRS SEK R F  2.62730 IS351B8 CCPVANILLA / Short: SS351B8   IRS SEK P V 03MSTIBO IS351C9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1418000 | OU      | $-1578.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35293   TRS USD R E IS35293/GB00BNDRMJ14 / Short: IS35293   TRS USD P V 00MFEDL IS352A4/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1409 | OU      | $177.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352N7   TRS USD R V 00MFEDL IS352O8/FEDL01/-35 BPS / Short: IS352N7   TRS USD P E IS352N7/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        930 | OU      | $-62.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352R1   TRS USD R E IS352R1/GB00BNDRMJ14 / Short: IS352R1   TRS USD P V 00MFEDL IS352S2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      22594 | OU      | $3029.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35312   TRS USD R V 00MFEDL IS35323/FEDL01/-35 BPS / Short: IS35312   TRS USD P E IS35312/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14662 | OU      | $-1054.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS359F8   IRS SEK R F  2.52230 IS359F8 CCPVANILLA / Short: SS359F8   IRS SEK P V 03MSTIBO IS359G9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1220000 | OU      | $-2564.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35F50   IRS NZD R F  4.08970 IS35F50 CCPVANILLA / Short: SS35F50   IRS NZD P V 03MNZDBB IS35F61 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     613000 | OU      | $10173.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35LV8   IRS NZD R F  4.13370 IS35LV8 CCPVANILLA / Short: SS35LV8   IRS NZD P V 03MNZDBB IS35LW9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     378000 | OU      | $6984.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35MG0   IRS NZD R F  4.10270 IS35MG0 CCPVANILLA / Short: SS35MG0   IRS NZD P V 03MNZDBB IS35MH1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     459000 | OU      | $7727.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35KV1   TRS USD R E IS35KV1/GB00BNDRMJ14 / Short: IS35KV1   TRS USD P V 00MFEDL IS35KW2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13059 | OU      | $2009.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35MQ0   TRS USD R E IS35MQ0/GB00BNDRMJ14 / Short: IS35MQ0   TRS USD P V 00MFEDL IS35MR1/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      15704 | OU      | $2497.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35O08   TRS USD R E IS35O08/GB00BNDRMJ14 / Short: IS35O08   TRS USD P V 00MFEDL IS35O19/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1815 | OU      | $295.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35OW0   TRS GBP R E IS35OW0/GB00BF8J3Z99 / Short: IS35OW0   TRS GBP P V 00MSONIA IS35OX1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6623 | OU      | $-483.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35OY2   TRS GBP R V 00MSONIA IS35OZ3/SONIO/N/-35 BPS / Short: IS35OY2   TRS GBP P E IS35OY2/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4475 | OU      | $683.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OM0   TRS USD R V 00MFEDL IS35ON1/FEDL01/-35 BPS / Short: IS35OM0   TRS USD P E IS35OM0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       9027 | OU      | $-429.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OQ4   TRS USD R V 00MFEDL IS35OR5/FEDL01/-35 BPS / Short: IS35OQ4   TRS USD P E IS35OQ4/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      61503 | OU      | $-3370.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OS6   TRS USD R E IS35OS6/GB00BNDRMJ14 / Short: IS35OS6   TRS USD P V 00MFEDL IS35OT7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      91855 | OU      | $14095.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OU8   TRS USD R E IS35OU8/GB00BNDRMJ14 / Short: IS35OU8   TRS USD P V 00MFEDL IS35OV9/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13681 | OU      | $2099.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35QG8   IRS NZD R F  4.06000 IS35QG8 CCPVANILLA / Short: SS35QG8   IRS NZD P V 03MNZDBB IS35QH9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     480000 | OU      | $7029.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QC4   TRS GBP R E IS35QC4/GB00BF8J3Z99 / Short: IS35QC4   TRS GBP P V 00MSONIA IS35QD5/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7390 | OU      | $-725.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QE6   TRS GBP R V 00MSONIA IS35QF7/SONIO/N/-35 BPS / Short: IS35QE6   TRS GBP P E IS35QE6/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5041 | OU      | $943.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QQ8   TRS GBP R E IS35QQ8/GB00BF8J3Z99 / Short: IS35QQ8   TRS GBP P V 00MSONIA IS35QR9/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1913 | OU      | $-183.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QS0   TRS GBP R V 00MSONIA IS35QT1/SONIO/N/-35 BPS / Short: IS35QS0   TRS GBP P E IS35QS0/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1305 | OU      | $240.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35SC8   IRS CHF R F   .55780 IS35SC8 CCPOIS / Short: SS35SC8   IRS CHF P V 00MSARON IS35SD9 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     164000 | OU      | $2130.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35RS7   TRS GBP R E IS35RS7/GB00BF8J3Z99 / Short: IS35RS7   TRS GBP P V 00MSONIA IS35RT8/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5402 | OU      | $-444.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35RU9   TRS GBP R V 00MSONIA IS35RV0/SONIO/N/-35 BPS / Short: IS35RU9   TRS GBP P E IS35RU9/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3670 | OU      | $614.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35SM8   TRS GBP R E IS35SM8/GB00BF8J3Z99 / Short: IS35SM8   TRS GBP P V 00MSONIA IS35SN9/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3534 | OU      | $-233.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35SO0   TRS GBP R V 00MSONIA IS35SP1/SONIO/N/-35 BPS / Short: IS35SO0   TRS GBP P E IS35SO0/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2385 | OU      | $346.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35T25   TRS USD R V 00MSOFR IS35T36/SOFRRATE/-30 BPS / Short: IS35T25   TRS USD P E IS35T25/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      45154 | OU      | $-603.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35T69   TRS USD R V 00MSOFR IS35T70/SOFRRATE/-30 BPS / Short: IS35T69   TRS USD P E IS35T69/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     205299 | OU      | $-6606.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35TY7   TRS USD R V 00MSOFR IS35TZ8/SOFRRATE/-30 BPS / Short: IS35TY7   TRS USD P E IS35TY7/US6974351057   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      81317 | OU      | $-2013.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35U22   TRS USD R V 00MSOFR IS35U33/SOFRRATE/-30 BPS / Short: IS35U22   TRS USD P E IS35U22/US6974351057   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      81100 | OU      | $-1852.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35U88   TRS GBP R E IS35U88/GB00BCRX1J15 / Short: IS35U88   TRS GBP P V 00MSONIA IS35U99/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32565 | OU      | $-35.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35U66   TRS USD R V 00MFEDL IS35U77/FEDL01/-35 BPS / Short: IS35U66   TRS USD P E IS35U66/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      77274 | OU      | $-5011.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35UC2   TRS USD R V 00MFEDL IS35UD3/FEDL01/-35 BPS / Short: IS35UC2   TRS USD P E IS35UC2/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     158778 | OU      | $-12013.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35UE4   TRS USD R V 00MFEDL IS35UF5/FEDL01/-35 BPS / Short: IS35UE4   TRS USD P E IS35UE4/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     158340 | OU      | $-12077.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35UQ6   TRS GBP R E IS35UQ6/GB00BCRX1J15 / Short: IS35UQ6   TRS GBP P V 00MSONIA IS35UR7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32782 | OU      | $178.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35V63   TRS USD R V 00MFEDL IS35V74/FEDL01/-35 BPS / Short: IS35V63   TRS USD P E IS35V63/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      39681 | OU      | $-3172.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35VA7   TRS USD R V 00MSOFR IS35VB8/SOFRRATE/-30 BPS / Short: IS35VA7   TRS USD P E IS35VA7/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1096 | OU      | $-48.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35VQ3   TRS USD R V 00MSOFR IS35VR4/SOFRRATE/-30 BPS / Short: IS35VQ3   TRS USD P E IS35VQ3/US4042511000   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      58352 | OU      | $7240.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W26   TRS GBP R E IS35W26/GB00BCRX1J15 / Short: IS35W26   TRS GBP P V 00MSONIA IS35W37/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13967 | OU      | $103.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W04   TRS GBP R E IS35W04/GB00BCRX1J15 / Short: IS35W04   TRS GBP P V 00MSONIA IS35W15/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      18494 | OU      | $136.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W82   TRS GBP R E IS35W82/GB00BCRX1J15 / Short: IS35W82   TRS GBP P V 00MSONIA IS35W93/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32339 | OU      | $238.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WQ0   TRS USD R V 00MSOFR IS35WR1/SOFRRATE/-30 BPS / Short: IS35WQ0   TRS USD P E IS35WQ0/US4042511000   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1410 | OU      | $99.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WS2   TRS GBP R E IS35WS2/GB00BCRX1J15 / Short: IS35WS2   TRS GBP P V 00MSONIA IS35WT3/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32347 | OU      | $244.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WW6   TRS GBP R E IS35WW6/GB00BCRX1J15 / Short: IS35WW6   TRS GBP P V 00MSONIA IS35WX7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       9935 | OU      | $79.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35XG7   TRS USD R V 00MFEDL IS35XH8/FEDL01/-35 BPS / Short: IS35XG7   TRS USD P E IS35XG7/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      67603 | OU      | $-6486.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35XM3   TRS USD R V 00MOBFR IS35XN4/OBFR01/-25 BPS / Short: IS35XM3   TRS USD P E IS35XM3/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      15558 | OU      | $933.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35XU1   TRS GBP R E IS35XU1/GB00BCRX1J15 / Short: IS35XU1   TRS GBP P V 00MSONIA IS35XV2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6940 | OU      | $66.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35XW3   TRS GBP R E IS35XW3/GB00BCRX1J15 / Short: IS35XW3   TRS GBP P V 00MSONIA IS35XX4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        380 | OU      | $3.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35YE2   TRS USD R V 00MSOFR IS35YF3/SOFRRATE/-30 BPS / Short: IS35YE2   TRS USD P E IS35YE2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13454 | OU      | $3215.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35ZO9   TRS USD R V 00MSOFR IS35ZP0/SOFRRATE/-30 BPS / Short: IS35ZO9   TRS USD P E IS35ZO9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       9577 | OU      | $2288.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35ZQ1   TRS USD R V 00MOBFR IS35ZR2/OBFR01/-25 BPS / Short: IS35ZQ1   TRS USD P E IS35ZQ1/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      16778 | OU      | $832.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS361C2   TRS USD R V 00MOBFR IS361D3/OBFR01/-25 BPS / Short: IS361C2   TRS USD P E IS361C2/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      35099 | OU      | $1396.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS361Q6   TRS USD R V 00MSOFR IS361R7/SOFRRATE/-30 BPS / Short: IS361Q6   TRS USD P E IS361Q6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       6689 | OU      | $1566.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS362Y1   IRS SEK R F  2.62780 IS362Y1 CCPVANILLA / Short: SS362Y1   IRS SEK P V 03MSTIBO IS362Z2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1765000 | OU      | $-2206.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS362G3   TRS USD R V 00MSOFR IS362H4/SOFRRATE/-30 BPS / Short: IS362G3   TRS USD P E IS362G3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      15018 | OU      | $3790.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS362M9   TRS USD R V 00MSOFR IS362N0/SOFRRATE/-30 BPS / Short: IS362M9   TRS USD P E IS362M9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8683 | OU      | $2182.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS362S5   TRS USD R V 00MOBFR IS362T6/OBFR01/-25 BPS / Short: IS362S5   TRS USD P E IS362S5/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12109 | OU      | $962.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS363E8   TRS USD R V 00MSOFR IS363F9/SOFRRATE/-30 BPS / Short: IS363E8   TRS USD P E IS363E8/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1065 | OU      | $276.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36401   TRS USD R V 00MFEDL IS36412/FEDL01/-35 BPS / Short: IS36401   TRS USD P E IS36401/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      62870 | OU      | $-3320.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS364C3   TRS USD R V 00MOBFR IS364D4/OBFR01/-25 BPS / Short: IS364C3   TRS USD P E IS364C3/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        357 | OU      | $28.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS365E2   TRS USD R V 00MOBFR IS365F3/OBFR01/-25 BPS / Short: IS365E2   TRS USD P E IS365E2/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6243 | OU      | $377.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36683   IRS SEK R F  2.65200 IS36683 CCPVANILLA / Short: SS36683   IRS SEK P V 03MSTIBO IS36694 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3990000 | OU      | $-4208.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366C7   TRS USD R E IS366C7/GB00BNDRMJ14 / Short: IS366C7   TRS USD P V 00MFEDL IS366D8/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     210558 | OU      | $30686.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366O9   TRS USD R V 00MFEDL IS366P0/FEDL01/-35 BPS / Short: IS366O9   TRS USD P E IS366O9/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     139324 | OU      | $-8445.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366S3   TRS USD R V 00MFEDL IS366T4/FEDL01/-35 BPS / Short: IS366S3   TRS USD P E IS366S3/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     324699 | OU      | $-10439.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36724   TRS USD R V 00MSOFR IS36735/SOFRRATE/-30 BPS / Short: IS36724   TRS USD P E IS36724/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     113409 | OU      | $-3330.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS36768   TRS USD R V 00MOBFR IS36779/OBFR01/-30 BPS / Short: IS36768   TRS USD P E IS36768/US6819191064     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     447081 | OU      | $36116.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36865   TRS USD R V 00MOBFR IS36876/OBFR01/-25 BPS / Short: IS36865   TRS USD P E IS36865/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      80238 | OU      | $5850.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368E3   TRS USD R V 00MSOFR IS368F4/SOFRRATE/-30 BPS / Short: IS368E3   TRS USD P E IS368E3/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      75247 | OU      | $-1123.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS368I7   TRS USD R V 00MFEDL IS368J8/FEDL01/-35 BPS / Short: IS368I7   TRS USD P E IS368I7/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      54196 | OU      | $-747.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368M1   TRS USD R V 00MSOFR IS368N2/SOFRRATE/-30 BPS / Short: IS368M1   TRS USD P E IS368M1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      26762 | OU      | $7045.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368W1   TRS GBP R E IS368W1/GB00BCRX1J15 / Short: IS368W1   TRS GBP P V 00MSONIA IS368X2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      81094 | OU      | $471.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS36940   TRS USD R V 00MOBFR IS36951/OBFR01/-35 BPS / Short: IS36940   TRS USD P E IS36940/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      67763 | OU      | $-1345.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS369K6   TRS USD R V 00MSOFR IS369L7/SOFRRATE/-30 BPS / Short: IS369K6   TRS USD P E IS369K6/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      56964 | OU      | $-391.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS369Q2   TRS USD R V 00MSOFR IS369R3/SOFRRATE/-30 BPS / Short: IS369Q2   TRS USD P E IS369Q2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8656 | OU      | $2543.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS369I4   TRS USD R V 00MFEDL IS369J5/FEDL01/-35 BPS / Short: IS369I4   TRS USD P E IS369I4/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     108147 | OU      | $-1598.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36A25   TRS USD R V 00MSOFR IS36A36/SOFRRATE/-30 BPS / Short: IS36A25   TRS USD P E IS36A25/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3847 | OU      | $1085.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36A47   TRS USD R V 00MSOFR IS36A58/SOFRRATE/-30 BPS / Short: IS36A47   TRS USD P E IS36A47/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     111724 | OU      | $-3255.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36A69   TRS USD R V 00MOBFR IS36A70/OBFR01/-25 BPS / Short: IS36A69   TRS USD P E IS36A69/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2940 | OU      | $230.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36B00   IRS SEK R F  2.69280 IS36B00 CCPVANILLA / Short: SS36B00   IRS SEK P V 03MSTIBO IS36B11 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3880000 | OU      | $-2682.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36AU3   TRS USD R V 00MSOFR IS36AV4/SOFRRATE/-30 BPS / Short: IS36AU3   TRS USD P E IS36AU3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        800 | OU      | $208.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36B22   TRS GBP R E IS36B22/GB00BF8J3Z99 / Short: IS36B22   TRS GBP P V 00MSONIA IS36B33/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      10890 | OU      | $-510.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36B44   TRS GBP R V 00MSONIA IS36B55/SONIO/N/-35 BPS / Short: IS36B44   TRS GBP P E IS36B44/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7128 | OU      | $638.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36BG6   TRS USD R V 00MFEDL IS36BH7/FEDL01/-35 BPS / Short: IS36BG6   TRS USD P E IS36BG6/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      91564 | OU      | $-508.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BM2   TRS USD R V 00MSOFR IS36BN3/SOFRRATE/-30 BPS / Short: IS36BM2   TRS USD P E IS36BM2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        539 | OU      | $144.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BU0   TRS GBP R E IS36BU0/GB00BF8J3Z99 / Short: IS36BU0   TRS GBP P V 00MSONIA IS36BV1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2601 | OU      | $-90.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BW2   TRS GBP R V 00MSONIA IS36BX3/SONIO/N/-35 BPS / Short: IS36BW2   TRS GBP P E IS36BW2/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1697 | OU      | $126.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36CC9   TRS GBP R E IS36CC9/GB00BF8J3Z99 / Short: IS36CC9   TRS GBP P V 00MSONIA IS36CD0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1245 | OU      | $-25.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36CE1   TRS GBP R V 00MSONIA IS36CF2/SONIO/N/-35 BPS / Short: IS36CE1   TRS GBP P E IS36CE1/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        808 | OU      | $43.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36C85   TRS USD R V 00MSOFR IS36C96/SOFRRATE/-30 BPS / Short: IS36C85   TRS USD P E IS36C85/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8998 | OU      | $2280.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36CW9   IRS SEK R F  2.70180 IS36CW9 CCPVANILLA / Short: SS36CW9   IRS SEK P V 03MSTIBO IS36CX0 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1214000 | OU      | $-1459.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36CO1   TRS GBP R V 00MSONIA IS36CP2/SONIO/N/-35 BPS / Short: IS36CO1   TRS GBP P E IS36CO1/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1388 | OU      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36CM9   TRS GBP R E IS36CM9/GB00BF8J3Z99 / Short: IS36CM9   TRS GBP P V 00MSONIA IS36CN0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2166 | OU      | $30.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36DK4   TRS USD R V 00MSOFR IS36DL5/SOFRRATE/-30 BPS / Short: IS36DK4   TRS USD P E IS36DK4/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       2120 | OU      | $539.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36E89   TRS GBP R E IS36E89/GB00BF8J3Z99 / Short: IS36E89   TRS GBP P V 00MSONIA IS36E90/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4321 | OU      | $62.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36EA1   TRS GBP R V 00MSONIA IS36EB2/SONIO/N/-35 BPS / Short: IS36EA1   TRS GBP P E IS36EA1/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2789 | OU      | $35.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36ES9   IRS SEK R F  2.65380 IS36ES9 CCPVANILLA / Short: SS36ES9   IRS SEK P V 03MSTIBO IS36ET0 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1774000 | OU      | $-2973.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36F20   TRS USD R V 00MSOFR IS36F31/SOFRRATE/-30 BPS / Short: IS36F20   TRS USD P E IS36F20/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3359 | OU      | $788.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36F42   TRS GBP R V 00MSONIA IS36F53/SONIO/N/-35 BPS / Short: IS36F42   TRS GBP P E IS36F42/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2602 | OU      | $44.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36F64   TRS GBP R E IS36F64/GB00BF8J3Z99 / Short: IS36F64   TRS GBP P V 00MSONIA IS36F75/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3993 | OU      | $87.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36G27   TRS GBP R E IS36G27/GB00BF8J3Z99 / Short: IS36G27   TRS GBP P V 00MSONIA IS36G38/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      10286 | OU      | $136.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36G49   TRS GBP R V 00MSONIA IS36G50/SONIO/N/-35 BPS / Short: IS36G49   TRS GBP P E IS36G49/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6802 | OU      | $305.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36FW0   TRS KRW R E IS36FW0/KR4101WC0003 / Short: IS36FW0   TRS KRW P F   .00000 IS36FX1/KMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  435597898 | OU      | $81801.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36GI3   TRS USD R V 00MSOFR IS36GJ4/SOFRRATE/-30 BPS / Short: IS36GI3   TRS USD P E IS36GI3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      18878 | OU      | $4636.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36GK5   TRS USD R V 00MSOFR IS36GL6/SOFRRATE/-30 BPS / Short: IS36GK5   TRS USD P E IS36GK5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13193 | OU      | $3304.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36IY3   TRS USD R V 00MSOFR IS36IZ4/SOFRRATE/-30 BPS / Short: IS36IY3   TRS USD P E IS36IY3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        262 | OU      | $64.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36K81   IRS SEK R F  2.62100 IS36K81 CCPVANILLA / Short: SS36K81   IRS SEK P V 03MSTIBO IS36K92 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2076000 | OU      | $-4185.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: IS36MA7   TRS USD R E IS36MA7 COMMODITYTRS / Short: IS36MA7   TRS USD P F   .09000 IS36MB8 COMMODITYTRS      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |    4256156 | OU      | $184626.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36K03   TRS EUR R E IS36K03/ES0116920333 / Short: IS36K03   TRS EUR P V 00MESTR IS36K14/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      85392 | OU      | $972.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36JW8   TRS EUR R E IS36JW8/ES0116920333 / Short: IS36JW8   TRS EUR P V 00MESTR IS36JX9/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      11328 | OU      | $142.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36O01   TRS GBP R V 00MSONIA IS36O12/SONIO/N/-35 BPS / Short: IS36O01   TRS GBP P E IS36O01/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7021 | OU      | $130.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36NU4   TRS GBP R V 00MSONIA IS36NV5/SONIO/N/-35 BPS / Short: IS36NU4   TRS GBP P E IS36NU4/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3697 | OU      | $68.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36NS2   TRS GBP R E IS36NS2/GB00BF8J3Z99 / Short: IS36NS2   TRS GBP P V 00MSONIA IS36NT3/SONIO/N/ +40 BPS  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      10591 | OU      | $470.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36NY8   TRS GBP R E IS36NY8/GB00BF8J3Z99 / Short: IS36NY8   TRS GBP P V 00MSONIA IS36NZ9/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5576 | OU      | $247.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36NW6   TRS GBP R E IS36NW6/GB00BF8J3Z99 / Short: IS36NW6   TRS GBP P V 00MSONIA IS36NX7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7950 | OU      | $353.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36O23   TRS GBP R V 00MSONIA IS36O34/SONIO/N/-35 BPS / Short: IS36O23   TRS GBP P E IS36O23/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5269 | OU      | $97.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36OK1   TRS USD R V 00MOBFR IS36OL2/OBFR01/-25 BPS / Short: IS36OK1   TRS USD P E IS36OK1/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10765 | OU      | $1012.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36OS9   TRS USD R V 00MOBFR IS36OT0/OBFR01/-25 BPS / Short: IS36OS9   TRS USD P E IS36OS9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      51748 | OU      | $10404.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36OU1   TRS USD R V 00MSOFR IS36OV2/SOFRRATE/-30 BPS / Short: IS36OU1   TRS USD P E IS36OU1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       2079 | OU      | $494.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36OM3   TRS USD R V 00MSOFR IS36ON4/SOFRRATE/-30 BPS / Short: IS36OM3   TRS USD P E IS36OM3/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     188851 | OU      | $-12032.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36RK2   TRS USD R V 00MSOFR IS36RL3/SOFRRATE/-30 BPS / Short: IS36RK2   TRS USD P E IS36RK2/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      50693 | OU      | $-2925.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36RS0   TRS USD R V 00MSOFR IS36RT1/SOFRRATE/-30 BPS / Short: IS36RS0   TRS USD P E IS36RS0/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3264 | OU      | $888.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36RU2   TRS USD R V 00MOBFR IS36RV3/OBFR01/-25 BPS / Short: IS36RU2   TRS USD P E IS36RU2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      32478 | OU      | $6644.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36TS4   TRS CAD R E IS36TS4/CA4013393042 / Short: IS36TS4   TRS CAD P V 00MCORRA IS36TT5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4416 | OU      | $-0.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36SE3   TRS EUR R E IS36SE3/ES0116920333 / Short: IS36SE3   TRS EUR P V 00MESTR IS36SF4/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       7943 | OU      | $122.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36TA6   TRS USD R V 00MFEDL IS36TB7/FEDL01/-35 BPS / Short: IS36TA6   TRS USD P E IS36TA6/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      47918 | OU      | $31.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36TE0   TRS USD R V 00MOBFR IS36TF1/OBFR01/-25 BPS / Short: IS36TE0   TRS USD P E IS36TE0/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        142 | OU      | $9.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36TG2   TRS USD R V 00MOBFR IS36TH3/OBFR01/-25 BPS / Short: IS36TG2   TRS USD P E IS36TG2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      31958 | OU      | $6105.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36TM8   TRS USD R V 00MOBFR IS36TN9/OBFR01/-25 BPS / Short: IS36TM8   TRS USD P E IS36TM8/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2447 | OU      | $184.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36UE7   TRS CAD R E IS36UE7/CA4013393042 / Short: IS36UE7   TRS CAD P V 00MCORRA IS36UF8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      54644 | OU      | $-36.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36UC5   TRS USD R V 00MOBFR IS36UD6/OBFR01/-25 BPS / Short: IS36UC5   TRS USD P E IS36UC5/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10852 | OU      | $1816.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36W85   TRS CAD R E IS36W85/CA4013393042 / Short: IS36W85   TRS CAD P V 00MCORRA IS36W96/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      27739 | OU      | $-27.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36WO1   TRS CAD R E IS36WO1/CA4013393042 / Short: IS36WO1   TRS CAD P V 00MCORRA IS36WP2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        335 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36WE1   TRS USD R V 00MOBFR IS36WF2/OBFR01/-25 BPS / Short: IS36WE1   TRS USD P E IS36WE1/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2769 | OU      | $206.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36WG3   TRS USD R V 00MOBFR IS36WH4/OBFR01/-25 BPS / Short: IS36WG3   TRS USD P E IS36WG3/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     251387 | OU      | $-78636.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36WI5   TRS USD R V 00MOBFR IS36WJ6/OBFR01/-25 BPS / Short: IS36WI5   TRS USD P E IS36WI5/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      72953 | OU      | $-16749.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36WK7   TRS USD R V 00MSOFR IS36WL8/SOFRRATE/-30 BPS / Short: IS36WK7   TRS USD P E IS36WK7/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13824 | OU      | $3518.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36WM9   TRS USD R V 00MOBFR IS36WN0/OBFR01/-25 BPS / Short: IS36WM9   TRS USD P E IS36WM9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      42690 | OU      | $6283.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36WQ3   TRS USD R V 00MOBFR IS36WR4/OBFR01/-25 BPS / Short: IS36WQ3   TRS USD P E IS36WQ3/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2765 | OU      | $201.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36YK1   TRS CAD R E IS36YK1/CA4013393042 / Short: IS36YK1   TRS CAD P V 00MCORRA IS36YL2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      48627 | OU      | $-33.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36Y89   TRS GBP R E IS36Y89/GB00BF8J3Z99 / Short: IS36Y89   TRS GBP P V 00MSONIA IS36Y90/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2945 | OU      | $238.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36YA1   TRS GBP R V 00MSONIA IS36YB2/SONIO/N/-35 BPS / Short: IS36YA1   TRS GBP P E IS36YA1/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1912 | OU      | $-83.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36YO5   TRS USD R V 00MSOFR IS36YP6/SOFRRATE/-30 BPS / Short: IS36YO5   TRS USD P E IS36YO5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14898 | OU      | $3998.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36YQ7   TRS USD R V 00MOBFR IS36YR8/OBFR01/-25 BPS / Short: IS36YQ7   TRS USD P E IS36YQ7/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2621 | OU      | $224.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36YS9   TRS USD R V 00MOBFR IS36YT0/OBFR01/-25 BPS / Short: IS36YS9   TRS USD P E IS36YS9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6153 | OU      | $962.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS36ZA8   IRS NOK R V 06MNIBOR IS36ZB9 CCPVANILLA / Short: BS36ZA8   IRS NOK P F  4.04220 IS36ZA8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3211000 | OU      | $-282.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36ZW0   TRS CAD R E IS36ZW0/CA4013393042 / Short: IS36ZW0   TRS CAD P V 00MCORRA IS36ZX1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      23132 | OU      | $16.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36Z64   TRS GBP R E IS36Z64/GB00BCRX1J15 / Short: IS36Z64   TRS GBP P V 00MSONIA IS36Z75/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      18544 | OU      | $168.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36ZG4   TRS GBP R E IS36ZG4/GB00BF8J3Z99 / Short: IS36ZG4   TRS GBP P V 00MSONIA IS36ZH5/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3098 | OU      | $307.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36ZI6   TRS GBP R V 00MSONIA IS36ZJ7/SONIO/N/-35 BPS / Short: IS36ZI6   TRS GBP P E IS36ZI6/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2001 | OU      | $-142.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36ZQ4   TRS USD R V 00MOBFR IS36ZR5/OBFR01/-25 BPS / Short: IS36ZQ4   TRS USD P E IS36ZQ4/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2644 | OU      | $214.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36ZS6   TRS USD R V 00MOBFR IS36ZT7/OBFR01/-25 BPS / Short: IS36ZS6   TRS USD P E IS36ZS6/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       7448 | OU      | $1191.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36ZU8   TRS USD R V 00MOBFR IS36ZV9/OBFR01/-25 BPS / Short: IS36ZU8   TRS USD P E IS36ZU8/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      82347 | OU      | $-23524.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37006   TRS USD R V 00MSOFR IS37017/SOFRRATE/-30 BPS / Short: IS37006   TRS USD P E IS37006/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3702 | OU      | $926.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37028   TRS USD R V 00MOBFR IS37039/OBFR01/-25 BPS / Short: IS37028   TRS USD P E IS37028/US9078181081     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      39393 | OU      | $32.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS371A3   IRS NOK R V 06MNIBOR IS371B4 CCPVANILLA / Short: BS371A3   IRS NOK P F  4.08900 IS371A3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1423000 | OU      | $-674.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS370S4   TRS CAD R E IS370S4/CA4013393042 / Short: IS370S4   TRS CAD P V 00MCORRA IS370T5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      24558 | OU      | $50.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS370A6   TRS GBP R E IS370A6/GB00BF8J3Z99 / Short: IS370A6   TRS GBP P V 00MSONIA IS370B7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5095 | OU      | $550.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS370C8   TRS GBP R V 00MSONIA IS370D9/SONIO/N/-35 BPS / Short: IS370C8   TRS GBP P E IS370C8/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3276 | OU      | $-275.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS370O0   TRS USD R V 00MFEDL IS370P1/FEDL01/-35 BPS / Short: IS370O0   TRS USD P E IS370O0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      97638 | OU      | $1470.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS370Q2   TRS USD R V 00MOBFR IS370R3/OBFR01/-25 BPS / Short: IS370Q2   TRS USD P E IS370Q2/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      41007 | OU      | $-12293.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS370U6   TRS USD R V 00MOBFR IS370V7/OBFR01/-25 BPS / Short: IS370U6   TRS USD P E IS370U6/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      39321 | OU      | $2978.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS370W8   TRS USD R V 00MOBFR IS370X9/OBFR01/-25 BPS / Short: IS370W8   TRS USD P E IS370W8/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      26601 | OU      | $3888.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: SS37288   CDS USD R F  5.00000 IS37288 CCPCDX / Short: SS37288   CDS USD P V 03MEVENT IS37299 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7900000 | OU      | $664535.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS372G6   IRS NOK R V 06MNIBOR IS372H7 CCPVANILLA / Short: BS372G6   IRS NOK P F  4.09700 IS372G6 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2788000 | OU      | $-1506.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37222   TRS CAD R E IS37222/CA4013393042 / Short: IS37222   TRS CAD P V 00MCORRA IS37233/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      24483 | OU      | $12.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS371M5   TRS GBP R V 00MSONIA IS371N6/SONIO/N/-35 BPS / Short: IS371M5   TRS GBP P E IS371M5/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2897 | OU      | $-252.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37200   TRS USD R V 00MOBFR IS37211/OBFR01/-25 BPS / Short: IS37200   TRS USD P E IS37200/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      40716 | OU      | $-12463.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37244   TRS USD R V 00MOBFR IS37255/OBFR01/-25 BPS / Short: IS37244   TRS USD P E IS37244/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      43037 | OU      | $8204.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37266   TRS USD R V 00MSOFR IS37277/SOFRRATE/-30 BPS / Short: IS37266   TRS USD P E IS37266/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        276 | OU      | $77.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS371O7   TRS GBP R E IS371O7/GB00BF8J3Z99 / Short: IS371O7   TRS GBP P V 00MSONIA IS371P8/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4505 | OU      | $502.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS373K7   TRS CAD R E IS373K7/CA4013393042 / Short: IS373K7   TRS CAD P V 00MCORRA IS373L8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      24321 | OU      | $36.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS372K0   TRS KRW R E IS372K0/KR4101WC0003 / Short: IS372K0   TRS KRW P F   .00000 IS372L1/KMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  117904080 | OU      | $14327.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37385   TRS USD R V 00MOBFR IS37396/OBFR01/-25 BPS / Short: IS37385   TRS USD P E IS37385/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2561 | OU      | $128.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37460   TRS CAD R E IS37460/CA4013393042 / Short: IS37460   TRS CAD P V 00MCORRA IS37471/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      31682 | OU      | $39.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS373U7   TRS GBP R V 00MSONIA IS373V8/SONIO/N/-35 BPS / Short: IS373U7   TRS GBP P E IS373U7/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        102 | OU      | $-7.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS373W9   TRS GBP R E IS373W9/GB00BF8J3Z99 / Short: IS373W9   TRS GBP P V 00MSONIA IS373X0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        154 | OU      | $15.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37482   TRS USD R V 00MOBFR IS37493/OBFR01/-25 BPS / Short: IS37482   TRS USD P E IS37482/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2648 | OU      | $115.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS374A4   TRS USD R V 00MOBFR IS374B5/OBFR01/-25 BPS / Short: IS374A4   TRS USD P E IS374A4/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      17356 | OU      | $2697.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37589   TRS USD R V 00MOBFR IS37590/OBFR01/-25 BPS / Short: IS37589   TRS USD P E IS37589/US0545402085     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      62879 | OU      | $6655.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS375A1   TRS USD R V 00MOBFR IS375B2/OBFR01/-25 BPS / Short: IS375A1   TRS USD P E IS375A1/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       5934 | OU      | $958.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS375U1   TRS CAD R E IS375U1/CA4013393042 / Short: IS375U1   TRS CAD P V 00MCORRA IS375V2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      21151 | OU      | $7.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS375W3   TRS USD R V 00MSOFR IS375X4/SOFRRATE/-30 BPS / Short: IS375W3   TRS USD P E IS375W3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       2457 | OU      | $671.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS375Y5   TRS USD R V 00MOBFR IS375Z6/OBFR01/-25 BPS / Short: IS375Y5   TRS USD P E IS375Y5/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      38152 | OU      | $4670.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37664   TRS USD R V 00MOBFR IS37675/OBFR01/-25 BPS / Short: IS37664   TRS USD P E IS37664/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       5965 | OU      | $1055.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS377A5   TRS CAD R E IS377A5/CA4013393042 / Short: IS377A5   TRS CAD P V 00MCORRA IS377B6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       2145 | OU      | $-1.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS376G4   TRS GBP R V 00MSONIA IS376H5/SONIO/N/-35 BPS / Short: IS376G4   TRS GBP P E IS376G4/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         69 | OU      | $-7.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS376I6   TRS GBP R E IS376I6/GB00BF8J3Z99 / Short: IS376I6   TRS GBP P V 00MSONIA IS376J7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        106 | OU      | $13.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37705   TRS USD R V 00MOBFR IS37716/OBFR01/-25 BPS / Short: IS37705   TRS USD P E IS37705/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      22725 | OU      | $2844.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37749   TRS USD R V 00MOBFR IS37750/OBFR01/-25 BPS / Short: IS37749   TRS USD P E IS37749/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2616 | OU      | $114.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS377C7   TRS USD R V 00MOBFR IS377D8/OBFR01/-25 BPS / Short: IS377C7   TRS USD P E IS377C7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3458 | OU      | $649.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37909   TRS CAD R E IS37909/CA4013393042 / Short: IS37909   TRS CAD P V 00MCORRA IS37910/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      14341 | OU      | $-3.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS378E6   TRS GBP R E IS378E6/GB00BF8J3Z99 / Short: IS378E6   TRS GBP P V 00MSONIA IS378F7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2576 | OU      | $241.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS378C4   TRS GBP R V 00MSONIA IS378D5/SONIO/N/-35 BPS / Short: IS378C4   TRS GBP P E IS378C4/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1668 | OU      | $-99.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS378Q8   TRS USD R V 00MFEDL IS378R9/FEDL01/-35 BPS / Short: IS378Q8   TRS USD P E IS378Q8/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     175590 | OU      | $1749.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS378S0   TRS USD R V 00MOBFR IS378T1/OBFR01/-25 BPS / Short: IS378S0   TRS USD P E IS378S0/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        373 | OU      | $42.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS378U2   TRS USD R V 00MOBFR IS378V3/OBFR01/-25 BPS / Short: IS378U2   TRS USD P E IS378U2/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      29950 | OU      | $3382.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS378W4   TRS USD R V 00MOBFR IS378X5/OBFR01/-25 BPS / Short: IS378W4   TRS USD P E IS378W4/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     125735 | OU      | $1332.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37987   TRS USD R V 00MOBFR IS37998/OBFR01/-25 BPS / Short: IS37987   TRS USD P E IS37987/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3210 | OU      | $522.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS379I7   TRS CAD R E IS379I7/CA4013393042 / Short: IS379I7   TRS CAD P V 00MCORRA IS379J8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       8242 | OU      | $-1.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS379K9   TRS CAD R E IS379K9/CA4013393042 / Short: IS379K9   TRS CAD P V 00MCORRA IS379L0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      15554 | OU      | $-8.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS379C1   TRS GBP R V 00MSONIA IS379D2/SONIO/N/-35 BPS / Short: IS379C1   TRS GBP P E IS379C1/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2005 | OU      | $-96.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS379E3   TRS GBP R E IS379E3/GB00BF8J3Z99 / Short: IS379E3   TRS GBP P V 00MSONIA IS379F4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3088 | OU      | $266.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS379M1   TRS USD R V 00MOBFR IS379N2/OBFR01/-25 BPS / Short: IS379M1   TRS USD P E IS379M1/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2597 | OU      | $-1087.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS379Y3   TRS USD R V 00MOBFR IS379Z4/OBFR01/-25 BPS / Short: IS379Y3   TRS USD P E IS379Y3/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      66270 | OU      | $-26522.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37A06   TRS USD R V 00MOBFR IS37A17/OBFR01/-25 BPS / Short: IS37A06   TRS USD P E IS37A06/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      37497 | OU      | $3702.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37A28   TRS USD R V 00MOBFR IS37A39/OBFR01/-25 BPS / Short: IS37A28   TRS USD P E IS37A28/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6387 | OU      | $933.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37AI4   TRS CAD R E IS37AI4/CA4013393042 / Short: IS37AI4   TRS CAD P V 00MCORRA IS37AJ5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       9259 | OU      | $-9.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37A40   TRS GBP R V 00MSONIA IS37A51/SONIO/N/-35 BPS / Short: IS37A40   TRS GBP P E IS37A40/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2854 | OU      | $-116.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37A62   TRS GBP R E IS37A62/GB00BF8J3Z99 / Short: IS37A62   TRS GBP P V 00MSONIA IS37A73/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4356 | OU      | $392.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37A84   TRS GBP R V 00MSONIA IS37A95/SONIO/N/-35 BPS / Short: IS37A84   TRS GBP P E IS37A84/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      50936 | OU      | $-1719.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37AA6   TRS GBP R E IS37AA6/GB00BF8J3Z99 / Short: IS37AA6   TRS GBP P V 00MSONIA IS37AB7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      77540 | OU      | $6739.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37AE0   TRS GBP R E IS37AE0/GB00BF8J3Z99 / Short: IS37AE0   TRS GBP P V 00MSONIA IS37AF1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      26883 | OU      | $2422.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37AC8   TRS GBP R V 00MSONIA IS37AD9/SONIO/N/-35 BPS / Short: IS37AC8   TRS GBP P E IS37AC8/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      17956 | OU      | $-606.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37AO0   TRS USD R V 00MOBFR IS37AP1/OBFR01/-25 BPS / Short: IS37AO0   TRS USD P E IS37AO0/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      26626 | OU      | $4671.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS37AQ2   TRS USD R V 00MOBFR IS37AR3/OBFR01/-30 BPS / Short: IS37AQ2   TRS USD P E IS37AQ2/US3167731005     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     184182 | OU      | $1046.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37CK0   TRS CAD R E IS37CK0/CA4013393042 / Short: IS37CK0   TRS CAD P V 00MCORRA IS37CL1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      24682 | OU      | $-17.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS37CE4   TRS USD R V 00MOBFR IS37CF5/OBFR01/-30 BPS / Short: IS37CE4   TRS USD P E IS37CE4/US3167731005     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     138910 | OU      | $1538.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37CO4   TRS USD R V 00MOBFR IS37CP5/OBFR01/-25 BPS / Short: IS37CO4   TRS USD P E IS37CO4/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      63948 | OU      | $10430.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37CQ6   TRS USD R V 00MOBFR IS37CR7/OBFR01/-25 BPS / Short: IS37CQ6   TRS USD P E IS37CQ6/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     130608 | OU      | $1544.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37DS5   TRS CAD R E IS37DS5/CA4013393042 / Short: IS37DS5   TRS CAD P V 00MCORRA IS37DT6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      17323 | OU      | $75.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37DE1   TRS USD R E IS37DE1/GB00BNDRMJ14 / Short: IS37DE1   TRS USD P V 00MFEDL IS37DF2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      18053 | OU      | $2589.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37DO1   TRS USD R V 00MFEDL IS37DP2/FEDL01/-35 BPS / Short: IS37DO1   TRS USD P E IS37DO1/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      20078 | OU      | $-1004.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37E26   TRS USD R V 00MSOFR IS37E37/SOFRRATE/-30 BPS / Short: IS37E26   TRS USD P E IS37E26/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        260 | OU      | $61.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37EA4   TRS GBP R E IS37EA4/GB00BF8J3Z99 / Short: IS37EA4   TRS GBP P V 00MSONIA IS37EB5/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2730 | OU      | $199.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37EC6   TRS GBP R V 00MSONIA IS37ED7/SONIO/N/-35 BPS / Short: IS37EC6   TRS GBP P E IS37EC6/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1752 | OU      | $-2.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37EE8   TRS USD R V 00MOBFR IS37EF9/OBFR01/-25 BPS / Short: IS37EE8   TRS USD P E IS37EE8/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       9887 | OU      | $511.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37EI2   TRS USD R V 00MOBFR IS37EJ3/OBFR01/-25 BPS / Short: IS37EI2   TRS USD P E IS37EI2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12003 | OU      | $1671.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37ES2   TRS CAD R E IS37ES2/CA4013393042 / Short: IS37ES2   TRS CAD P V 00MCORRA IS37ET3/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7398 | OU      | $30.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37EM6   TRS GBP R E IS37EM6/GB00BF8J3Z99 / Short: IS37EM6   TRS GBP P V 00MSONIA IS37EN7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       9728 | OU      | $488.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37EO8   TRS GBP R V 00MSONIA IS37EP9/SONIO/N/-35 BPS / Short: IS37EO8   TRS GBP P E IS37EO8/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6304 | OU      | $157.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37EU4   TRS USD R V 00MOBFR IS37EV5/OBFR01/-25 BPS / Short: IS37EU4   TRS USD P E IS37EU4/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       4532 | OU      | $319.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37EW6   TRS USD R V 00MOBFR IS37EX7/OBFR01/-25 BPS / Short: IS37EW6   TRS USD P E IS37EW6/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        466 | OU      | $-62.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37EY8   TRS USD R V 00MOBFR IS37EZ9/OBFR01/-25 BPS / Short: IS37EY8   TRS USD P E IS37EY8/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      39236 | OU      | $-5286.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37F01   TRS USD R V 00MOBFR IS37F12/OBFR01/-25 BPS / Short: IS37F01   TRS USD P E IS37F01/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      29041 | OU      | $109.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37F23   TRS USD R V 00MOBFR IS37F34/OBFR01/-25 BPS / Short: IS37F23   TRS USD P E IS37F23/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12256 | OU      | $1925.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37G42   TRS CAD R E IS37G42/CA4013393042 / Short: IS37G42   TRS CAD P V 00MCORRA IS37G53/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      24968 | OU      | $73.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37FQ7   TRS USD R V 00MOBFR IS37FR8/OBFR01/-25 BPS / Short: IS37FQ7   TRS USD P E IS37FQ7/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      41780 | OU      | $-3295.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37FU1   TRS USD R V 00MOBFR IS37FV2/OBFR01/-25 BPS / Short: IS37FU1   TRS USD P E IS37FU1/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        445 | OU      | $32.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37FW3   TRS USD R V 00MOBFR IS37FX4/OBFR01/-25 BPS / Short: IS37FW3   TRS USD P E IS37FW3/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      29623 | OU      | $-1711.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37G08   TRS USD R V 00MOBFR IS37G19/OBFR01/-25 BPS / Short: IS37G08   TRS USD P E IS37G08/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      20230 | OU      | $3248.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37G20   TRS USD R V 00MOBFR IS37G31/OBFR01/-25 BPS / Short: IS37G20   TRS USD P E IS37G20/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      68811 | OU      | $-653.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37HD8   TRS CAD R E IS37HD8/CA4013393042 / Short: IS37HD8   TRS CAD P V 00MCORRA IS37HE9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      12209 | OU      | $42.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37H50   TRS USD R V 00MSOFR IS37H61/SOFRRATE/-30 BPS / Short: IS37H50   TRS USD P E IS37H50/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      38976 | OU      | $-1178.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37H94   TRS USD R V 00MOBFR IS37HA5/OBFR01/-25 BPS / Short: IS37H94   TRS USD P E IS37H94/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     114685 | OU      | $-7025.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37HH2   TRS USD R V 00MOBFR IS37HI3/OBFR01/-25 BPS / Short: IS37HH2   TRS USD P E IS37HH2/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3591 | OU      | $-197.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37IH9   TRS USD R V 00MOBFR IS37II0/OBFR01/-25 BPS / Short: IS37IH9   TRS USD P E IS37IH9/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2570 | OU      | $31.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37IJ1   TRS USD R V 00MOBFR IS37IK2/OBFR01/-25 BPS / Short: IS37IJ1   TRS USD P E IS37IJ1/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      84388 | OU      | $-5026.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37IP7   TRS USD R V 00MOBFR IS37IQ8/OBFR01/-25 BPS / Short: IS37IP7   TRS USD P E IS37IP7/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      13137 | OU      | $-5685.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37IT1   TRS USD R V 00MOBFR IS37IU2/OBFR01/-25 BPS / Short: IS37IT1   TRS USD P E IS37IT1/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3501 | OU      | $-288.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37IN5   TRS CAD R E IS37IN5/CA4013393042 / Short: IS37IN5   TRS CAD P V 00MCORRA IS37IO6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      24704 | OU      | $76.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37IL3   TRS CAD R E IS37IL3/CA4013393042 / Short: IS37IL3   TRS CAD P V 00MCORRA IS37IM4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      12805 | OU      | $50.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37JT8   TRS CAD R E IS37JT8/CA4013393042 / Short: IS37JT8   TRS CAD P V 00MCORRA IS37JU9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       6008 | OU      | $20.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37JB0   TRS GBP R E IS37JB0/GB00BF8J3Z99 / Short: IS37JB0   TRS GBP P V 00MSONIA IS37JC1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         52 | OU      | $3.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37JD2   TRS GBP R V 00MSONIA IS37JE3/SONIO/-35 BPS / Short: IS37JD2   TRS GBP P E IS37JD2/IE0003864109     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         36 | OU      | $0.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37JJ8   TRS USD R V 00MOBFR IS37JK9/OBFR01/-25 BPS / Short: IS37JJ8   TRS USD P E IS37JJ8/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      27934 | OU      | $1938.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37JX2   TRS USD R V 00MOBFR IS37JY3/OBFR01/-25 BPS / Short: IS37JX2   TRS USD P E IS37JX2/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2672 | OU      | $66.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37JZ4   TRS USD R V 00MOBFR IS37K06/OBFR01/-25 BPS / Short: IS37JZ4   TRS USD P E IS37JZ4/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      28684 | OU      | $-11527.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37K17   TRS USD R V 00MOBFR IS37K28/OBFR01/-25 BPS / Short: IS37K17   TRS USD P E IS37K17/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12903 | OU      | $-597.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37K39   TRS USD R V 00MOBFR IS37K40/OBFR01/-25 BPS / Short: IS37K39   TRS USD P E IS37K39/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      66892 | OU      | $-9634.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37K51   TRS USD R V 00MOBFR IS37K62/OBFR01/-25 BPS / Short: IS37K51   TRS USD P E IS37K51/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      90455 | OU      | $-3939.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37L58   TRS CAD R E IS37L58/CA4013393042 / Short: IS37L58   TRS CAD P V 00MCORRA IS37L69/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       2872 | OU      | $8.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37KZ1   TRS USD R V 00MSOFR IS37L03/SOFRRATE/-30 BPS / Short: IS37KZ1   TRS USD P E IS37KZ1/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      47231 | OU      | $-792.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37L14   TRS USD R V 00MOBFR IS37L25/OBFR01/-25 BPS / Short: IS37L14   TRS USD P E IS37L14/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2407 | OU      | $-67.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37L36   TRS USD R V 00MOBFR IS37L47/OBFR01/-25 BPS / Short: IS37L36   TRS USD P E IS37L36/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       8319 | OU      | $-1164.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37LP8   TRS CAD R E IS37LP8/CA4013393042 / Short: IS37LP8   TRS CAD P V 00MCORRA IS37LQ9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      10152 | OU      | $31.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37L70   TRS GBP R V 00MSONIA IS37L81/SONIO/N/-35 BPS / Short: IS37L70   TRS GBP P E IS37L70/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        111 | OU      | $4.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37L92   TRS GBP R E IS37L92/GB00BF8J3Z99 / Short: IS37L92   TRS GBP P V 00MSONIA IS37LA3/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        166 | OU      | $7.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37LL4   TRS USD R V 00MOBFR IS37LM5/OBFR01/-25 BPS / Short: IS37LL4   TRS USD P E IS37LL4/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       9246 | OU      | $-200.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37LR0   TRS USD R V 00MOBFR IS37LS1/OBFR01/-25 BPS / Short: IS37LR0   TRS USD P E IS37LR0/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2588 | OU      | $49.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37LT2   TRS USD R V 00MOBFR IS37LU3/OBFR01/-25 BPS / Short: IS37LT2   TRS USD P E IS37LT2/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3642 | OU      | $67.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37MJ9   TRS CAD R E IS37MJ9/CA4013393042 / Short: IS37MJ9   TRS CAD P V 00MCORRA IS37MK0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4548 | OU      | $9.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37M55   TRS GBP R E IS37M55/GB00BF8J3Z99 / Short: IS37M55   TRS GBP P V 00MSONIA IS37M66/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2401 | OU      | $122.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37M77   TRS GBP R V 00MSONIA IS37M88/SONIO/N/-35 BPS / Short: IS37M77   TRS GBP P E IS37M77/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1614 | OU      | $49.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37MB1   TRS USD R V 00MOBFR IS37MC2/OBFR01/-25 BPS / Short: IS37MB1   TRS USD P E IS37MB1/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      13208 | OU      | $49.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37MD3   TRS USD R V 00MOBFR IS37ME4/OBFR01/-25 BPS / Short: IS37MD3   TRS USD P E IS37MD3/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      46091 | OU      | $-5745.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37MV1   TRS BRL R F   .00000 IS37MW2/BZZ5 / Short: IS37MV1   TRS BRL P E IS37MV1/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     745982 | OU      | $-9697.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37N30   TRS CAD R E IS37N30/CA4013393042 / Short: IS37N30   TRS CAD P V 00MCORRA IS37N41/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       2275 | OU      | $4.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37N18   TRS USD R V 00MOBFR IS37N29/OBFR01/-25 BPS / Short: IS37N18   TRS USD P E IS37N18/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12332 | OU      | $71.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37N52   TRS USD R V 00MOBFR IS37N63/OBFR01/-25 BPS / Short: IS37N52   TRS USD P E IS37N52/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      20420 | OU      | $-1298.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37N74   TRS USD R V 00MOBFR IS37N85/OBFR01/-25 BPS / Short: IS37N74   TRS USD P E IS37N74/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3605 | OU      | $62.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37N96   TRS USD R V 00MOBFR IS37NA7/OBFR01/-25 BPS / Short: IS37N96   TRS USD P E IS37N96/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      46501 | OU      | $-5272.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37NB8   TRS BRL R F   .00000 IS37NC9/BZZ5 / Short: IS37NB8   TRS BRL P E IS37NB8/BZZ5/BRBMEFIBV3R1         | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1646284 | OU      | $-20374.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37NJ6   TRS CAD R E IS37NJ6/CA4013393042 / Short: IS37NJ6   TRS CAD P V 00MCORRA IS37NK7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7025 | OU      | $14.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37ND0   TRS USD R V 00MOBFR IS37NE1/OBFR01/-25 BPS / Short: IS37ND0   TRS USD P E IS37ND0/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        405 | OU      | $-16.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NF2   TRS USD R V 00MOBFR IS37NG3/OBFR01/-25 BPS / Short: IS37NF2   TRS USD P E IS37NF2/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     255573 | OU      | $-11059.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NH4   TRS USD R V 00MOBFR IS37NI5/OBFR01/-25 BPS / Short: IS37NH4   TRS USD P E IS37NH4/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      18547 | OU      | $-2268.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NL8   TRS USD R V 00MOBFR IS37NM9/OBFR01/-25 BPS / Short: IS37NL8   TRS USD P E IS37NL8/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3612 | OU      | $35.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NN0   TRS USD R V 00MOBFR IS37NO1/OBFR01/-25 BPS / Short: IS37NN0   TRS USD P E IS37NN0/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       5941 | OU      | $816.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NP2   TRS USD R V 00MOBFR IS37NQ3/OBFR01/-25 BPS / Short: IS37NP2   TRS USD P E IS37NP2/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3466 | OU      | $-48.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NR4   TRS USD R V 00MOBFR IS37NS5/OBFR01/-25 BPS / Short: IS37NR4   TRS USD P E IS37NR4/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      37038 | OU      | $-4370.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37O37   TRS BRL R F   .00000 IS37O48/BZZ5 / Short: IS37O37   TRS BRL P E IS37O37/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1649589 | OU      | $-19755.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37OB5   TRS CAD R E IS37OB5/CA4013393042 / Short: IS37OB5   TRS CAD P V 00MCORRA IS37OC6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       8162 | OU      | $17.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37O71   TRS USD R V 00MOBFR IS37O82/OBFR01/-25 BPS / Short: IS37O71   TRS USD P E IS37O71/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      40455 | OU      | $-5078.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37O93   TRS USD R V 00MOBFR IS37OA4/OBFR01/-25 BPS / Short: IS37O93   TRS USD P E IS37O93/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      65240 | OU      | $-7876.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OD7   TRS USD R V 00MOBFR IS37OE8/OBFR01/-25 BPS / Short: IS37OD7   TRS USD P E IS37OD7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       5928 | OU      | $814.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37OH1   TRS USD R V 00MSOFR IS37OI2/SOFRRATE/-30 BPS / Short: IS37OH1   TRS USD P E IS37OH1/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      42729 | OU      | $-2332.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OJ3   TRS USD R V 00MOBFR IS37OK4/OBFR01/-25 BPS / Short: IS37OJ3   TRS USD P E IS37OJ3/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     100322 | OU      | $20811.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OL5   TRS USD R V 00MOBFR IS37OM6/OBFR01/-25 BPS / Short: IS37OL5   TRS USD P E IS37OL5/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     173035 | OU      | $-8978.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37ON7   TRS USD R V 00MOBFR IS37OO8/OBFR01/-25 BPS / Short: IS37ON7   TRS USD P E IS37ON7/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       8772 | OU      | $136.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OP9   TRS USD R V 00MOBFR IS37OQ0/OBFR01/-25 BPS / Short: IS37OP9   TRS USD P E IS37OP9/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      47093 | OU      | $-5942.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37OR1   TRS BRL R F   .00000 IS37OS2/BZZ5 / Short: IS37OR1   TRS BRL P E IS37OR1/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1511426 | OU      | $-15748.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37P90   TRS CAD R E IS37P90/CA4013393042 / Short: IS37P90   TRS CAD P V 00MCORRA IS37PA1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      10585 | OU      | $13.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37OT3   TRS GBP R E IS37OT3/GB00BCRX1J15 / Short: IS37OT3   TRS GBP P V 00MSONIA IS37OU4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13334 | OU      | $90.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37OX7   TRS USD R V 00MOBFR IS37OY8/OBFR01/-35 BPS / Short: IS37OX7   TRS USD P E IS37OX7/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      14985 | OU      | $1470.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37OZ9   TRS USD R V 00MOBFR IS37P01/OBFR01/-35 BPS / Short: IS37OZ9   TRS USD P E IS37OZ9/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      23654 | OU      | $2242.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37P12   TRS USD R V 00MOBFR IS37P23/OBFR01/-25 BPS / Short: IS37P12   TRS USD P E IS37P12/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      81273 | OU      | $-6353.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37P34   TRS USD R V 00MOBFR IS37P45/OBFR01/-25 BPS / Short: IS37P34   TRS USD P E IS37P34/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     204215 | OU      | $-15963.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37P56   TRS USD R V 00MOBFR IS37P67/OBFR01/-25 BPS / Short: IS37P56   TRS USD P E IS37P56/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      13489 | OU      | $237.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37P78   TRS USD R V 00MOBFR IS37P89/OBFR01/-25 BPS / Short: IS37P78   TRS USD P E IS37P78/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10818 | OU      | $-3649.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37PB2   TRS USD R V 00MOBFR IS37PC3/OBFR01/-35 BPS / Short: IS37PB2   TRS USD P E IS37PB2/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      36076 | OU      | $3263.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37PD4   TRS USD R V 00MFEDL IS37PE5/FEDL01/-35 BPS / Short: IS37PD4   TRS USD P E IS37PD4/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       3926 | OU      | $-349.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37PF6   TRS USD R V 00MOBFR IS37PG7/OBFR01/-25 BPS / Short: IS37PF6   TRS USD P E IS37PF6/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3582 | OU      | $4.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37PH8   TRS USD R V 00MOBFR IS37PI9/OBFR01/-25 BPS / Short: IS37PH8   TRS USD P E IS37PH8/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10333 | OU      | $-591.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37PT0   TRS BRL R F   .00000 IS37PU1/BZZ5 / Short: IS37PT0   TRS BRL P E IS37PT0/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1211250 | OU      | $-12203.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37PZ6   TRS USD R V 00MOBFR IS37Q08/OBFR01/-35 BPS / Short: IS37PZ6   TRS USD P E IS37PZ6/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      21339 | OU      | $1364.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37Q19   TRS USD R V 00MSOFR IS37Q20/SOFRRATE/-30 BPS / Short: IS37Q19   TRS USD P E IS37Q19/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17668 | OU      | $2915.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37Q31   TRS USD R V 00MFEDL IS37Q42/FEDL01/-35 BPS / Short: IS37Q31   TRS USD P E IS37Q31/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      83960 | OU      | $1822.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37Q75   TRS USD R V 00MFEDL IS37Q86/FEDL01/-35 BPS / Short: IS37Q75   TRS USD P E IS37Q75/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        934 | OU      | $-72.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37Q97   TRS USD R V 00MOBFR IS37QA8/OBFR01/-25 BPS / Short: IS37Q97   TRS USD P E IS37Q97/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     204880 | OU      | $36884.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37QB9   TRS USD R V 00MFEDL IS37QC0/FEDL01/-35 BPS / Short: IS37QB9   TRS USD P E IS37QB9/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16739 | OU      | $431.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37QF3   TRS USD R V 00MOBFR IS37QG4/OBFR01/-25 BPS / Short: IS37QF3   TRS USD P E IS37QF3/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      68543 | OU      | $-4185.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37QH5   TRS USD R V 00MOBFR IS37QI6/OBFR01/-25 BPS / Short: IS37QH5   TRS USD P E IS37QH5/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      11336 | OU      | $-4488.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37QJ7   TRS USD R V 00MOBFR IS37QK8/OBFR01/-25 BPS / Short: IS37QJ7   TRS USD P E IS37QJ7/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6603 | OU      | $-557.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37QL9   TRS USD R V 00MOBFR IS37QM0/OBFR01/-25 BPS / Short: IS37QL9   TRS USD P E IS37QL9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       5876 | OU      | $748.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37R94   TRS BRL R F   .00000 IS37RA5/BZZ5 / Short: IS37R94   TRS BRL P E IS37R94/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1060528 | OU      | $-10550.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37QZ3   TRS EUR R E IS37QZ3/ES0116920333 / Short: IS37QZ3   TRS EUR P V 00MESTR IS37R05/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       9312 | OU      | $-3.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37RZ0   TRS USD R V 00MOBFR IS37S02/OBFR01/-25 BPS / Short: IS37RZ0   TRS USD P E IS37RZ0/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     242692 | OU      | $-14686.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS37RN8   IRS NZD R V 03MNZDBB IS37RO9 CCPVANILLA / Short: BS37RN8   IRS NZD P F  4.04970 IS37RN8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1036000 | OU      | $-9381.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37S13   TRS USD R V 00MFEDL IS37S24/FEDL01/-35 BPS / Short: IS37S13   TRS USD P E IS37S13/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8045 | OU      | $-111.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37S35   TRS USD R V 00MFEDL IS37S46/FEDL01/-35 BPS / Short: IS37S35   TRS USD P E IS37S35/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        277 | OU      | $-20.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37S57   TRS USD R V 00MFEDL IS37S68/FEDL01/-35 BPS / Short: IS37S57   TRS USD P E IS37S57/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     166906 | OU      | $-471.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37S79   TRS USD R V 00MOBFR IS37S80/OBFR01/-25 BPS / Short: IS37S79   TRS USD P E IS37S79/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      15652 | OU      | $-5748.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37S91   TRS USD R V 00MOBFR IS37SA2/OBFR01/-25 BPS / Short: IS37S91   TRS USD P E IS37S91/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3500 | OU      | $-46.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37SB3   TRS USD R V 00MOBFR IS37SC4/OBFR01/-35 BPS / Short: IS37SB3   TRS USD P E IS37SB3/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      18257 | OU      | $891.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37SD5   TRS USD R V 00MOBFR IS37SE6/OBFR01/-25 BPS / Short: IS37SD5   TRS USD P E IS37SD5/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      19917 | OU      | $-3123.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37SF7   TRS USD R V 00MOBFR IS37SG8/OBFR01/-25 BPS / Short: IS37SF7   TRS USD P E IS37SF7/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      21260 | OU      | $-1608.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37SH9   TRS USD R V 00MOBFR IS37SI0/OBFR01/-25 BPS / Short: IS37SH9   TRS USD P E IS37SH9/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        900 | OU      | $-10.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37TB0   TRS EUR R E IS37TB0/ES0116920333 / Short: IS37TB0   TRS EUR P V 00MESTR IS37TC1/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      11540 | OU      | $-3.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TN2   TRS USD R V 00MFEDL IS37TO3/FEDL01/-35 BPS / Short: IS37TN2   TRS USD P E IS37TN2/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     118462 | OU      | $-4530.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37U17   TRS USD R V 00MFEDL IS37U28/FEDL01/-35 BPS / Short: IS37U17   TRS USD P E IS37U17/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      77023 | OU      | $-729.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37TP4   TRS USD R V 00MOBFR IS37TQ5/OBFR01/-25 BPS / Short: IS37TP4   TRS USD P E IS37TP4/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      83214 | OU      | $-5313.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37U39   TRS USD R V 00MFEDL IS37U40/FEDL01/-35 BPS / Short: IS37U39   TRS USD P E IS37U39/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      12901 | OU      | $-1075.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TV0   TRS USD R V 00MFEDL IS37TW1/FEDL01/-35 BPS / Short: IS37TV0   TRS USD P E IS37TV0/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     454249 | OU      | $-24677.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TR6   TRS USD R V 00MFEDL IS37TS7/FEDL01/-35 BPS / Short: IS37TR6   TRS USD P E IS37TR6/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     128614 | OU      | $-18134.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37U51   TRS USD R V 00MOBFR IS37U62/OBFR01/-25 BPS / Short: IS37U51   TRS USD P E IS37U51/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10327 | OU      | $-3649.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TT8   TRS USD R V 00MFEDL IS37TU9/FEDL01/-35 BPS / Short: IS37TT8   TRS USD P E IS37TT8/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      42670 | OU      | $-6557.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TX2   TRS USD R V 00MFEDL IS37TY3/FEDL01/-35 BPS / Short: IS37TX2   TRS USD P E IS37TX2/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5219 | OU      | $-794.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37TZ4   TRS USD R V 00MOBFR IS37U06/OBFR01/-25 BPS / Short: IS37TZ4   TRS USD P E IS37TZ4/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     148359 | OU      | $-6477.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37UB7   TRS USD R V 00MOBFR IS37UC8/OBFR01/-35 BPS / Short: IS37UB7   TRS USD P E IS37UB7/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        115 | OU      | $3.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37UD9   TRS USD R V 00MOBFR IS37UE0/OBFR01/-25 BPS / Short: IS37UD9   TRS USD P E IS37UD9/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      35968 | OU      | $-5699.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UP1   TRS USD R V 00MFEDL IS37UQ2/FEDL01/-35 BPS / Short: IS37UP1   TRS USD P E IS37UP1/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      32596 | OU      | $-6904.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UR3   TRS USD R V 00MFEDL IS37US4/FEDL01/-35 BPS / Short: IS37UR3   TRS USD P E IS37UR3/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1571 | OU      | $-359.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UT5   TRS USD R V 00MFEDL IS37UU6/FEDL01/-35 BPS / Short: IS37UT5   TRS USD P E IS37UT5/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     196146 | OU      | $-42785.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UX9   TRS USD R V 00MFEDL IS37UY0/FEDL01/-35 BPS / Short: IS37UX9   TRS USD P E IS37UX9/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      68085 | OU      | $1022.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37V58   TRS USD R V 00MOBFR IS37V69/OBFR01/-25 BPS / Short: IS37V58   TRS USD P E IS37V58/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      26268 | OU      | $2331.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37V92   TRS USD R V 00MOBFR IS37VA3/OBFR01/-25 BPS / Short: IS37V92   TRS USD P E IS37V92/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      47131 | OU      | $-1334.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37V70   TRS USD R V 00MOBFR IS37V81/OBFR01/-25 BPS / Short: IS37V70   TRS USD P E IS37V70/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10917 | OU      | $-1525.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VD6   TRS BRL R F   .00000 IS37VE7/BZZ5 / Short: IS37VD6   TRS BRL P E IS37VD6/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     927929 | OU      | $-5501.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VN6   TRS CAD R E IS37VN6/CA4013393042 / Short: IS37VN6   TRS CAD P V 00MCORRA IS37VO7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        603 | OU      | $1.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37VH0   TRS USD R V 00MOBFR IS37VI1/OBFR01/-25 BPS / Short: IS37VH0   TRS USD P E IS37VH0/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6012 | OU      | $-79.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37VJ2   TRS USD R V 00MOBFR IS37VK3/OBFR01/-25 BPS / Short: IS37VJ2   TRS USD P E IS37VJ2/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3562 | OU      | $-52.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VP8   TRS USD R V 00MFEDL IS37VQ9/FEDL01/-35 BPS / Short: IS37VP8   TRS USD P E IS37VP8/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      30700 | OU      | $-6614.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VV4   TRS USD R V 00MFEDL IS37VW5/FEDL01/-35 BPS / Short: IS37VV4   TRS USD P E IS37VV4/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        104 | OU      | $-10.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VT2   TRS USD R V 00MFEDL IS37VU3/FEDL01/-35 BPS / Short: IS37VT2   TRS USD P E IS37VT2/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       2019 | OU      | $37.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37VX6   TRS USD R V 00MOBFR IS37VY7/OBFR01/-25 BPS / Short: IS37VX6   TRS USD P E IS37VX6/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      46724 | OU      | $-2824.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37VZ8   TRS USD R V 00MOBFR IS37W00/OBFR01/-25 BPS / Short: IS37VZ8   TRS USD P E IS37VZ8/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      16849 | OU      | $-3083.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WJ9   TRS CAD R E IS37WJ9/CA4013393042 / Short: IS37WJ9   TRS CAD P V 00MCORRA IS37WK0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1071 | OU      | $2.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37W55   TRS USD R V 00MOBFR IS37W66/OBFR01/-25 BPS / Short: IS37W55   TRS USD P E IS37W55/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     136318 | OU      | $-2946.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37W77   TRS USD R V 00MOBFR IS37W88/OBFR01/-25 BPS / Short: IS37W77   TRS USD P E IS37W77/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3348 | OU      | $-66.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37W99   TRS USD R V 00MOBFR IS37WA0/OBFR01/-25 BPS / Short: IS37W99   TRS USD P E IS37W99/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      36439 | OU      | $-3836.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS37WD3   TRS USD R V 00MOBFR IS37WE4/OBFR01/-35 BPS / Short: IS37WD3   TRS USD P E IS37WD3/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        458 | OU      | $12.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WF5   TRS USD R V 00MFEDL IS37WG6/FEDL01/-35 BPS / Short: IS37WF5   TRS USD P E IS37WF5/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14737 | OU      | $76.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WH7   TRS USD R V 00MFEDL IS37WI8/FEDL01/-35 BPS / Short: IS37WH7   TRS USD P E IS37WH7/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5391 | OU      | $-604.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37WL1   TRS USD R V 00MOBFR IS37WM2/OBFR01/-25 BPS / Short: IS37WL1   TRS USD P E IS37WL1/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       8196 | OU      | $-1776.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37WN3   TRS USD R V 00MOBFR IS37WO4/OBFR01/-25 BPS / Short: IS37WN3   TRS USD P E IS37WN3/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      33659 | OU      | $-2006.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37Z12   TRS CAD R E IS37Z12/CA4013393042 / Short: IS37Z12   TRS CAD P V 00MCORRA IS37Z23/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4353 | OU      | $9.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WP5   TRS KRW R E IS37WP5/KR4101WC0003 / Short: IS37WP5   TRS KRW P F   .00000 IS37WQ6/KMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  565221641 | OU      | $-6338.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WR7   TRS USD R E IS37WR7/GB00BNDRMJ14 / Short: IS37WR7   TRS USD P V 00MFEDL IS37WS8/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      11138 | OU      | $1360.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WT9   TRS USD R E IS37WT9/GB00BNDRMJ14 / Short: IS37WT9   TRS USD P V 00MFEDL IS37WU0/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      11780 | OU      | $1467.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YD7   TRS USD R V 00MFEDL IS37YE8/FEDL01/-35 BPS / Short: IS37YD7   TRS USD P E IS37YD7/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13767 | OU      | $180.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YF9   TRS USD R V 00MFEDL IS37YG0/FEDL01/-35 BPS / Short: IS37YF9   TRS USD P E IS37YF9/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      12960 | OU      | $379.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37YH1   TRS USD R V 00MOBFR IS37YI2/OBFR01/-25 BPS / Short: IS37YH1   TRS USD P E IS37YH1/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      71974 | OU      | $-1538.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37YJ3   TRS USD R V 00MOBFR IS37YK4/OBFR01/-25 BPS / Short: IS37YJ3   TRS USD P E IS37YJ3/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      72034 | OU      | $-3657.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YL5   TRS USD R V 00MFEDL IS37YM6/FEDL01/-35 BPS / Short: IS37YL5   TRS USD P E IS37YL5/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     249204 | OU      | $-13262.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YN7   TRS USD R V 00MFEDL IS37YO8/FEDL01/-35 BPS / Short: IS37YN7   TRS USD P E IS37YN7/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      39927 | OU      | $-7120.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YP9   TRS USD R V 00MFEDL IS37YQ0/FEDL01/-35 BPS / Short: IS37YP9   TRS USD P E IS37YP9/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      44939 | OU      | $-439.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37YV5   TRS USD R V 00MOBFR IS37YW6/OBFR01/-25 BPS / Short: IS37YV5   TRS USD P E IS37YV5/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     198075 | OU      | $-10923.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YZ9   TRS USD R V 00MFEDL IS37Z01/FEDL01/-35 BPS / Short: IS37YZ9   TRS USD P E IS37YZ9/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1891 | OU      | $-214.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37Z34   TRS USD R V 00MOBFR IS37Z45/OBFR01/-25 BPS / Short: IS37Z34   TRS USD P E IS37Z34/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12580 | OU      | $-68.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37Z56   TRS USD R V 00MOBFR IS37Z67/OBFR01/-25 BPS / Short: IS37Z56   TRS USD P E IS37Z56/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       1184 | OU      | $-251.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38054   TRS BRL R F   .00000 IS38065/BZZ5 / Short: IS38054   TRS BRL P E IS38054/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1255909 | OU      | $-3837.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380F4   TRS CAD R E IS380F4/CA4013393042 / Short: IS380F4   TRS CAD P V 00MCORRA IS380G5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        134 | OU      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38032   TRS EUR R E IS38032/ES0116920333 / Short: IS38032   TRS EUR P V 00MESTR IS38043/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       6941 | OU      | $-6.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380B0   TRS USD R V 00MFEDL IS380C1/FEDL01/-35 BPS / Short: IS380B0   TRS USD P E IS380B0/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      50400 | OU      | $-711.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS380D2   TRS USD R V 00MOBFR IS380E3/OBFR01/-25 BPS / Short: IS380D2   TRS USD P E IS380D2/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6147 | OU      | $-14.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380H6   TRS USD R V 00MFEDL IS380I7/FEDL01/-35 BPS / Short: IS380H6   TRS USD P E IS380H6/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       9314 | OU      | $-1125.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380L0   TRS BRL R F   .00000 IS380M1/BZZ5 / Short: IS380L0   TRS BRL P E IS380L0/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1116743 | OU      | $-18.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380Z4   TRS CAD R E IS380Z4/CA4013393042 / Short: IS380Z4   TRS CAD P V 00MCORRA IS38106/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4821 | OU      | $11.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380N2   TRS USD R V 00MFEDL IS380O3/FEDL01/-35 BPS / Short: IS380N2   TRS USD P E IS380N2/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     100950 | OU      | $-5690.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS380P4   TRS USD R V 00MOBFR IS380Q5/OBFR01/-25 BPS / Short: IS380P4   TRS USD P E IS380P4/US20464U1007     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      18693 | OU      | $-2506.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS380R6   TRS USD R V 00MOBFR IS380S7/OBFR01/-25 BPS / Short: IS380R6   TRS USD P E IS380R6/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      83566 | OU      | $-2165.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS380V0   TRS USD R V 00MOBFR IS380W1/OBFR01/-25 BPS / Short: IS380V0   TRS USD P E IS380V0/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      39450 | OU      | $-1012.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380X2   TRS USD R V 00MFEDL IS380Y3/FEDL01/-35 BPS / Short: IS380X2   TRS USD P E IS380X2/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4898 | OU      | $-642.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38117   TRS USD R V 00MOBFR IS38128/OBFR01/-25 BPS / Short: IS38117   TRS USD P E IS38117/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3389 | OU      | $6.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS382D6   TRS CAD R E IS382D6/CA4013393042 / Short: IS382D6   TRS CAD P V 00MCORRA IS382E7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       3752 | OU      | $7.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS381P1   TRS USD R V 00MOBFR IS381Q2/OBFR01/-35 BPS / Short: IS381P1   TRS USD P E IS381P1/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        114 | OU      | $2.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS381D9   TRS USD R V 00MOBFR IS381E0/OBFR01/-25 BPS / Short: IS381D9   TRS USD P E IS381D9/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      11107 | OU      | $91.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS381T5   TRS USD R V 00MOBFR IS381U6/OBFR01/-25 BPS / Short: IS381T5   TRS USD P E IS381T5/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3281 | OU      | $-0.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS382F8   TRS USD R V 00MFEDL IS382G9/FEDL01/-35 BPS / Short: IS382F8   TRS USD P E IS382F8/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        337 | OU      | $-42.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS382T2   TRS BRL R F   .00000 IS382U3/BZZ5 / Short: IS382T2   TRS BRL P E IS382T2/BRBMEFIBV3R1              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1753605 | OU      | $-268.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38399   TRS CAD R E IS38399/CA4013393042 / Short: IS38399   TRS CAD P V 00MCORRA IS383A0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        536 | OU      | $1.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS383B1   TRS USD R V 00MOBFR IS383C2/OBFR01/-25 BPS / Short: IS383B1   TRS USD P E IS383B1/US09058V1035     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        816 | OU      | $-8.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384B8   TRS CAD R E IS384B8/CA4013393042 / Short: IS384B8   TRS CAD P V 00MCORRA IS384C9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       2680 | OU      | $5.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS383J9   TRS EUR R E IS383J9/ES0116920333 / Short: IS383J9   TRS EUR P V 00MESTR IS383K0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      23650 | OU      | $-11.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS383P5   TRS EUR R E IS383P5/ES0116920333 / Short: IS383P5   TRS EUR P V 00MESTR IS383Q6/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      66883 | OU      | $-33.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS383T9   TRS KRW R E IS383T9/KR4101WC0003 / Short: IS383T9   TRS KRW P F   .00000 IS383U0/KMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  292879585 | OU      | $-10151.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS383Z5   TRS USD R V 00MOBFR IS38407/OBFR01/-25 BPS / Short: IS383Z5   TRS USD P E IS383Z5/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6134 | OU      | $-97.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38418   TRS USD R V 00MOBFR IS38429/OBFR01/-25 BPS / Short: IS38418   TRS USD P E IS38418/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      30393 | OU      | $-2579.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38430   TRS USD R V 00MSOFR IS38441/SOFRRATE/-30 BPS / Short: IS38430   TRS USD P E IS38430/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      38820 | OU      | $-1463.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38452   TRS USD R V 00MOBFR IS38463/OBFR01/-25 BPS / Short: IS38452   TRS USD P E IS38452/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      71346 | OU      | $-3967.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38474   TRS USD R V 00MOBFR IS38485/OBFR01/-25 BPS / Short: IS38474   TRS USD P E IS38474/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6633 | OU      | $-34.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS38496   TRS USD R V 00MOBFR IS384A7/OBFR01/-35 BPS / Short: IS38496   TRS USD P E IS38496/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      38343 | OU      | $2000.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384D0   TRS USD R V 00MFEDL IS384E1/FEDL01/-35 BPS / Short: IS384D0   TRS USD P E IS384D0/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      71640 | OU      | $-764.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384X0   TRS USD R V 00MFEDL IS384Y1/FEDL01/-35 BPS / Short: IS384X0   TRS USD P E IS384X0/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      58855 | OU      | $-3127.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384R4   TRS USD R V 00MFEDL IS384S5/FEDL01/-35 BPS / Short: IS384R4   TRS USD P E IS384R4/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     136964 | OU      | $-7554.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS384P2   TRS USD R V 00MSOFR IS384Q3/SOFRRATE/-30 BPS / Short: IS384P2   TRS USD P E IS384P2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1009 | OU      | $9.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS384V8   TRS USD R V 00MOBFR IS384W9/OBFR01/-25 BPS / Short: IS384V8   TRS USD P E IS384V8/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      81371 | OU      | $-5335.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384T6   TRS USD R V 00MFEDL IS384U7/FEDL01/-35 BPS / Short: IS384T6   TRS USD P E IS384T6/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1249 | OU      | $-77.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384L8   TRS CHF R E IS384L8/SMZ5/DE000C7GFF47 / Short: IS384L8   TRS CHF P F   .00000 IS384M9/SMZ5         | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     378341 | OU      | $9064.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38612   TRS CAD R E IS38612/CA4013393042 / Short: IS38612   TRS CAD P V 00MCORRA IS38623/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1541 | OU      | $3.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS385J3   TRS CHF R E IS385J3/DE000C7GFF47 / Short: IS385J3   TRS CHF P F   .00000 IS385K4/SMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     374670 | OU      | $13634.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS385H1   TRS EUR R E IS385H1/ES0116920333 / Short: IS385H1   TRS EUR P V 00MESTR IS385I2/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      89478 | OU      | $-188.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS385N7   TRS USD R V 00MOBFR IS385O8/OBFR01/-25 BPS / Short: IS385N7   TRS USD P E IS385N7/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      62334 | OU      | $-3524.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS385V5   TRS USD R V 00MSOFR IS385W6/SOFRRATE/-30 BPS / Short: IS385V5   TRS USD P E IS385V5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        202 | OU      | $2.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS385X7   TRS USD R V 00MFEDL IS385Y8/FEDL01/-35 BPS / Short: IS385X7   TRS USD P E IS385X7/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      67984 | OU      | $-3512.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS385Z9   TRS USD R V 00MOBFR IS38601/OBFR01/-25 BPS / Short: IS385Z9   TRS USD P E IS385Z9/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3269 | OU      | $-81.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38634   TRS USD R V 00MOBFR IS38645/OBFR01/-25 BPS / Short: IS38634   TRS USD P E IS38634/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      21359 | OU      | $-1040.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38656   TRS USD R V 00MOBFR IS38667/OBFR01/-25 BPS / Short: IS38656   TRS USD P E IS38656/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        903 | OU      | $-34.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS386D4   TRS CHF R E IS386D4/DE000C7GFF47 / Short: IS386D4   TRS CHF P F   .00000 IS386E5/SMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     377114 | OU      | $10591.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS386J0   TRS USD R V 00MOBFR IS386K1/OBFR01/-25 BPS / Short: IS386J0   TRS USD P E IS386J0/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      54696 | OU      | $-2817.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS386L2   TRS USD R V 00MFEDL IS386M3/FEDL01/-35 BPS / Short: IS386L2   TRS USD P E IS386L2/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      92716 | OU      | $-5827.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS386N4   TRS USD R V 00MSOFR IS386O5/SOFRRATE/-30 BPS / Short: IS386N4   TRS USD P E IS386N4/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      36106 | OU      | $-1641.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS386P6   TRS USD R V 00MFEDL IS386Q7/FEDL01/-35 BPS / Short: IS386P6   TRS USD P E IS386P6/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       2033 | OU      | $-105.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS386R8   TRS USD R V 00MFEDL IS386S9/FEDL01/-35 BPS / Short: IS386R8   TRS USD P E IS386R8/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         21 | OU      | $-2.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS386V2   TRS USD R V 00MOBFR IS386W3/OBFR01/-25 BPS / Short: IS386V2   TRS USD P E IS386V2/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        488 | OU      | $-14.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38AR6   TRS CAD R E IS38AR6/CA4013393042 / Short: IS38AR6   TRS CAD P V 00MCORRA IS38AS7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        335 | OU      | $0.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38AP4   TRS USD R V 00MOBFR IS38AQ5/OBFR01/-25 BPS / Short: IS38AP4   TRS USD P E IS38AP4/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      60588 | OU      | $-3783.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38AF4   TRS USD R V 00MFEDL IS38AG5/FEDL01/-35 BPS / Short: IS38AF4   TRS USD P E IS38AF4/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      65127 | OU      | $-3555.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38AL0   TRS USD R V 00MOBFR IS38AM1/OBFR01/-25 BPS / Short: IS38AL0   TRS USD P E IS38AL0/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       1855 | OU      | $-22.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38AN2   TRS USD R V 00MOBFR IS38AO3/OBFR01/-25 BPS / Short: IS38AN2   TRS USD P E IS38AN2/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      46055 | OU      | $-2182.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38AT8   TRS USD R V 00MFEDL IS38AU9/FEDL01/-35 BPS / Short: IS38AT8   TRS USD P E IS38AT8/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      41154 | OU      | $-1751.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38C36   TRS CAD R E IS38C36/CA4013393042 / Short: IS38C36   TRS CAD P V 00MCORRA IS38C47/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1475 | OU      | $2.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38BX9   TRS CHF R E IS38BX9/DE000C7GFF47 / Short: IS38BX9   TRS CHF P F   .00000 IS38BY0/SMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     757859 | OU      | $16661.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38AV0   TRS GBP R E IS38AV0/GB00BCRX1J15 / Short: IS38AV0   TRS GBP P V 00MSONIA IS38AW1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      18584 | OU      | $82.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38BZ1   TRS USD R V 00MOBFR IS38C03/OBFR01/-25 BPS / Short: IS38BZ1   TRS USD P E IS38BZ1/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      46666 | OU      | $-2763.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38C14   TRS USD R V 00MFEDL IS38C25/FEDL01/-35 BPS / Short: IS38C14   TRS USD P E IS38C14/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      35754 | OU      | $-1431.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38C58   TRS USD R V 00MOBFR IS38C69/OBFR01/-25 BPS / Short: IS38C58   TRS USD P E IS38C58/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      35218 | OU      | $-1611.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38C70   TRS USD R V 00MOBFR IS38C81/OBFR01/-25 BPS / Short: IS38C70   TRS USD P E IS38C70/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3265 | OU      | $-54.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38C92   TRS USD R V 00MOBFR IS38CA3/OBFR01/-25 BPS / Short: IS38C92   TRS USD P E IS38C92/US3167731005     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      63434 | OU      | $-1711.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38CB4   TRS USD R V 00MFEDL IS38CC5/FEDL01/-35 BPS / Short: IS38CB4   TRS USD P E IS38CB4/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1744 | OU      | $-111.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38CD6   TRS USD R V 00MFEDL IS38CE7/FEDL01/-35 BPS / Short: IS38CD6   TRS USD P E IS38CD6/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6364 | OU      | $-424.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38CH0   TRS USD R V 00MOBFR IS38CI1/OBFR01/-25 BPS / Short: IS38CH0   TRS USD P E IS38CH0/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6804 | OU      | $-245.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38CJ2   TRS CHF R E IS38CJ2/DE000C7GFF47 / Short: IS38CJ2   TRS CHF P F   .00000 IS38CK3/SMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     506935 | OU      | $8996.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38CN6   TRS USD R V 00MSOFR IS38CO7/SOFRRATE/-30 BPS / Short: IS38CN6   TRS USD P E IS38CN6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        805 | OU      | $5.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38CP8   TRS USD R V 00MOBFR IS38CQ9/OBFR01/-25 BPS / Short: IS38CP8   TRS USD P E IS38CP8/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      33708 | OU      | $-1356.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38CT2   TRS USD R V 00MOBFR IS38CU3/OBFR01/-25 BPS / Short: IS38CT2   TRS USD P E IS38CT2/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       8640 | OU      | $-298.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38CZ8   TRS USD R V 00MFEDL IS38D00/FEDL01/-35 BPS / Short: IS38CZ8   TRS USD P E IS38CZ8/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14290 | OU      | $-350.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38CX6   TRS USD R V 00MFEDL IS38CY7/FEDL01/-35 BPS / Short: IS38CX6   TRS USD P E IS38CX6/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        780 | OU      | $-44.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38DN3   TRS CHF R E IS38DN3/DE000C7GFF47 / Short: IS38DN3   TRS CHF P F   .00000 IS38DO4/SMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     383019 | OU      | $3238.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38E96   TRS USD R V 00MOBFR IS38EA7/OBFR01/-25 BPS / Short: IS38E96   TRS USD P E IS38E96/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      11164 | OU      | $-168.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38EB8   TRS USD R V 00MOBFR IS38EC9/OBFR01/-25 BPS / Short: IS38EB8   TRS USD P E IS38EB8/US89214P1093     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       3422 | OU      | $1.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38ED0   TRS USD R V 00MFEDL IS38EE1/FEDL01/-35 BPS / Short: IS38ED0   TRS USD P E IS38ED0/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      31311 | OU      | $-234.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS38EF2   TRS USD R V 00MOBFR IS38EG3/OBFR01/-30 BPS / Short: IS38EF2   TRS USD P E IS38EF2/US4461501045     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      26777 | OU      | $-235.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38EH4   TRS USD R V 00MOBFR IS38EI5/OBFR01/-25 BPS / Short: IS38EH4   TRS USD P E IS38EH4/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      33727 | OU      | $-1406.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38EJ6   TRS USD R V 00MFEDL IS38EK7/FEDL01/-35 BPS / Short: IS38EJ6   TRS USD P E IS38EJ6/US8807791038     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      24788 | OU      | $-199.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38ER4   TRS USD R V 00MFEDL IS38ES5/FEDL01/-35 BPS / Short: IS38ER4   TRS USD P E IS38ER4/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1581 | OU      | $-41.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38EP2   TRS USD R V 00MFEDL IS38EQ3/FEDL01/-35 BPS / Short: IS38EP2   TRS USD P E IS38EP2/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1506 | OU      | $-6.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38ET6   TRS USD R V 00MSOFR IS38EU7/SOFRRATE/-30 BPS / Short: IS38ET6   TRS USD P E IS38ET6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14714 | OU      | $112.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38EV8   TRS USD R V 00MOBFR IS38EW9/OBFR01/-25 BPS / Short: IS38EV8   TRS USD P E IS38EV8/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       4726 | OU      | $-18.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38FD7   TRS CHF R E IS38FD7/DE000C7GFF47 / Short: IS38FD7   TRS CHF P F   .00000 IS38FE8/SMZ5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     513432 | OU      | $905.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38FJ3   TRS USD R V 00MFEDL IS38FK4/FEDL01/-35 BPS / Short: IS38FJ3   TRS USD P E IS38FJ3/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      23935 | OU      | $-342.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38FH1   TRS USD R V 00MFEDL IS38FI2/FEDL01/-35 BPS / Short: IS38FH1   TRS USD P E IS38FH1/US7837541041     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6554 | OU      | $-49.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38FN7   TRS USD R V 00MSOFR IS38FO8/SOFRRATE/-30 BPS / Short: IS38FN7   TRS USD P E IS38FN7/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1400 | OU      | $-0.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38FP9   TRS USD R V 00MOBFR IS38FQ0/OBFR01/-25 BPS / Short: IS38FP9   TRS USD P E IS38FP9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      14373 | OU      | $133.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38FR1   TRS USD R V 00MOBFR IS38FS2/OBFR01/-25 BPS / Short: IS38FR1   TRS USD P E IS38FR1/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      10937 | OU      | $102.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    1038333 | NS      | $1038333.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                   | Evolution Mining Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      14233 | NS      | $110822.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |       2812 | NS      | $64581.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        310 | NS      | $327872.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                 | Russian Federal Bond - OFZ                                                                                         | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   23770000 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 7.05%                 | Yes           |                  3 | On Loan: No      |
| SNCF RESEAU                                            | SNCF Reseau                                                                                                        | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $823226.49    | 0.19%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                          | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       6927 | NS      | $388641.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                                                                                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     522000 | PA      | $595981.13    | 0.14%             | 2027-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                   | Banca Mediolanum SpA                                                                                               | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      10242 | NS      | $219464.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                     | K2016470260 South Africa Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | DBT              | CORP              | ZA        |      28244 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| K2016470219 SA LTD                                     | K2016470219 South Africa Ltd                                                                                       | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |      40372 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| BNG BANK NV                                            | BNG Bank NV                                                                                                        | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     294000 | PA      | $190610.91    | 0.04%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      80000 | PA      | $52451.31     | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      13469 | NS      | $541330.76    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                    | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2573000 | PA      | $671093.81    | 0.16%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     227000 | PA      | $261055.18    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                | Wintershall Dea Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $310554.89    | 0.07%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                                                                      | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     668000 | PA      | $754852.27    | 0.17%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                                                        | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     226000 | PA      | $226254.63    | 0.05%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                                                  | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     336000 | PA      | $374999.84    | 0.09%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                          | JDE Peet's NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      29376 | NS      | $1079048.36   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $213792.15    | 0.05%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     214000 | PA      | $248004.49    | 0.06%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                 | Digital Dutch Finco BV                                                                                             | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     100000 | PA      | $99725.11     | 0.02%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                            | Digital Intrepid Holding BV                                                                                        | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |     140000 | PA      | $138674.58    | 0.03%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                               | BPCE SFH SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $751992.61    | 0.17%             | 2029-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     334000 | PA      | $375635.62    | 0.09%             | 2027-10-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                   | Republic of Austria Government Bonds                                                                               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1039000 | PA      | $1058230.58   | 0.25%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108446.30    | 0.03%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $124600.36    | 0.03%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     280760 | PA      | $171178.36    | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                               | Digital Intrepid Holding BV                                                                                        | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |     100000 | PA      | $100656.87    | 0.02%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $126924.33    | 0.03%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     125000 | PA      | $142353.18    | 0.03%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                               | Credit Agricole Home Loan SFH SA                                                                                   | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $792742.94    | 0.18%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234996.39    | 0.05%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   19845000 | PA      | $942792.02    | 0.22%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     161000 | PA      | $213401.33    | 0.05%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     303000 | PA      | $355966.79    | 0.08%             | 2032-08-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                                                                      | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     100000 | PA      | $116137.10    | 0.03%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121513.00    | 0.03%             | 2028-11-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     141000 | PA      | $198786.52    | 0.05%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     223000 | PA      | $275098.60    | 0.06%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     318000 | PA      | $408550.83    | 0.09%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     510000 | PA      | $601205.49    | 0.14%             | 2027-11-23      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $241837.81    | 0.06%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     300000 | PA      | $361983.92    | 0.08%             | 2033-04-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                     | Japan Government Twenty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  331000000 | PA      | $1772319.00   | 0.41%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $132413.68    | 0.03%             | 2028-03-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $66789.92     | 0.02%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                       | CPUK Finance Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $270106.35    | 0.06%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $341375.53    | 0.08%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                                                        | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     159000 | PA      | $189010.24    | 0.04%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                | Eni SpA                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $121453.83    | 0.03%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $246251.78    | 0.06%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                                                       | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     110000 | PA      | $133029.94    | 0.03%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                      | Japan Government Forty Year Bonds                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   58600000 | PA      | $206031.31    | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $246091.65    | 0.06%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                 | Anglian Water Services Financing PLC                                                                               | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $205687.15    | 0.05%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank AS                                         | Danske Bank AS                                                                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     177000 | PA      | $217908.18    | 0.05%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $240627.56    | 0.06%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                              | Aegon Ltd                                                                                                          | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      40124 | NS      | $324483.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1178000 | PA      | $1468657.32   | 0.34%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                | Hungary Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     224000 | PA      | $280192.01    | 0.06%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                | Hungary Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  667940000 | PA      | $2027571.19   | 0.47%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                       | Japan Government Five Year Bonds                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  682400000 | PA      | $4288716.14   | 0.99%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     341000 | PA      | $423550.97    | 0.10%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                   | French Republic Government Bonds OAT                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     534735 | PA      | $636041.34    | 0.15%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     866000 | PA      | $1044374.24   | 0.24%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                             | Australia Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1515000 | PA      | $939053.69    | 0.22%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244012.30    | 0.06%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $579836.95    | 0.13%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     451000 | PA      | $550315.78    | 0.13%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     320000 | PA      | $214885.01    | 0.05%             | 2029-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     106851 | PA      | $105431.51    | 0.02%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                     | Japan Government Thirty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  329350000 | PA      | $1519557.92   | 0.35%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                     | Cadent Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     203000 | PA      | $238236.31    | 0.06%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                                                                      | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     154000 | PA      | $184408.52    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1166000 | PA      | $1273778.78   | 0.29%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $239148.12    | 0.06%             | 2034-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     830428 | PA      | $866630.92    | 0.20%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     725000 | PA      | $881188.00    | 0.20%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                  | Molson Coors Beverage Co                                                                                           | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     305000 | PA      | $360234.58    | 0.08%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                               | John Deere Financial Ltd                                                                                           | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $211958.32    | 0.05%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $165333.65    | 0.04%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $163907.07    | 0.04%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                               | Caisse de Refinancement de l'Habitat SA                                                                            | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232513.24    | 0.05%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     520000 | PA      | $654926.68    | 0.15%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                               | Toyota Finance Australia Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     230000 | PA      | $150390.67    | 0.03%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $133962.44    | 0.03%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                  | Naturgy Finance Iberia SA                                                                                          | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $233494.89    | 0.05%             | 2030-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3022030000 | PA      | $1992256.20   | 0.46%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                            | Covestro AG                                                                                                        | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      12852 | NS      | $923276.92    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                  | Alibaba Group Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    2500000 | PA      | $355754.49    | 0.08%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     181000 | PA      | $214171.30    | 0.05%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $132446.43    | 0.03%             | 2035-01-16      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                   | Heathrow Funding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $114685.50    | 0.03%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                               | EDP Servicios Financieros Espana SA                                                                                | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     299000 | PA      | $352433.29    | 0.08%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $234251.44    | 0.05%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                               | Thailand Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   21146000 | PA      | $696120.15    | 0.16%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                        | Japan Government Two Year Bonds                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  714200000 | PA      | $4565247.05   | 1.06%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   36271000 | PA      | $2001732.69   | 0.46%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                   | Parker-Hannifin Corp                                                                                               | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     364000 | PA      | $418675.88    | 0.10%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                | Cie de Financement Foncier SA                                                                                      | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $347513.20    | 0.08%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                 | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     400000 | PA      | $457767.32    | 0.11%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     222000 | PA      | $259032.50    | 0.06%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                    | Kingdom of Belgium Government Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     526618 | PA      | $586117.63    | 0.14%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                      | General Mills Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     362000 | PA      | $423440.65    | 0.10%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     355000 | PA      | $418502.65    | 0.10%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     182000 | PA      | $211107.66    | 0.05%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                               | Visa Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     163000 | PA      | $187951.15    | 0.04%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                                                                | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     182000 | PA      | $213249.06    | 0.05%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                                                                                 | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     109000 | PA      | $70637.25     | 0.02%             | 2030-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                   | Glencore Capital Finance DAC                                                                                       | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     355000 | PA      | $416760.21    | 0.10%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                 | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2665000 | PA      | $3101980.60   | 0.72%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   19843000 | PA      | $1017237.01   | 0.24%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                        | Japan Government Ten Year Bonds                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   22650000 | PA      | $141540.57    | 0.03%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                             | FedEx Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     136000 | PA      | $157812.32    | 0.04%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CECONOMY AG                                            | CECONOMY AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |      34767 | NS      | $179924.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                   | Banco de Sabadell SA                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $348648.02    | 0.08%             | 2032-03-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                   | French Republic Government Bonds OAT                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2075690 | PA      | $2427144.62   | 0.56%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                               | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 3250000000 | PA      | $20802455.11  | 4.82%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                     | Japan Government Thirty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  118850000 | PA      | $744728.91    | 0.17%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115696.17    | 0.03%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                   | Booking Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     179000 | PA      | $205631.84    | 0.05%             | 2035-11-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     123000 | PA      | $142570.33    | 0.03%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                | BMS Ireland Capital Funding DAC                                                                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     120000 | PA      | $139336.67    | 0.03%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                   | Amcor UK Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     118000 | PA      | $137160.90    | 0.03%             | 2029-11-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                 | Smurfit Kappa Treasury ULC                                                                                         | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     104000 | PA      | $121420.96    | 0.03%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50 DEC25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -77 | NC      | $-78047.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EMGMKT DEC25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        124 | NC      | $27973.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        310 | NC      | $2978607.78   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | S+P/TSX 60 IX FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         27 | NC      | $223115.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR DEC25                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          3 | NC      | $17795.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES DEC25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         -2 | NC      | $-964.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        -86 | NC      | $-111449.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         -5 | NC      | $-2288.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE TAIWAN INDEX DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         14 | NC      | $56046.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR FEB26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         13 | NC      | $248419.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                         | FTSE/JSE TOP 40 DEC25                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         21 | NC      | $-21444.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | 10YR MINI JGB FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         37 | NC      | $-42565.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE CHINA A50 DEC25                                                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         83 | NC      | $20299.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | FTSE 100 IDX FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -64 | NC      | $-11422.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         41 | NC      | $7795.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | MSCI SING IX ETS DEC25                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -76 | NC      | $-14908.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          5 | NC      | $6555.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -5 | NC      | $-6028.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND DEC25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         27 | NC      | $21056.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND DEC25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -17 | NC      | $-19746.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         37 | NC      | $5812.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -24 | NC      | $-15338.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         38 | NC      | $-4454.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-OAT FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          1 | NC      | $1576.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BTP FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         13 | NC      | $42674.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          6 | NC      | $-59082.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -25 | NC      | $207330.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         98 | NC      | $-98063.61    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 3YR BOND FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -8 | NC      | $7019.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives            | WIG20 INDEX FUT DEC25                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |        -78 | NC      | $-59151.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Thailand Futures Exchange                              | SET50 FUTURES DEC25                                                                                                | CUSIP: 000000000<br>LEI: 5493006G4X6OUMF0CE07 | N/A              | DE               |  | TH        |        726 | NC      | $-81558.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         50 | NC      | $29315.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         45 | NC      | $-2173.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         33 | NC      | $80.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        416 | NC      | $169452.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        157 | NC      | $6961.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -48 | NC      | $-18444.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         51 | NC      | $59631.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -9 | NC      | $-10349.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 10YR BOND FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         59 | NC      | $26186.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 10YR BOND FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -30 | NC      | $-15289.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                       | IFSC NIFTY 50 FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         44 | NC      | $4717.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                         | FTSE KLCI FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |         16 | NC      | $-1124.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       1847 | NS      | $620890.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                                                                     | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       2353 | NS      | $139145.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MTU Aero Engines AG                                    | MTU Aero Engines AG                                                                                                | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        781 | NS      | $319552.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                       | Oversea-Chinese Banking Corp Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      41800 | NS      | $597164.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp                         | Mitsubishi Chemical Group Corp                                                                                     | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      33700 | NS      | $190362.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                               | Ipsen SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       2135 | NS      | $308242.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                        | London Stock Exchange Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       1853 | NS      | $218269.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                             | Inpex Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       3400 | NS      | $72522.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       2157 | NS      | $141901.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                              | Logitech International SA                                                                                          | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       2706 | NS      | $305339.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                           | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       5549 | NS      | $243852.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                  | Idemitsu Kosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      44900 | NS      | $332660.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                  | Yangzijiang Shipbuilding Holdings Ltd                                                                              | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |      41000 | NS      | $106212.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       4666 | NS      | $468286.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Vinci SA                                               | Vinci SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       1160 | NS      | $164617.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     155000 | PA      | $213624.65    | 0.05%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                          | Fresnillo PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       2351 | NS      | $81976.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                   | Heathrow Funding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     192000 | PA      | $273735.30    | 0.06%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       3920 | NS      | $288486.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                    | HKT Trust & HKT Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     165000 | NS      | $252448.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                                                       | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      62088 | NS      | $326567.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| ENEOS Holdings Inc                                     | ENEOS Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      50200 | NS      | $330833.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                               | Rolls-Royce Holdings PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      22264 | NS      | $314239.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     991000 | PA      | $1223372.58   | 0.28%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       3514 | NS      | $145474.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                      | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      14514 | NS      | $456351.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                      | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      17464 | NS      | $265348.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      32620 | NS      | $335640.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                | Veolia Environnement SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208141.25    | 0.05%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                          | SoftBank Corp                                                                                                      | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     151200 | NS      | $216324.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      20014 | NS      | $354160.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     100679 | PA      | $52111.18     | 0.01%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                              | Tesco PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      90959 | NS      | $542447.15    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      91229 | NS      | $761441.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                            | Informa PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      27504 | NS      | $349744.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                             | Haleon PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      41956 | NS      | $206334.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      91795 | PA      | $97935.09     | 0.02%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                | GSK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      15827 | NS      | $376619.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                            | Euronext NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |        557 | NS      | $85352.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                                                          | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       6820 | NS      | $325549.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       2550 | NS      | $126283.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      11808 | NS      | $433954.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     868000 | PA      | $1106896.53   | 0.26%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2597396 | PA      | $3429681.64   | 0.79%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                               | Finland Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     378000 | PA      | $405339.14    | 0.09%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                       | Medibank Pvt Ltd                                                                                                   | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      64359 | NS      | $200141.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     315000 | PA      | $424737.84    | 0.10%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                 | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3622000 | PA      | $981667.35    | 0.23%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                  | Auto Trader Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      12502 | NS      | $105723.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                                                                           | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      16985 | NS      | $420732.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       4088 | NS      | $304321.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                             | Japan Post Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      33200 | NS      | $326120.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                 | Japan Post Bank Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       8400 | NS      | $101088.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      11353 | NS      | $200911.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      14014 | NS      | $363368.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                           | Allegion plc                                                                                                       | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       1518 | NS      | $252033.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                             | Amdocs Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       2076 | NS      | $158772.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                 | Arch Capital Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       3302 | NS      | $310123.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd                           | Aspen Insurance Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |       3433 | NS      | $127192.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Aptiv PLC                                              | Aptiv PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       3819 | NS      | $296163.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                               | Lima Metro Line 2 Finance Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     195006 | PA      | $188335.00    | 0.04%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       3513 | NS      | $370024.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                    | TE Connectivity PLC                                                                                                | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |         81 | NS      | $18318.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                                  | CyberArk Software Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       3139 | NS      | $1439514.01   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus NV                                               | Merus NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |      15059 | NS      | $1447772.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPEK SA DE CV                                         | Alpek SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     220000 | PA      | $203431.25    | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                               | Celulosa Arauco y Constitucion SA                                                                                  | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $206626.00    | 0.05%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                            | Corp Nacional del Cobre de Chile                                                                                   | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205188.00    | 0.05%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                 | Orbia Advance Corp SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $325452.00    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                | Transportadora de Gas Internacional SA ESP                                                                         | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $304500.00    | 0.07%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                         | Trust Fibra Uno                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $193500.00    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** AB PORTFOLIOS

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller