# EDGAR Filing Document

**Accession Number:** 0001571768
**File Stem:** 0001099263-26-008030
**Filing Date:** 2026-6
**Character Count:** 790212
**Document Hash:** a8c71d1f66a46531ccf0cb23eb601ebe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-008030.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001099263-26-008030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Global Allocation Fund, Inc.
- **CENTRAL INDEX KEY:** 0001571768

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22810
- **FILM NUMBER:** 261119604

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price Global Allocation Fund (Series ID: S000040952)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000127047 | T. Rowe Price Global Allocation Fund               | RPGAX           |
| C000127048 | T. Rowe Price Global Allocation Fund-Advisor Class | PAFGX           |
| C000169948 | T. Rowe Price Global Allocation Fund-I Class       | TGAFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.

- **b. Investment Company Act file number:** 811-22810

- **c. CIK number of Registrant:** 0001571768

- **d. LEI of Registrant:** 549300O7QCU2ZLFB3659

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000040952

- **c. LEI of Series:** 549300EOK7E7NL9X0O89

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $865496585.38

**Total Liabilities:** $8856823.19

**Net Assets:** $856639762.19

**Delayed Delivery Securities:** $134972.97

**Cash Not Reported:** $1026270.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127047 | 2.14%                | -4.96%               | 5.60%                |
| Class ID C000127048 | 2.15%                | -4.99%               | 5.51%                |
| Class ID C000169948 | 2.20%                | -4.97%               | 5.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5044625.77              | $12072481.46                               |
| Month 2  | $3352997.52              | $-49168349.54                              |
| Month 3  | $4960468.31              | $39733310.84                               |

**Designated Index Information**

- **Index Name:** Benchmark for GAF

- **Index Identifier:** GAF_BMRK

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3I GROUP PLC                                     | 3I GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      6789 | NS      | $236106.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 58.COM DISSENTERS RIGHTS                         | 58.COM DISSENTERS RIGHTS                                                         | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      5864 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ABB LTD-REG                                      | ABB LTD                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      3179 | NS      | $321523.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                              | ABBOTT LABORATORIES                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     13997 | NS      | $1270787.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152189.34    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7103 | NS      | $1501005.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144124.65    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28948.88     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Wall Co SER A-8 CVT PFD STOCK PP            | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2450 | NS      | $539.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Long Wall Co  SER A-9 CVT PFD STOCK PP           | ABL SPACE SYSTEMS SER A-9 CVT PFD STK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       691 | NS      | $152.02       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                         | ABN AMRO BANK NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      8184 | NS      | $284941.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                              | ACADIA REALTY TRUST                                                              | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     10082 | NS      | $217972.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                         | ACCOR SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      2033 | NS      | $100610.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACUTAAS CHEMICALS LTD                            | ACUTAAS CHEMICALS LTD                                                            | CUSIP: 000000000<br>LEI: 335800BQIYJ5LQOLWE94 | Long             | EC               | CORP              | IN        |      2041 | NS      | $56106.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIDAS AG                                        | ADIDAS AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      3249 | NS      | $562264.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                | ADMIRAL GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      4130 | NS      | $189758.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10906 | NS      | $3866067.94   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                         | ADYEN NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       417 | NS      | $470566.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AEDIFICA                                         | AEDIFICA SA                                                                      | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |      1149 | NS      | $96862.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                               | AERCAP HOLDINGS NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      1842 | NS      | $261950.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148713.93    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OPENAI GROUP PCB CLASS A COMMON PP               | AESTAS LLC dba OPENAI LLC EV UNITS Class A                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $235876.61    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFRMT 2026-2A A 144A                             | AFFIRM MASTER TRUST                                                              | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100034.71    | 0.01%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                             | AFFIRM MASTER TRUST                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130392.41    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                           | AGNICO EAGLE MINES LTD                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       436 | NS      | $82059.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                           | AGNICO EAGLE MINES LTD                                                           | CUSIP: 000000000<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2523 | NS      | $474435.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                | AHS HOSPITAL CORP                                                                | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18482.51     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                    | AIA GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     59400 | NS      | $652138.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LINK COMMUNICATION LTD                       | AIR LINK COMMUNICATION LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PK        |     41500 | NS      | $19549.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                   | AIR LIQUIDE SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2411 | NS      | $518703.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR WATER INC                                    | AIR WATER INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11300 | NS      | $160291.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC-CLASS A                               | AIRBNB INC                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      3236 | NS      | $454204.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                        | AIRBUS SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      6978 | NS      | $1438580.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                       | AIRTAC INTERNATIONAL GROUP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3000 | NS      | $140069.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                 | AJINOMOTO CO INC                                                                 | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      7200 | NS      | $231411.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AKDITAL HOLDING                                  | AKDITAL HOLDING                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       397 | NS      | $52297.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | AKER BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     10507 | NS      | $410743.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL N.V.                                  | AKZO NOBEL NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      1262 | NS      | $74075.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AL RAJHI BANK                                    | AL RAJHI BANK                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     23437 | NS      | $429692.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMOS GOLD INC-CLASS A                          | ALAMOS GOLD INC                                                                  | CUSIP: 000000000<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      4026 | NS      | $160642.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMOS GOLD INC-CLASS A                          | ALAMOS GOLD INC                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      1131 | NS      | $45172.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALBEMARLE CORP                                   | ALBEMARLE CORP                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       133 | NS      | $26161.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON FINANCE CORP 144A                          | ALCON FINANCE CORP                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217426.31    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUIT                     | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1002 | NS      | $40591.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                        | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     71828 | NS      | $1183798.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING-SP ADR                     | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      1059 | NS      | $139660.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIANT ENERGY CORP                              | ALLIANT ENERGY CORP                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       485 | NS      | $35613.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE-REG                                   | ALLIANZ SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1514 | NS      | $691493.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | ALLSTATE CORP/THE                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      5059 | NS      | $1099118.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                               | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113265.88    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALMONTY INDUSTRIES INC                           | ALMONTY INDUSTRIES INC                                                           | CUSIP: 020398707<br>LEI: 54930049R1BTGV5RJ021 | Long             | EC               | CORP              | CA        |      1268 | NS      | $27490.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL A                                | ALPHABET INC                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8936 | NS      | $3438572.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL C                                | ALPHABET INC                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34704 | NS      | $13254845.76  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHAMIN RESOURCES CORP                          | ALPHAMIN RESOURCES CORP                                                          | CUSIP: 000000000<br>LEI: 529900YI7Z8X5I42E192 | Long             | EC               | CORP              | MU        |     68321 | NS      | $68906.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS LTD                                          | ALS LTD                                                                          | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     10994 | NS      | $171669.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM                                           | ALSTOM SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      2395 | NS      | $48125.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINIUM BAHRAIN BSC                            | ALUMINIUM BAHRAIN BSC                                                            | CUSIP: 000000000<br>LEI: 213800YLHRSLSVOHFH73 | Long             | EC               | CORP              | BH        |      8683 | NS      | $20270.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM CORP OF CHINA LTD-H SHS                 | ALUMINUM CORP OF CHINA LTD                                                       | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     44000 | NS      | $64440.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALVOTECH SA                                      | ALVOTECH SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |      4454 | NS      | $14876.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALVOTECH SA                                      | ALVOTECH SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |      2152 | NS      | $7292.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                        | AMADEUS IT GROUP SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      5734 | NS      | $330865.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | AMAZON.COM INC                                                                   | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78803.83     | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | AMAZON.COM INC                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150828.40    | 0.02%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     30751 | NS      | $8150860.06   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                        | AMCOR PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      2837 | NS      | $107919.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                      | AMEREN CORP                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186335.91    | 0.02%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                               | AMEREN CORP                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8075 | NS      | $917723.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                          | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124768 | PA      | $116222.73    | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    285000 | PA      | $305871.47    | 0.04%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5167 | NS      | $1669199.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT CL A                       | AMERICAN HOMES 4 RENT                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5384 | NS      | $171426.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | AMERICAN HONDA FINANCE CORP                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135157.67    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351144.85    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2411 | NS      | $440513.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                      | AMERICAN WATER WORKS CO INC                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      3342 | NS      | $429179.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICANA RESTAURANTS INTL PLC-FOREIGN           | AMERICANA RESTAURANTS INTERNATIONAL PLC - FOREIGN CO                             | CUSIP: 000000000<br>LEI: 549300EYHRPEZ6UVAM64 | Long             | EC               | CORP              | AE        |    155046 | NS      | $84585.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAS GOLD AND SILVER COR                     | AMERICAS GOLD & SILVER CORP                                                      | CUSIP: 000000000<br>LEI: 5493005AKGOT669Z4P51 | Long             | EC               | CORP              | CA        |     18696 | NS      | $107082.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                       | AMETEK INC                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      7085 | NS      | $1668517.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                        | AMGEN INC                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1523 | NS      | $527338.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                    | AMPHENOL CORP                                                                    | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56138.12     | 0.01%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPLIFON SPA                                     | AMPLIFON SPA                                                                     | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     10063 | NS      | $111470.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                               | ANALOG DEVICES INC                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5968 | NS      | $2400687.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AOMT 2021-1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43935 | PA      | $39120.49     | 0.00%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL 144A                      | ANGLO AMERICAN CAPITAL PLC                                                       | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183372.33    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                               | ANGLO AMERICAN PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      4095 | NS      | $202640.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                            | ANGLOGOLD ASHANTI PLC                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      3206 | NS      | $297931.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                     | ANNALY CAPITAL MANAGEMENT INC                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     12881 | NS      | $294974.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                            | ANTERO RESOURCES CORP                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       663 | NS      | $26029.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                  | ANTOFAGASTA PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      4728 | NS      | $229297.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANYCOLOR INC                                     | ANYCOLOR INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $120086.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ANZ GROUP HOLDINGS LTD                           | ANZ GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     13179 | NS      | $350054.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                     | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1071 | NS      | $137859.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO HOSPITALS ENTERPRISE                      | APOLLO HOSPITALS ENTERPRISE LTD                                                  | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |      2715 | NS      | $219156.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | APPALACHIAN POWER CO                                                             | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196442.78    | 0.02%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                       | APPLE HOSPITALITY REIT INC                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      4338 | NS      | $58432.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLE INC                                        | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     45769 | NS      | $12419418.15  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP-CLASS A                            | APPLOVIN CORP                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       501 | NS      | $223621.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCA CONTINENTAL SAB DE CV                       | ARCA CONTINENTAL SAB DE CV                                                       | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     23139 | NS      | $278155.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                    | ARCELORMITTAL SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      5073 | NS      | $294514.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENX SE - ADR                                  | ARGENX SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       599 | NS      | $468250.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIFL 2023-B A2 144A                             | ARI FLEET LEASE TRUST 2023-B                                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18153 | PA      | $18239.78     | 0.00%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A2 144A                             | ARI FLEET LEASE TRUST 2026-A                                                     | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99647.60     | 0.01%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARION BANKI HF                                   | ARION BANKI HF                                                                   | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |     46661 | NS      | $73038.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | ARIS MINING CORP                                                                 | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |     27273 | NS      | $487494.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                              | ARISTA NETWORKS INC                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4770 | NS      | $823826.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC-SUBORDINATE VOTI                     | ARITZIA INC                                                                      | CUSIP: 000000000<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |       737 | NS      | $77788.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARM HOLDINGS PLC-ADR                             | ARM HOLDINGS PLC                                                                 | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |       750 | NS      | $157740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ARRAY TECHNOLOGIES INC                           | ARRAY TECHNOLOGIES INC                                                           | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      3059 | NS      | $23676.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ARTEMIS GOLD INC                                 | ARTEMIS GOLD INC                                                                 | CUSIP: 04302L100<br>LEI: 529900GXBX7DGL5YMO49 | Long             | EC               | CORP              | CA        |      7819 | NS      | $197727.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | ARTHUR J GALLAGHER & CO                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20182.18     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARXIS INC-A                                      | ARXIS INC                                                                        | CUSIP: 04339D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $58100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                         | ASAHI GROUP HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     10700 | NS      | $105348.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE TECHNOLOGY HOLDING CO LTD                    | ASE TECHNOLOGY HOLDING CO LTD                                                    | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     32000 | NS      | $501589.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA COMMERCIAL BANK                             | ASIA COMMERCIAL BANK JSC                                                         | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |    385126 | NS      | $344471.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                                       | ASICS CORP                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      9000 | NS      | $255578.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKER HEALTHCARE GROUP AB                        | ASKER HEALTHCARE GROUP AB                                                        | CUSIP: 000000000<br>LEI: 636700RZEYK9TOWV8F05 | Long             | EC               | CORP              | SE        |     12338 | NS      | $101521.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ASM INTERNATIONAL NV                             | ASM INTERNATIONAL NV                                                             | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       100 | NS      | $97827.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                  | ASML HOLDING NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2173 | NS      | $3141172.06   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                               | ASML HOLDING NV                                                                  | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       363 | NS      | $522353.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMODEE GROUP AB-B                               | ASMODEE GROUP AB                                                                 | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | EC               | CORP              | SE        |     10606 | NS      | $142534.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                 | ASR NEDERLAND NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1259 | NS      | $95632.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB-B                                  | ASSA ABLOY AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      9016 | NS      | $347005.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| ASTA ENERGY SOLUTIONS AG                         | ASTA ENERGY SOLUTIONS AG                                                         | CUSIP: 000000000<br>LEI: 529900H9GYEOPOXFNN04 | Long             | EC               | CORP              | AT        |       363 | NS      | $23735.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAL LTD                                       | ASTRAL LTD                                                                       | CUSIP: 000000000<br>LEI: 3358007M1SKFTVDRMC40 | Long             | EC               | CORP              | IN        |      8987 | NS      | $145456.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                  | ASTRAZENECA PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7206 | NS      | $1367139.36   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                  | ASTRAZENECA PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8022 | NS      | $1503082.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T INC                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196163.90    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                       | ATHENE GLOBAL FUNDING                                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175227.22    | 0.02%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                           | ATKINSREALIS GROUP INC                                                           | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      1950 | NS      | $134555.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                | ATMOS ENERGY CORP                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       318 | NS      | $60413.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATOUR LIFESTYLE HOLDINGS-ADR                     | ATOUR LIFESTYLE HOLDINGS LTD                                                     | CUSIP: 04965M106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2267 | NS      | $86690.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRENEW INC-ADR                                  | ATRENEW INC                                                                      | CUSIP: 00138L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10800 | NS      | $48708.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS CORP                                         | ATS CORP                                                                         | CUSIP: 000000000<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      2370 | NS      | $76891.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ATTIJARIWAFA BANK                                | ATTIJARIWAFA BANK                                                                | CUSIP: 000000000<br>LEI: 213800NKX83414QQZ664 | Long             | EC               | CORP              | MA        |      2301 | NS      | $173245.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AU SMALL FINANCE BANK LTD                        | AU SMALL FINANCE BANK LTD                                                        | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |         5 | NS      | $53.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUCTION TECHNOLOGY GROUP                         | AUCTION TECHNOLOGY GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |     28156 | NS      | $135110.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                  | AUD/USD FWD 20260529 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-6656.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSGOLD LTD                                      | AUSGOLD LTD                                                                      | CUSIP: 000000000<br>LEI: 894500N1FW604CKRQQ71 | Long             | EC               | CORP              | AU        |     47718 | NS      | $31636.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV INC SDR                                  | AUTOLIV INC                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1079 | NS      | $124826.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                     | AUTOZONE INC                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       329 | NS      | $1218625.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                     | AUTOZONE INC                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69546.20     | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                        | AVALONBAY COMMUNITIES INC                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1666 | NS      | $304878.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98993.05     | 0.01%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                        | AVIVA PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     15148 | NS      | $128474.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                           | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     13443 | NS      | $648023.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS BANK LTD                                    | AXIS BANK LTD                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      8131 | NS      | $109057.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                        | AXIS CAPITAL HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      1222 | NS      | $122701.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anduril Industries Ser H CVT PFD PP              | Anduril Industries Inc Series H CVT PFD Stock PP                                 | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | EP               | CORP              | US        |       564 | NS      | $38889.32     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCAO                        | B3 SA - BRASIL BOLSA BALCAO                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     33634 | NS      | $122736.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD              | BADGER INFRASTRUCTURE SOLUTIONS LTD                                              | CUSIP: 000000000<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      4114 | NS      | $198983.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU INC-CLASS A                                | BAIDU INC                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      4002 | NS      | $63195.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINANCE LTD                                | BAJAJ FINANCE LTD                                                                | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     32089 | NS      | $318728.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                  | BAKER HUGHES CO                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3114 | NS      | $216952.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                        | BALL CORP                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     15722 | NS      | $960299.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIC CLASSIFIEDS GROUP                         | BALTIC CLASSIFIEDS GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | GB        |      6466 | NS      | $17052.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MEDIOLANUM SPA                             | BANCA MEDIOLANUM SPA                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      2743 | NS      | $60122.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BANCA TRANSILVANIA SA                            | BANCA TRANSILVANIA SA                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | EC               | CORP              | RO        |     37098 | NS      | $304072.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BBVA ARGENTINA SA-ADR                      | BANCO BBVA ARGENTINA SA                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |      1384 | NS      | $19735.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARGENTA                     | BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     24607 | NS      | $543381.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO COMERCIAL PORTUGUES-R                      | BANCO COMERCIAL PORTUGUES SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    109395 | NS      | $116930.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | BANCO SANTANDER SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190573.55    | 0.02%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | BANCO SANTANDER SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     52060 | NS      | $635253.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK ALFALAH LTD                                 | BANK ALFALAH LTD                                                                 | CUSIP: 000000000<br>LEI: 2549007VBBNOQL2IVZ08 | Long             | EC               | CORP              | PK        |    333468 | NS      | $71295.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                         | BANK CENTRAL ASIA TBK PT                                                         | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   1071000 | NS      | $363112.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK FOR FOREIGN TRADE JSC                       | BANK FOR FOREIGN TRADE OF VIETNAM JSC                                            | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |     42047 | NS      | $95713.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKMUSCAT SAOG                                  | BANK MUSCAT SAOG                                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | EC               | CORP              | OM        |    100197 | NS      | $124193.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109387.44    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     60771 | NS      | $3248817.66   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195537.57    | 0.02%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS PLC                      | BANK OF CYPRUS HOLDINGS PLC                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |     15191 | NS      | $164622.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | BANK OF MONTREAL                                                                 | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $88747.49     | 0.01%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK PEKAO SA                                    | BANK POLSKA KASA OPIEKI SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      9887 | NS      | $618911.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA PERSER                     | BANK RAKYAT INDONESIA PERSERO TBK PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    244800 | NS      | $42349.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                               | BANK5 2024-5YR8                                                                  | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $46682.06     | 0.01%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR21 A3                              | BANK5 2026-5YR21                                                                 | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $36113.64     | 0.00%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                    | BANNER HEALTH                                                                    | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57901.32     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NQM1 A3 144A                           | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                           | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52802 | PA      | $48741.48     | 0.01%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | BARCLAYS PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    189084 | NS      | $1111420.29   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $330790.37    | 0.04%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                              | BARRICK MINING CORP                                                              | CUSIP: 000000000<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     10054 | NS      | $395024.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113722.76    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT CAPITAL CORP                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165610.91    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BATLN 2024-25A BR 144A                           | BATTALION CLO XXV LTD                                                            | CUSIP: 07134FAL4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260280.80    | 0.03%             | 2037-03-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                   | BAWAG GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      9685 | NS      | $1658564.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG SUB SR S10 TXBLE           | BAY AREA TOLL AUTHORITY                                                          | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    300000 | PA      | $242570.88    | 0.03%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                               | BAYTEX ENERGY CORP                                                               | CUSIP: 000000000<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |     10147 | NS      | $51468.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BAYVIEW FINANCING TRUST 2024-2F A PP             | BAYVIEW FINANCING TRUST 2024-2F A                                                | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84706 | PA      | $84934.85     | 0.01%             | 2029-11-01      | Variable      | 6.40%                 | Yes           |                  3 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                           | BBCMS 2019-BWAY MORTGAGE TRUST                                                   | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $628.00       | 0.00%             | 2034-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/MEXICO                          | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | CUSIP: YV5671248<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    215000 | PA      | $218901.53    | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                  | BDO UNIBANK INC                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    105984 | NS      | $198185.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                      | BE SEMICONDUCTOR INDUSTRIES NV                                                   | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       614 | NS      | $179603.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BECHTLE AG                                       | BECHTLE AG                                                                       | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      3116 | NS      | $106051.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJER REF AB                                    | BEIJER REF AB                                                                    | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |      5428 | NS      | $76902.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BEIJING HUAFENG TEST & CONTROL TECHNOLOGY CO LTD | BEIJING HUAFENG TEST & CONTROL TECHNOLOGY CO LTD                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2199 | NS      | $113172.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEL FUSE INC-CL B                                | BEL FUSE INC                                                                     | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       155 | NS      | $42755.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BMARK 2023-B39 A5                                | BENCHMARK 2023-B39 MORTGAGE TRUST                                                | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $109765.16    | 0.01%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A3                                 | BENCHMARK 2024-V8 MORTGAGE TRUST                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $72898.97     | 0.01%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A5                                | BENCHMARK 2025-B41 MORTGAGE TRUST                                                | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102418.88    | 0.01%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V16 A3                                | BENCHMARK 2025-V16 MORTGAGE TRUST                                                | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $184709.56    | 0.02%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 A3                                | BENCHMARK 2025-V19 MORTGAGE TRUST                                                | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102030.00    | 0.01%             | 2058-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-B42 A5                                | BENCHMARK 2026-B42 MORTGAGE TRUST                                                | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $30083.04     | 0.00%             | 2059-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENETEAU                                         | BENETEAU SACA                                                                    | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |      8533 | NS      | $68668.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BENZ MINING CORP-CDI                             | BENZ MINING CORP                                                                 | CUSIP: 000000000<br>LEI: 549300GDAU4EXWZFUR08 | Long             | EC               | CORP              | CA        |     15155 | NS      | $22140.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEONE MEDICINES LTD-ADR                          | BEONE MEDICINES LTD                                                              | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |       212 | NS      | $62597.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MIDAMERICAN ENERGY HLDGS                         | BERKSHIRE HATHAWAY ENERGY CO                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23409.93     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B                      | BERKSHIRE HATHAWAY INC                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5447 | NS      | $2579699.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD 2025-5MW A 144A                             | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99290.47     | 0.01%             | 2042-10-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                | BHARTI AIRTEL LTD                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     28110 | NS      | $561916.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                                 | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3108 | NS      | $123351.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP GROUP LTD                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     22058 | NS      | $873041.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG YELLOW GROUP PLC                             | BIG YELLOW GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |     12741 | NS      | $156509.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM BIRLESIK MAGAZALAR AS                        | BIM BIRLESIK MAGAZALAR AS                                                        | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |     18782 | NS      | $308560.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BINH MINH PLASTICS JSC                           | BINH MINH PLASTICS JSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     19600 | NS      | $107922.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC                              | BIZLINK HOLDING INC                                                              | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      7000 | NS      | $628552.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PARTNERS OFFSHORE FD-E1               | BLACKSTONE PARTNERS OFFSHORE FD-E1                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21610 | NS      | $64909175.72  | 7.58%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE STAR LTD                                    | BLUE STAR LTD                                                                    | CUSIP: 000000000<br>LEI: 335800CWJUVEKQ1TE879 | Long             | EC               | CORP              | IN        |      4378 | NS      | $82589.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LTD                              | BLUESCOPE STEEL LTD                                                              | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      2232 | NS      | $48521.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP PARIBAS SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2574 | NS      | $270325.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                                 | BNP PARIBAS SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $317562.10    | 0.04%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BOLIDEN AB                                       | BOLIDEN AB                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       215 | NS      | $11301.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | BOOKING HOLDINGS INC                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     12374 | NS      | $2083286.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                     | BOOZ ALLEN HAMILTON HOLDING CORP                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      5840 | NS      | $454176.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSSARD HOLDING AG-REG A                         | BOSSARD HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |       475 | NS      | $97086.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BP PLC                                           | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     50855 | NS      | $402559.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAC BANK PLC                                    | BRAC BANK PLC                                                                    | CUSIP: 000000000<br>LEI: 254900EHCK80ARTPIK21 | Long             | EC               | CORP              | BD        |    199979 | NS      | $118851.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                             | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34930.21     | 0.00%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                           | BRIDGEPOINT GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     67166 | NS      | $227983.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A                     | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99802.98     | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                     | BRITISH AMERICAN TOBACCO PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      6484 | NS      | $381874.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77976.45     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194498.41    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                                     | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202499.42    | 0.02%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115462.43    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     18157 | NS      | $7579276.51   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                  | BROOKFIELD CORP                                                                  | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      4440 | NS      | $200533.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP INC/CA                                       | BRP INC                                                                          | CUSIP: 000000000<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1221 | NS      | $68324.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP                                      | BRUKER CORP                                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      5454 | NS      | $200216.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BT GROUP PLC                                     | BT GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    129019 | NS      | $379294.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                        | BUNZL PLC                                                                        | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      8363 | NS      | $275695.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUSY MING GROUP CO LTD-H SHS                     | BUSY MING GROUP CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       400 | NS      | $22478.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX 2026-CSMO A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                           | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.50    | 0.01%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-LGCY C 144A                              | BX TRUST 2021-LGCY                                                               | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $224929.69    | 0.03%             | 2036-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                              | BX TRUST 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99937.50     | 0.01%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BYTEDANCE LTD CVT PFD SR E PP                    | BYTEDANCE LTD CVT PFD SR E PP                                                    | CUSIP: 000000000<br>LEI: 300300NIFA1100061063 | Long             | EP               | CORP              | US        |      1810 | NS      | $597300.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | CADENCE DESIGN SYSTEMS INC                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59772.99     | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK                                        | CAIXABANK SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     16433 | NS      | $209165.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CALBEE INC                                       | CALBEE INC                                                                       | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |      2300 | NS      | $43592.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV TXBLE SER B               | CALIFORNIA STATE UNIVERSITY                                                      | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $187929.60    | 0.02%             | 2041-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                            | CAMDEN PROPERTY TRUST                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       642 | NS      | $67422.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                      | CAMECO CORP                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1523 | NS      | $187389.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC 144A                             | CAMERON LNG LLC                                                                  | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25382.32     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC 144A                             | CAMERON LNG LLC                                                                  | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36641.71     | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMURUS AB                                       | CAMURUS AB                                                                       | CUSIP: 000000000<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |      1907 | NS      | $110478.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAN APARTMENT PROP REAL ESTA                     | CANADIAN APARTMENT PROPERTIES REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      1849 | NS      | $49793.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY CO                         | CANADIAN NATIONAL RAILWAY CO                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1812 | NS      | $203179.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                       | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     10768 | NS      | $514003.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                       | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     10111 | NS      | $482193.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $103356.35    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $109343.25    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $128019.60    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21302.63     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $128211.23    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANVA CLASS B COMMON STOCK PP                    | CANVA COMMON STOCK PP                                                            | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $157124.10    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP                  | CANVA SERIES A CVT PFD STOCK PP                                                  | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         4 | NS      | $5985.68      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITALAND INTGD COMM TRUST                      | CAPITALAND INTEGRATED COMMERCIAL TRUST                                           | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |     31208 | NS      | $58125.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                        | CAPITEC BANK HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1243 | NS      | $322682.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPRICORN METALS LTD                             | CAPRICORN METALS LTD                                                             | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |     18259 | NS      | $151390.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                             | CAPSTONE COPPER CORP                                                             | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     11796 | NS      | $98303.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEMLO MINING CORP                                | CARCETTI CAPITAL CORP                                                            | CUSIP: 000000000<br>LEI: 529900LAXG9T9UEN3T86 | Long             | EC               | CORP              | CA        |     16825 | NS      | $65028.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123674.19    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CAREL INDUSTRIES SPA                             | CAREL INDUSTRIES SPA                                                             | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |      5599 | NS      | $170873.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                                  | CARMAX AUTO OWNER TRUST 2025-4                                                   | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29660.46     | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                             | CARPENTER TECHNOLOGY CORP                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       187 | NS      | $80073.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRVNA 2021-P4 C                                  | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $151702.86    | 0.02%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P4                                           | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39722.18     | 0.00%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRVNA 2026-P1 B                                  | CARVANA AUTO RECEIVABLES TRUST 2026-P1                                           | CUSIP: 14689FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39549.02     | 0.00%             | 2032-07-12      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CRVNA 2026-P1 A4                                 | CARVANA AUTO RECEIVABLES TRUST 2026-P1                                           | CUSIP: 14689FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $158760.06    | 0.02%             | 2032-07-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                  | CARVANA CO                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     40397 | PA      | $44677.66     | 0.01%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | CARVANA CO                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      5939 | NS      | $2350656.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                                  | CARVANA CO                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     29330 | PA      | $30511.24     | 0.00%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CASH PLUS SA                                     | CASH PLUS SA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       322 | NS      | $10157.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | CATERPILLAR FINANCIAL SERVICES CORP                                              | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242576.97    | 0.03%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                  | CATERPILLAR INC                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3561 | NS      | $3169681.71   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                   | CAVA GROUP INC                                                                   | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4233 | NS      | $395404.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CBRE GROUP INC - A                               | CBRE GROUP INC                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2669 | NS      | $380946.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE SERVICES INC                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4941.54      | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                         | CELULOSA ARAUCO Y CONSTITUCION SA                                                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $222481.29    | 0.03%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | CENCORA INC                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7597 | NS      | $2339951.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                               | CENOVUS ENERGY INC                                                               | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |     17600 | NS      | $514624.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                               | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |     10437 | NS      | $305345.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                            | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100464.72    | 0.01%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | CENTENE CORP                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60398.81     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTRA HEALTH INC                                | CENTRA HEALTH INC                                                                | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |    385000 | PA      | $314821.17    | 0.04%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTRAL DEPOSITORY SERVICES                      | CENTRAL DEPOSITORY SERVICES INDIA LTD                                            | CUSIP: 000000000<br>LEI: 335800YRV56TH7RQVH27 | Long             | EC               | CORP              | IN        |      4865 | NS      | $65595.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHWAB (CHARLES) CORP                            | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     22702 | NS      | $2080411.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                              | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116977.12    | 0.01%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82599.55     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A A3 144A                            | CHASE AUTO OWNER TRUST 2025-1                                                    | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60069.24     | 0.01%             | 2030-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                              | CHENIERE ENERGY INC                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1471 | NS      | $404451.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                     | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10021 | NS      | $1937159.51   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                  | CHEVRON USA INC                                                                  | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115163.91    | 0.01%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | CHF/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-35388.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHIFENG JILONG GOLD MINING-H                     | CHIFENG JILONG GOLD MINING GROUP LTD                                             | CUSIP: 000000000<br>LEI: 300300PUFBCIZ7STN538 | Long             | EC               | CORP              | CN        |     31400 | NS      | $147808.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK-H SHS                    | CHINA CONSTRUCTION BANK CORP                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    370000 | NS      | $417655.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                         | CHINA HONGQIAO GROUP LTD                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     20000 | NS      | $84660.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA JUSHI CO LTD                               | CHINA JUSHI CO LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35500 | NS      | $180218.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MENGNIU DAIRY CO                           | CHINA MENGNIU DAIRY CO LTD                                                       | CUSIP: 000000000<br>LEI: 2549005Q343BSJ8RSS21 | Long             | EC               | CORP              | KY        |     27000 | NS      | $60129.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS GRAND OCEANS GROUP LTD            | CHINA OVERSEAS GRAND OCEANS GROUP LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    218000 | NS      | $79270.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CHINA PACIFIC INS-H SHS                          | CHINA PACIFIC INSURANCE GROUP CO LTD                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     69600 | NS      | $303829.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES BEER (HOLDINGS) CO LTD           | CHINA RESOURCES BEER HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: 254900OH02Y7OS7RNG48 | Long             | EC               | CORP              | HK        |     43500 | NS      | $149888.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES MIXC LIFESTY                     | CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62200 | NS      | $375662.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TOWER CORP LTD-H                           | CHINA TOWER CORP LTD                                                             | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |    149000 | NS      | $211150.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                       | CHIPOTLE MEXICAN GRILL INC                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      8594 | NS      | $292110.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                        | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6746 | NS      | $2205942.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                     | CHUGAI PHARMACEUTICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      9100 | NS      | $485297.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT GOBAIN                        | CIE DE SAINT-GOBAIN SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2012 | NS      | $184339.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCIERE RICHEMONT UTS A                   | CIE FINANCIERE RICHEMONT SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1677 | NS      | $321845.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORP                                      | CINTAS CORP                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $89975.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                | CISCO SYSTEMS INC                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     27265 | NS      | $2494747.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99243.23     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4175 | NS      | $534316.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70035.21     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313816.85    | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A                          | CITIGROUP MORTGAGE LOAN TRUST INC                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     41608 | PA      | $36634.08     | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CITY DEVELOPMENTS LTD                            | CITY DEVELOPMENTS LTD                                                            | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     11100 | NS      | $71438.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L A CA DEPT ARPTS BAB TXB SUB SR C               | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16893.11     | 0.00%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                        | CK HUTCHISON HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     11000 | NS      | $91852.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CKD CORP                                         | CKD CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $143368.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CLARKSON PLC                                     | CLARKSON PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |      1486 | NS      | $97705.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLICKS GROUP LTD                                 | CLICKS GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 378900E967958A677472 | Long             | EC               | CORP              | ZA        |     11133 | NS      | $176742.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                    | CME GROUP INC                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       833 | NS      | $239754.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21828.76     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH INDUSTRIAL CAPITAL LLC                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191078.56    | 0.02%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                          | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $298895.72    | 0.03%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | COCA-COLA CO/THE                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     10370 | NS      | $816741.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPEAN PARTN 144A                    | COCA-COLA EUROPACIFIC PARTNERS PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $205856.85    | 0.02%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCHLEAR LTD                                     | COCHLEAR LTD                                                                     | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       727 | NS      | $49466.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                 | COEUR MINING INC                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      3041 | NS      | $54646.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LTD                                  | COLES GROUP LTD                                                                  | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      6956 | NS      | $110864.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                             | COLGATE-PALMOLIVE CO                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8611 | NS      | $735034.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC                 | COLLIERS INTERNATIONAL GROUP INC                                                 | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       620 | NS      | $64839.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOPLAST-B                                      | COLOPLAST A/S                                                                    | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      3686 | NS      | $227697.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| COLT 2025-8 A1 144A                              | COLT 2025-8 MORTGAGE LOAN TRUST                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |     88643 | PA      | $89069.82     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A                    | COLUMBIA PIPELINES HOLDING CO LLC                                                | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129125.64    | 0.02%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | COMCAST CORP                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95823.74     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMFORT SYSTEMS USA INC                          | COMFORT SYSTEMS USA INC                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        32 | NS      | $58888.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL INTL BANK EG (CIB)                    | COMMERCIAL INTERNATIONAL BANK - EGYPT (CIB)                                      | CUSIP: 000000000<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               | CORP              | EG        |     11231 | NS      | $28281.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                              | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46138.46     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                | COMPASS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     10383 | NS      | $293392.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                   | CONOCOPHILLIPS                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     30992 | NS      | $3898173.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                             | CONSTELLATION ENERGY CORP                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2815 | NS      | $881095.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC WTS 8/28              | CONSTELLATION SOFTWARE INC/CANADA                                                | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        79 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD           | CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8000 | NS      | $513613.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $296993.88    | 0.03%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                     | COREBRIDGE GLOBAL FUNDING                                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60103.81     | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                                 | CORP NACIONAL DEL COBRE DE CHILE                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $207810.45    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                      | CORTEVA INC                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3201 | NS      | $259313.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSMAX INC                                       | COSMAX INC                                                                       | CUSIP: 000000000<br>LEI: 988400ZU10J4AP3M4Y14 | Long             | EC               | CORP              | KR        |       695 | NS      | $99476.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FULTON CNTY GA BABS                              | COUNTY OF FULTON GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180031.18    | 0.02%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIAMI DADE CO FL TRAN SALES SURTAX SER B         | COUNTY OF MIAMI-DADE FL TRANSIT SYSTEM                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163615.38    | 0.02%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COUPANG INC-A                                    | COUPANG INC                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     11440 | NS      | $228571.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COVER CORP                                       | COVER CORP                                                                       | CUSIP: 000000000<br>LEI: 52990035OHMHKGU4UZ13 | Long             | EC               | CORP              | JP        |     15900 | NS      | $139853.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| COX COMMUNICATIONS INC 144A                      | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100926.82    | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL FOREIGN                               | CP ALL PCL                                                                       | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |    182800 | NS      | $244322.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CRAFTSMAN AUTOMATION LTD                         | CRAFTSMAN AUTOMATION LTD                                                         | CUSIP: 000000000<br>LEI: 335800Q4QC33YL9M8C65 | Long             | EC               | CORP              | IN        |       272 | NS      | $22166.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                    | CREDICORP LTD                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |         8 | NS      | $2593.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH AMERICA FINANCE INC 144A                     | CRH AMERICA FINANCE INC                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396664.40    | 0.05%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRODA INTERNATIONAL PLC                          | CRODA INTERNATIONAL PLC                                                          | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      5036 | NS      | $195328.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                     | CROWDSTRIKE HOLDINGS INC                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       381 | NS      | $169830.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INTL CORP                           | CROWN CASTLE INC                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39953.93     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                           | CROWN CASTLE INC                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24963.90     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                           | CROWN CASTLE INC                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219090.08    | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      5024 | NS      | $446030.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                         | CSX CORP                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     34259 | NS      | $1556386.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC FINANCIAL HOLDING CO LTD                    | CTBC FINANCIAL HOLDING CO LTD                                                    | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    228000 | NS      | $377117.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                        | CUBESMART                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5901 | NS      | $238872.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INDIA LTD                                | CUMMINS INDIA LTD                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      7171 | NS      | $399527.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                         | CURBLINE PROPERTIES CORP                                                         | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       471 | NS      | $12999.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                         | CVC CAPITAL PARTNERS PLC                                                         | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     32174 | NS      | $489685.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117628.62    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8900 | NS      | $741281.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75833.54     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25060.02     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cyclic Materials Inc SER C CVT PFD PP            | CYCLIC MATERIALS INC PP SER C CVT PFD PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2664 | NS      | $21922.86     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CYRUS 2024-2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $136063.30    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAICEL CORPORATION                               | DAICEL CORP                                                                      | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     19900 | NS      | $156032.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIEI KANKYO CO LTD                              | DAIEI KANKYO CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $124913.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| DAIICHI SANKYO CO LTD                            | DAIICHI SANKYO CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      8000 | NS      | $129952.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA 144A                     | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154274.34    | 0.02%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                         | DAIMLER TRUCK HOLDING AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     10121 | NS      | $510482.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWABO HOLDINGS CO LTD                          | DAIWABO HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $132362.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| DANAHER CORP                                     | DANAHER CORP                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2574 | NS      | $460617.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANGOTE CEMENT PLC                               | DANGOTE CEMENT PLC                                                               | CUSIP: 000000000<br>LEI: 029200697A0R1BH0A835 | Long             | EC               | CORP              | NG        |     63320 | NS      | $44538.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT AVIATION SA                             | DASSAULT AVIATION SA                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       627 | NS      | $219260.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP                 | DATABRICKS SER G CVY PFD STCK PP                                                 | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       348 | NS      | $66120.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP                | DATABRICKS SER H CVT PFD STOCK PP                                                | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       927 | NS      | $176130.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP                | DATABRICKS SER I CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        96 | NS      | $18240.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER J CVT PFD STOCK PP                | DATABRICKS SER J CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       459 | NS      | $87210.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                            | DATADOG INC                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       477 | NS      | $63054.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                              | DB INSURANCE CO LTD                                                              | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |      1992 | NS      | $226676.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DBC 2025-DBC A 144A                              | DBC 2025-DBC MORTGAGE TRUST                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.50    | 0.01%             | 2042-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      6880 | NS      | $317241.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DE LONGHI SPA                                    | DE' LONGHI SPA                                                                   | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |      1525 | NS      | $59301.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DRMT 2026-INV1 A1 144A                           | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1                                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97555 | PA      | $96965.12     | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                       | DEERE & CO                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      6482 | NS      | $3823537.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                          | DEFINITY FINANCIAL CORP                                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     11038 | NS      | $562727.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| DEFT 2026-1A A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2026-1                                              | CUSIP: 246921AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99898.79     | 0.01%             | 2031-12-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS INC                            | DELTA ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     11000 | NS      | $771380.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DESCARTES SYSTEMS GRP/THE                        | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2139 | NS      | $154336.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| DESCARTES SYSTEMS GRP/THE                        | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1133 | NS      | $81700.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG-REG                          | DEUTSCHE TELEKOM AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     22422 | NS      | $724245.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| D.G. KHAN CEMENT                                 | DG KHAN CEMENT CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PK        |     31469 | NS      | $19888.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                        | DHL GROUP                                                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      1885 | NS      | $111618.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                       | DIAGEO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      8182 | NS      | $165435.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       500 | NS      | $102815.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35794.98     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIGITAL ARTS INC                                 | DIGITAL ARTS INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $67922.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL CORE REIT MANAGEMENT                     | DIGITAL CORE REIT MANAGEMENT PTE LTD                                             | CUSIP: 000000000<br>LEI: 254900RTT7SLEEJYGV92 | Long             | EC               | CORP              | SG        |     40400 | NS      | $20860.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL MOBILITY SOLUTIONS L                     | DIGITAL MOBILITY SOLUTIONS LANKA LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LK        |     80926 | NS      | $38696.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                         | DIGITAL REALTY TRUST INC                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1534 | NS      | $308241.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                      | DIPLOMA PLC                                                                      | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      1113 | NS      | $105333.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORP                                       | DISCO CORP                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $95156.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY SILVER CORP                            | DISCOVERY SILVER CORP                                                            | CUSIP: 000000000<br>LEI: 98450041CCB3E8QD3F53 | Long             | EC               | CORP              | CA        |     11070 | NS      | $68293.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVI S LABORATORIES LTD                          | DIVI'S LABORATORIES LTD                                                          | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |      2408 | NS      | $165689.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIXON TECHNOLOGIES INDIA LTD                     | DIXON TECHNOLOGIES INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       622 | NS      | $73658.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | DKK/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2289.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DKSH HOLDING AG                                  | DKSH HOLDING AG                                                                  | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      2040 | NS      | $155731.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                     | DNB BANK ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     19097 | NS      | $578321.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                  | DOLLAR TREE INC                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10311 | NS      | $1001301.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DONGGUAN YIHEDA AUTOMATION CO LTD                | DONGGUAN YIHEDA AUTOMATION CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11900 | NS      | $49576.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOORDASH INC - A                                 | DOORDASH INC                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       922 | NS      | $155495.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                               | DOUGLAS EMMETT INC                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6707 | NS      | $72502.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWNER EDI LTD                                   | DOWNER EDI LTD                                                                   | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |     21240 | NS      | $114131.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DPM METALS INC                                   | DPM METALS INC                                                                   | CUSIP: 000000000<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      5528 | NS      | $185616.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONK 2021-1A A2 144A                             | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121107 | PA      | $109010.71    | 0.01%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HONK 2020-2A A2 144A                             | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120155 | PA      | $112624.94    | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE ENERGY CO                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45283.63     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                              | DUNDEE CORPORATION WTS 12/26                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2854 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E INK HOLDINGS INC                               | E INK HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |     25000 | NS      | $110006.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                         | EASTGROUP PROPERTIES INC                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1619 | NS      | $325742.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED                                          | EDENRED SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     11948 | NS      | $299226.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                           | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |     91342 | PA      | $91101.11     | 0.01%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                              | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                            | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43883 | PA      | $45076.25     | 0.01%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                              | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43883 | PA      | $45024.37     | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A                    | ELEMENT FLEET MANAGEMENT CORP                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $158777.35    | 0.02%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                    | ELEMENT FLEET MANAGEMENT CORP                                                    | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     16160 | NS      | $385812.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementl Power CVT Prom Note PP                  | ELEMENT POWER CVT PROM NOTE PP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6100 | PA      | $6100.00      | 0.00%             | 2027-12-19      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| ANTHEM INC                                       | ELEVANCE HEALTH INC                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129305.58    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                                       | ELEVANCE HEALTH INC                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17488.44     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | ELI LILLY & CO                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1492 | NS      | $1394423.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELITE MATERIAL CO LTD                            | ELITE MATERIAL CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $149004.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 144A                              | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6583 | PA      | $6423.26      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                        | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21630 | PA      | $20600.11     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EMERALD RESOURCES NL                             | EMERALD RESOURCES NL                                                             | CUSIP: 000000000<br>LEI: 529900V79JFYUE9ZQB09 | Long             | EC               | CORP              | AU        |     44111 | NS      | $186165.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | EMERSON ELECTRIC CO                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4186 | NS      | $587881.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                               | ENACT HOLDINGS INC                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21697.45     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      3952 | NS      | $219019.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67100.04     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47634.39     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15042.86     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | ENCOMPASS HEALTH CORP                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      4537 | NS      | $453700.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV 144A                        | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190015.30    | 0.02%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                         | ENEL SPA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     49917 | NS      | $582815.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                 | ENERGY FUELS INC/CANADA                                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      3965 | NS      | $85802.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY TRANSFER LP                               | ENERGY TRANSFER LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178545.19    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPERATNG                         | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122261.57    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENGIE                                            | ENGIE SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     14837 | NS      | $489065.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                               | ENTERPRISE FLEET FINANCING 2025-3 LLC                                            | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70192.15     | 0.01%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100037.04    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105167.28    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG RESOURCES INC                                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55134.43     | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG RESOURCES INC                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54599.13     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG RESOURCES INC                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       475 | NS      | $66770.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                                 | EPAM SYSTEMS INC                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       327 | NS      | $37206.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                         | EQT CORP                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     11340 | NS      | $681307.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                      | EQUIFAX INC                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1391 | NS      | $241950.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                      | EQUINIX INC                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1068 | NS      | $1156462.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                      | EQUINOR ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      4702 | NS      | $191358.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOX GOLD CORP                                | EQUINOX GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      5988 | NS      | $83669.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY GROUP HOLDINGS PLC                        | EQUITY GROUP HOLDINGS PLC/KENYA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KE        |    267000 | NS      | $152071.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                      | EQUITY LIFESTYLE PROPERTIES INC                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     20109 | NS      | $1272698.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                               | EQUITY RESIDENTIAL                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4238 | NS      | $277080.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERMENEGILDO ZEGNA NV                             | ERMENEGILDO ZEGNA NV                                                             | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |     12177 | NS      | $147585.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ERSTE GROUP BANK AG                              | ERSTE GROUP BANK AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1965 | NS      | $217124.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                        | ESAB CORP                                                                        | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2714 | NS      | $266704.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | ESSEX PORTFOLIO LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119323.16    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                         | ESSEX PROPERTY TRUST INC                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3099 | NS      | $815687.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                 | ESSILORLUXOTTICA SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       633 | NS      | $133986.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSITY AKTIEBOLAG-B SHS                          | ESSITY AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      8472 | NS      | $224894.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ETERNAL LTD                                      | ETERNAL LTD                                                                      | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     34552 | NS      | $90661.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                    | EUR/USD FWD 20260529 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43953.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VGM6 EURO STOXX 50     JUN26                     | EURO STOXX 50     JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |       -35 | NC      | $-50874.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VGM6 EURO STOXX 50     JUN26                     | EURO STOXX 50     JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -8 | NC      | $-11628.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VGM6 EURO STOXX 50     JUN26                     | EURO STOXX 50     JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -8 | NC      | $-11628.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC                              | EUROFINS SCIENTIFIC SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      2697 | NS      | $187474.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERCORE INC-CL A                                | EVERCORE INC                                                                     | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       612 | NS      | $196629.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LTD                             | EVOLUTION MINING LTD                                                             | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      2069 | NS      | $18292.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCHANGE INCOME CORP                             | EXCHANGE INCOME CORP                                                             | CUSIP: 000000000<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      2756 | NS      | $202994.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| EART 2025-4A B                                   | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54954.86     | 0.01%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                       | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35001.47     | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 A3                                  | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                                | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45008.10     | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| EXOSENS SAS                                      | EXOSENS SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1456 | NS      | $111187.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC 144A                        | EXPERIAN FINANCE PLC                                                             | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187006.81    | 0.02%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPERIAN PLC                                     | EXPERIAN PLC                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      4676 | NS      | $171090.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPRO GROUP HLDS NV                              | EXPRO GROUP HOLDINGS NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      4636 | NS      | $84421.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EXTRA SPACE STORAGE LP                           | EXTRA SPACE STORAGE LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142635.78    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                 | EXXON MOBIL CORP                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      9085 | NS      | $1402088.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC CVT SR D PP         | FARMERS BUSINESS NETWORK INC CVT SR D PP                                         | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |        43 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANNIE MAE                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 313586109<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EC               | CORP              | US        |     13950 | NS      | $114111.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVS TRUST                        | FEDERAL REALTY INVESTMENT TRUST                                                  | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       860 | NS      | $95374.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                       | FERRARI NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1982 | NS      | $685873.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTIGLOBE PLC                                   | FERTIGLOBE PLC                                                                   | CUSIP: 000000000<br>LEI: 984500A99D1B4CPBF744 | Long             | EC               | CORP              | AE        |     33267 | NS      | $33874.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | FIDELITY NATIONAL INFORMATION SERVICES INC                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74573.86     | 0.01%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     17140 | NS      | $870026.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55172.69     | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98435.94     | 0.01%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FINECOBANK SPA                                   | FINECOBANK BANCA FINECO SPA                                                      | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      5310 | NS      | $131824.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIREFLY AEROSPACE INC                            | FIREFLY AEROSPACE INC                                                            | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |       771 | NS      | $26676.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST MINING GOLD CORP                           | FIRST MINING GOLD CORP                                                           | CUSIP: 000000000<br>LEI: 5299002LR0XBHE0LR167 | Long             | EC               | CORP              | CA        |     60098 | NS      | $19024.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                       | FIRST QUANTUM MINERALS LTD                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      6311 | NS      | $154528.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FIRSTENERGY TRANSMISSION LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59155.61     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | FISERV INC                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173868.65    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | FISERV INC                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99808.45     | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE C                     | FISHER & PAYKEL HEALTHCARE CORP LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      4266 | NS      | $91933.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLATEXDEGIRO SE                                  | FLATEXDEGIRO AG                                                                  | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |      5060 | NS      | $181045.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC-A                     | FLOOR & DECOR HOLDINGS INC                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      4258 | NS      | $206087.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FL ST DEV FIN CORP NOVA SE UNIV SER B            | FLORIDA DEVELOPMENT FINANCE CORP                                                 | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    390000 | PA      | $307671.66    | 0.04%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FLOWCO HOLDINGS INC-CL A                         | FLOWCO HOLDINGS INC                                                              | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |      1062 | NS      | $26369.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                       | FLUIDRA SA                                                                       | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      4112 | NS      | $96227.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212154.61    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORM ENERGY SER F CVT PFD PP                     | FORM ENERGY SER F CVT PFD PP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1051 | NS      | $25417.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORTESCUE LTD                                    | FORTESCUE LTD                                                                    | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      1352 | NS      | $19486.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FCBSL 2023-2A A1R 144A                           | FORTRESS CREDIT BSL XIX LTD                                                      | CUSIP: 34966BAN6<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-CBDO         | CORP              | JE        |    270000 | PA      | $270147.69    | 0.03%             | 2036-07-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                       | FORTUM OYJ                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      6648 | NS      | $167483.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA                                           | FORVIA SE                                                                        | CUSIP: F3445A108<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |      3342 | NS      | $39397.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                       | FOUNDRY JV HOLDCO LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210522.42    | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                           | FPT DIGITAL RETAIL JSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     31193 | NS      | $176181.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                               | FRANCO-NEVADA CORP                                                               | CUSIP: 000000000<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      2225 | NS      | $513321.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHMS K-150 A2                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370000 | PA      | $354726.22    | 0.04%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A2                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405000 | PA      | $406215.57    | 0.05%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHMS K068 A1                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3936 | PA      | $3915.30      | 0.00%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHMS K-156 A2                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $284062.89    | 0.03%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHMS K137 A2                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $774766.86    | 0.09%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA7 M1 144A                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |      9027 | PA      | $9021.55      | 0.00%             | 2041-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                          | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     33324 | PA      | $33324.97     | 0.00%             | 2045-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 A1 144A                          | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                          | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     14475 | PA      | $14491.65     | 0.00%             | 2045-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      7532 | NS      | $435198.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER DIGITAL VENTURES LT                     | FRONTIER DIGITAL VENTURES LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    284688 | NS      | $78671.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Z M6 FTSE 100 IDX FUT  JUN26                     | FTSE 100 IDX FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -2 | NC      | $2462.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Z M6 FTSE 100 IDX FUT  JUN26                     | FTSE 100 IDX FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -4 | NC      | $4925.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                     | FUJIKURA LTD                                                                     | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      7800 | NS      | $300947.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LIMITED                                  | FUJITSU LTD                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      5200 | NS      | $104371.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUOKA FINANCIAL GROUP INC                      | FUKUOKA FINANCIAL GROUP INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $77564.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUSO CHEMICAL CO LTD                             | FUSO CHEMICAL CO LTD                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $194712.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP                  | Farmers Business Network Inc PP                                                  | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       120 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| G MINING VENTURE CORP                            | G MINING VENTURES CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6063 | NS      | $210141.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                   | GALAXY ENTERTAINMENT GROUP LTD                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     16000 | NS      | $68261.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                             | GALP ENERGIA SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     11214 | NS      | $262295.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A23 144A                             | GALTON FUNDING MORTGAGE TRUST 2017-1                                             | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3839 | PA      | $3510.49      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX CORP                                                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    270000 | PA      | $297428.03    | 0.03%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                    | GBP/USD FWD 20260529 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-43613.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 A1 144A                           | GCAT 2025-NQM4 TRUST                                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90668 | PA      | $91103.24     | 0.01%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA LLC                                   | GE VERNOVA INC                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       470 | NS      | $509226.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEMADEPT CORP                                    | GEMADEPT CORP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     14500 | NS      | $41512.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                     | GENERAL ELECTRIC CO                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4582 | NS      | $1328459.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293217.30    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERALI                                         | GENERALI                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      7902 | NS      | $354104.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| GENESIS MINERALS LTD                             | GENESIS MINERALS LTD                                                             | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |      4573 | NS      | $19704.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUS PLC                                        | GENUS PLC                                                                        | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      4784 | NS      | $152290.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                         | GEORGE WASHINGTON UNIVERSITY/THE                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12463.35     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA CAPITAL PLC                              | GEORGIA CAPITAL PLC                                                              | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |      1175 | NS      | $62599.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | GILEAD SCIENCES INC                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     21045 | NS      | $2753527.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                     | GLENCORE PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     75693 | NS      | $588273.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD FIELDS LTD                                  | GOLD FIELDS LTD                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      4745 | NS      | $201008.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD ROYALTY CORP                                | GOLD ROYALTY CORP                                                                | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |      1281 | NS      | $4393.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13590.34     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180011.69    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1735 | NS      | $1602740.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GRP INC                            | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10856.69     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114755.23    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOODMAN GROUP                                    | GOODMAN GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9179 | NS      | $198869.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRACE 2020-GRCE C 144A                           | GRACE TRUST 2020-GRCE                                                            | CUSIP: 38406JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89048.18     | 0.01%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                            | GREAT-WEST LIFECO INC                                                            | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      2234 | NS      | $119368.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO ADR             | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV                                       | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       911 | NS      | $229453.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GRUPO AEROPORTUARIO SUR-ADR                      | GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV                                        | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       249 | NS      | $76154.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GRUPO MEXICO SAB DE CV-SER B                     | GRUPO MEXICO SAB DE CV                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     67069 | NS      | $735249.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC-SPON ADR                                 | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3910 | NS      | $204532.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GUARANTY TRUST HOLDING CO PL                     | GUARANTY TRUST HOLDING CO PLC                                                    | CUSIP: 000000000<br>LEI: 0292004488G9K8Y1I649 | Long             | EC               | CORP              | NG        |    958126 | NS      | $94094.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GUSTO INC PP                                     | GUSTO INC PP                                                                     | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |       826 | NS      | $17676.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP                       | GUSTO INC SER E CVT PFD PP                                                       | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |      1103 | NS      | $23604.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GVS SPA                                          | GVS SPA                                                                          | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |      9939 | NS      | $49476.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| H WORLD GROUP LTD ADR                            | H WORLD GROUP LTD                                                                | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      5836 | NS      | $301371.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| H WORLD GROUP LTD                                | H WORLD GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |     27300 | NS      | $140953.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HALYK SAVINGS BANK-GDR REG S GDR                 | HALYK SAVINGS BANK OF KAZAKHSTAN JSC                                             | CUSIP: 000000000<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |      7010 | NS      | $239958.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWA CO LTD                                     | HANWA CO LTD                                                                     | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |     32500 | NS      | $335690.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWHA AEROSPACE CO LTD                          | HANWHA AEROSPACE CO LTD                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |        80 | NS      | $76844.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                            | HARDEE'S FUNDING LLC                                                             | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83290 | PA      | $84834.46     | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HARMONY GOLD MINING CO LTD                       | HARMONY GOLD MINING CO LTD                                                       | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      1590 | NS      | $25064.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA INC                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231735.55    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA INC                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86093.42     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HD HYUNDAI MARINE SOLUTION C                     | HD HYUNDAI MARINE SOLUTION CO LTD                                                | CUSIP: 000000000<br>LEI: 988400NV4TGR7O3GJM74 | Long             | EC               | CORP              | KR        |       460 | NS      | $83170.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC LIFE INSURANCE CO LTD                       | HDFC LIFE INSURANCE CO LTD                                                       | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     22840 | NS      | $141869.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEADWATER EXPLORATION INC                        | HEADWATER EXPLORATION INC                                                        | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |      6853 | NS      | $67705.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                    | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                               | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94898.08     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | HEALTHCARE REALTY HOLDINGS LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29498.38     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                      | HEALTHCARE REALTY TRUST INC                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      4948 | NS      | $92527.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES                            | HEALTHPEAK OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41369.51     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                            | HEALTHPEAK OP LLC                                                                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75464.30     | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                       | HEICO CORP                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        17 | NS      | $4588.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERG MATERIALS AG                          | HEIDELBERG MATERIALS AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      2016 | NS      | $444816.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                      | HEINEKEN NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1643 | NS      | $127907.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HELIOS TOWERS PLC                                | HELIOS TOWERS PLC                                                                | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |    104813 | NS      | $285525.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HENGYI PETROCHEMICAL CO LTD                      | HENGYI PETROCHEMICAL CO LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     78300 | NS      | $202777.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL                             | HERMES INTERNATIONAL SCA                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        55 | NS      | $105220.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTECH PAYMENT SYSTEMS SA                      | HIGHTECH PAYMENT SYSTEMS SA                                                      | CUSIP: 000000000<br>LEI: 213800LJZZQ5KLP67S47 | Long             | EC               | CORP              | MA        |      2743 | NS      | $182991.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                               | HIKARI TSUSHIN INC                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       600 | NS      | $145701.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HGVT 2025-2A A 144A                              | HILTON GRAND VACATIONS TRUST 2025-2                                              | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69193 | PA      | $68978.30     | 0.01%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                    | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       119 | NS      | $38564.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDALCO INDUSTRIES LTD                          | HINDALCO INDUSTRIES LTD                                                          | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |      3730 | NS      | $40979.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                      | HITACHI LTD                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     30100 | NS      | $957130.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | HKD/USD FWD 20260529 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-213.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HMH HOLDING INC CL-A                             | HMH HOLDING INC                                                                  | CUSIP: 40445M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $42824.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HMS NETWORKS AB                                  | HMS NETWORKS AB                                                                  | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      1426 | NS      | $83109.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDBANK                                           | HO CHI MINH CITY DEVELOPMENT JOINT STOCK COMMERCIAL BANK                         | CUSIP: 000000000<br>LEI: 549300JA2AF0TMGHY210 | Long             | EC               | CORP              | VN        |     15606 | NS      | $15804.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOA PHAT GROUP JSC                               | HOA PHAT GROUP JSC                                                               | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |    602928 | NS      | $635868.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                                   | HOLCIM AG                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      2791 | NS      | $259357.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | HOME DEPOT INC/THE                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3908 | NS      | $1284950.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY                       | HON HAI PRECISION INDUSTRY CO LTD                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    105000 | NS      | $741827.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | HONDA MOTOR CO LTD                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      8400 | NS      | $68161.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                          | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268403.01    | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONGFA TECHNOLOGY CO LTD                         | HONGFA TECHNOLOGY CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     45724 | NS      | $209381.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                       | HONGKONG LAND HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     11600 | NS      | $91710.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIBA LTD                                       | HORIBA LTD                                                                       | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      2700 | NS      | $375939.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| HOYA CORP                                        | HOYA CORP                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1500 | NS      | $280115.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189611.56    | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC HOLDINGS PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     19148 | NS      | $352319.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $221951.22    | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | HUMANA INC                                                                       | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112818.50    | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                        | HUNTINGTON BANCSHARES INC/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     18500 | NS      | $310060.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | HUNTINGTON BANCSHARES INC/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188498.28    | 0.02%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 05/15/26 C80                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -721 | NC      | $-27037.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 05/15/26 P80                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -721 | NC      | $-16222.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 05/15/26 P80                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -595 | NC      | $-13387.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HART 2026-A B                                    | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                                            | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24646.73     | 0.00%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                     | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178146.91    | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                     | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222648.32    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MARINE & FIRE INS CO                     | HYUNDAI MARINE & FIRE INSURANCE CO LTD                                           | CUSIP: 000000000<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |      4225 | NS      | $87077.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                             | HYUNDAI MOBIS CO LTD                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      1087 | NS      | $314381.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR CO                                 | HYUNDAI MOTOR CO                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |       312 | NS      | $113087.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| I-80 GOLD CORP                                   | I-80 GOLD CORP                                                                   | CUSIP: 000000000<br>LEI: 549300LFFIWIGUEXPK11 | Long             | EC               | CORP              | CA        |     16938 | NS      | $25562.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $67593.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S46 5Y 06/20/2031 BNPA                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $32148.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG PLC                                          | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |      5635 | NS      | $138929.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LTD-SPON ADR                          | ICICI BANK LTD                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      2290 | NS      | $60891.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                   | ICICI BANK LTD                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     51928 | NS      | $696787.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX LABORATORIES INC                           | IDEXX LABORATORIES INC                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       553 | NS      | $310122.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP EDUCATION LTD                                | IDP EDUCATION LTD                                                                | CUSIP: 000000000<br>LEI: 98450014FAFE73Q0A257 | Long             | EC               | CORP              | AU        |     12583 | NS      | $30236.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AB IGNITIS GRUPE                                 | IGNITIS GRUPE AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | EC               | CORP              | LT        |      6251 | NS      | $158451.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO LTD                                          | IGO LTD                                                                          | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |      3711 | NS      | $20419.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | ILS/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-4222.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILUKA RESOURCES LTD                              | ILUKA RESOURCES LTD                                                              | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     11516 | NS      | $68514.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| IMCD GROUP NV                                    | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      1789 | NS      | $210359.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| IMPALA PLATINUM HOLDINGS LTD                     | IMPALA PLATINUM HOLDINGS LTD                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      3773 | NS      | $52886.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                              | IMPERIAL BRANDS PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      6386 | NS      | $242621.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                          | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $113740.07    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INDRA SISTEMAS SA                                | INDRA SISTEMAS SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      2661 | NS      | $153045.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| INDUSTRIAS PENOLES SAB DE CV                     | INDUSTRIAS PENOLES SAB DE CV                                                     | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |       543 | NS      | $27540.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                         | INFINEON TECHNOLOGIES AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      9994 | NS      | $672149.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INFO EDGE INDIA LTD                              | INFO EDGE INDIA LTD                                                              | CUSIP: 000000000<br>LEI: 335800MXUVHTBF9DEC78 | Long             | EC               | CORP              | IN        |      5769 | NS      | $59450.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                      | INFORMA PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     19395 | NS      | $209700.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV CVA NLG1                            | ING GROEP NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     17101 | NS      | $494926.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                               | INGERSOLL RAND INC                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     17019 | NS      | $1359137.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INRETAIL PERU CORP                               | INRETAIL PERU CORP                                                               | CUSIP: 000000000<br>LEI: 254900VANVRONUW77L44 | Long             | EC               | CORP              | PA        |      3149 | NS      | $91321.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INSMED INC                                       | INSMED INC                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       853 | NS      | $116289.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                       | INTEL CORP                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     10200 | NS      | $963696.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                    | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      8441 | NS      | $1334437.69   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77299.37     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROU                     | INTERCONTINENTAL HOTELS GROUP PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       310 | NS      | $44324.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                 | INTERDIGITAL INC                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $588968.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| INTL BUSINESS MACHINES CORP                      | INTERNATIONAL BUSINESS MACHINES CORP                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2626 | NS      | $606553.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL CONTAINER TERM SVCS INC                     | INTERNATIONAL CONTAINER TERMINAL SERVICES INC                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      2150 | NS      | $24917.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                           | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     20426 | NS      | $621358.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUMP GROUP SPA                              | INTERPUMP GROUP SPA                                                              | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      2886 | NS      | $121668.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| INTUITIVE SURGICAL INC                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2222 | NS      | $1016809.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC PLC                                     | INVESTEC PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |      8808 | NS      | $75719.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INVINCIBLE INVESTMENT CORPORATION                | INVINCIBLE INVESTMENT CORP                                                       | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |        86 | NS      | $33836.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                              | INVITATION HOMES OPERATING PARTNERSHIP LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198523.45    | 0.02%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IONOS GROUP SE                                   | IONOS GROUP SE                                                                   | CUSIP: 000000000<br>LEI: 54930038KPLOYRDHV375 | Long             | EC               | CORP              | DE        |      2761 | NS      | $84988.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| IQIYI INC-ADR                                    | IQIYI INC                                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |     36049 | NS      | $42537.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                        | IQVIA INC                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51892.66     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L                     | ISETAN MITSUKOSHI HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     13200 | NS      | $250840.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LTD                                 | ISUZU MOTORS LTD                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      5400 | NS      | $74403.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA ADR                     | ITAU UNIBANCO HOLDING SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     43469 | NS      | $378180.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                      | ITOCHU CORP                                                                      | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     13200 | NS      | $163589.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE ELECTRIC INC / US                        | IVANHOE ELECTRIC INC / US                                                        | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Long             | EC               | CORP              | US        |      6071 | NS      | $77890.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVANHOE MINES LTD                                | IVANHOE MINES LTD                                                                | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      3206 | NS      | $25962.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                           | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99393.74     | 0.01%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A                    | JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170546.56    | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                      | JAMES HARDIE INDUSTRIES PLC                                                      | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      2647 | NS      | $56473.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R2 144A                          | JAMESTOWN CLO XV LTD                                                             | CUSIP: 47050EBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $254739.14    | 0.03%             | 2035-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JAMIESON WELLNESS INC                            | JAMIESON WELLNESS INC                                                            | CUSIP: 470748104<br>LEI: 254900EIXJ4NHQFFRO95 | Long             | EC               | CORP              | CA        |      3701 | NS      | $92119.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN PRIME REALTY INVESTMEN                     | JAPAN PRIME REALTY INVESTMENT CORP                                               | CUSIP: 000000000<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               | CORP              | JP        |        68 | NS      | $43047.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN REAL ESTATE INVESTMENT                     | JAPAN REAL ESTATE INVESTMENT CORP                                                | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |        53 | NS      | $40565.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE PEET'S NV 144A                               | JDE PEET'S NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $283643.30    | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JEOL LTD                                         | JEOL LTD                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $80453.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JERONIMO MARTINS                                 | JERONIMO MARTINS SGPS SA                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     20278 | NS      | $486926.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JETTI HOLDINGS SER C CVT PFD STOCK PP            | JETTI HOLDINGS SER C CVT PFD STOCK PP                                            | CUSIP: TC2S64YY5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       255 | NS      | $16944.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JETTI HOLDINGS SER D CVT PFD STOCK PP            | JETTI HOLDINGS SER D CVT PFD STOCK PP                                            | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1084 | NS      | $144054.93    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JFE HOLDINGS INC                                 | JFE HOLDINGS INC                                                                 | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      1100 | NS      | $12080.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGSU ZHONGTIAN TECHNOLOGY CO LTD              | JIANGSU ZHONGTIAN TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29600 | NS      | $144456.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGXI COPPER COMPANY LTD-H SHS                 | JIANGXI COPPER CO LTD                                                            | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |     35000 | NS      | $166336.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STAINLESS LTD                             | JINDAL STAINLESS LTD                                                             | CUSIP: 000000000<br>LEI: 3358003QFQMSFDO7BP20 | Long             | EC               | CORP              | IN        |      1395 | NS      | $11336.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STEEL LTD                                 | JINDAL STEEL LTD                                                                 | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |      1506 | NS      | $19487.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOBSOHIO BEV-B-UNREF                             | JOBSOHIO BEVERAGE SYSTEM                                                         | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9970.94      | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | JOHN DEERE CAPITAL CORP                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259370.40    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                | JOHNSON & JOHNSON                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8164 | NS      | $1876495.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMMT 2019-HYB1 B4 144A                          | JP MORGAN MORTGAGE TRUST 2019-HYB1                                               | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54172 | PA      | $53990.68     | 0.01%             | 2049-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A3 144A                          | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27982 | PA      | $25345.43     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A15 144A                         | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23629 | PA      | $21279.51     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A3 144A                          | JP MORGAN MORTGAGE TRUST 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11926 | PA      | $10761.06     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                          | JP MORGAN MORTGAGE TRUST 2025-DSC2                                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     23619 | PA      | $23608.86     | 0.00%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                          | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146209 | PA      | $146794.39    | 0.02%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                          | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     17638 | NS      | $5524750.74   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71164.30     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140675.07    | 0.02%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | JPY/USD FWD 20260515 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $5501.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | JPY/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-144842.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                    | JSW STEEL LTD                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |      2131 | NS      | $28529.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JX ADVANCED METALS CORP                          | JX ADVANCED METALS CORP                                                          | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      3400 | NS      | $105482.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JYP ENTERTAINMENT CORP                           | JYP ENTERTAINMENT CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2459 | NS      | $105487.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KANZHUN LTD - ADR                                | KANZHUN LTD                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |     20085 | NS      | $271549.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JSC KASPI.KZ ADR                                 | KASPI.KZ JSC                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |      1585 | NS      | $136056.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KB FINANCIAL GROUP INC                           | KB FINANCIAL GROUP INC                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      3986 | NS      | $436487.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC ANCORA                                       | KBC ANCORA                                                                       | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |       817 | NS      | $74578.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORP                                        | KDDI CORP                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     22200 | NS      | $363292.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KE HOLDINGS INC-ADR                              | KE HOLDINGS INC                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |      3897 | NS      | $66755.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KE HOLDINGS INC-CL A                             | KE HOLDINGS INC                                                                  | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |     30771 | NS      | $170860.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KEFI GOLD AND COPPER PLC                         | KEFI GOLD AND COPPER PLC                                                         | CUSIP: 000000000<br>LEI: 213800OO6ETVDGE3QY15 | Long             | EC               | CORP              | GB        |   3119355 | NS      | $59082.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEI INDUSTRIES LTD                               | KEI INDUSTRIES LTD                                                               | CUSIP: 000000000<br>LEI: 335800UDWBC2AWPU7M56 | Long             | EC               | CORP              | IN        |      1604 | NS      | $82549.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEISEI ELECTRIC RAILWAY CO                       | KEISEI ELECTRIC RAILWAY CO LTD                                                   | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |      1000 | NS      | $7142.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELT EXPLORATION LTD                             | KELT EXPLORATION LTD                                                             | CUSIP: 000000000<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |      8749 | NS      | $64731.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                            | KENTUCKY UTILITIES CO                                                            | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53732.37     | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEPPEL DC REIT                                   | KEPPEL DC REIT                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     23500 | NS      | $43492.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING                                           | KERING SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       463 | NS      | $127377.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY PROPERTIES LTD                             | KERRY PROPERTIES LTD                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     17500 | NS      | $53265.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                     | KEYENCE CORP                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       300 | NS      | $137599.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYERA CORP                                      | KEYERA CORP                                                                      | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |      1049 | NS      | $40528.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                         | KEYSIGHT TECHNOLOGIES INC                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     12270 | NS      | $4293395.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KHANG DIEN HOUSE TRADING & INVST                 | KHANG DIEN HOUSE TRADING AND INVESTMENT JSC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |    131483 | NS      | $126950.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY CORP                               | KILROY REALTY CORP                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1245 | NS      | $41408.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24204.12     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINAXIS INC                                      | KINAXIS INC                                                                      | CUSIP: 000000000<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |      1173 | NS      | $121190.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                | KINDER MORGAN INC                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1845 | NS      | $60645.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KING YUAN ELECTRONICS CO LTD                     | KING YUAN ELECTRONICS CO LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $185770.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                   | KINGFISHER PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     21705 | NS      | $85350.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                               | KINGSPAN GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      5715 | NS      | $528773.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                | KINROSS GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      8895 | NS      | $269466.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                    | KION GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      2875 | NS      | $150050.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                             | KIOXIA HOLDINGS CORP                                                             | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |       200 | NS      | $48391.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KITAZATO CORP                                    | KITAZATO CORP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $80418.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KLA CORP                                         | KLA CORP                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1176 | NS      | $2058411.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KLABIN SA-PREF                                   | KLABIN SA                                                                        | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EP               | CORP              | BR        |         1 | NS      | $0.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLABIN SA - UNIT                                 | KLABIN SA                                                                        | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |     37592 | NS      | $134522.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                 | KNIFE RIVER CORP                                                                 | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       692 | NS      | $64044.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP           | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2594 | NS      | $292114.49    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KOBOLD METALS SER B-PRIME CVT PFD STOCK PP       | KOBOLD METALS SER B-PRIME CVT PFD STOCK                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2843 | NS      | $320154.78    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KODIAK GAS SERVICES INC                          | KODIAK GAS SERVICES INC                                                          | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1192 | NS      | $80817.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                      | KOMATSU LTD                                                                      | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      8900 | NS      | $381080.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                            | KONGSBERG GRUPPEN ASA                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      7330 | NS      | $245130.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONGSBERG MARITIME AS                            | KONGSBERG MARITIME AS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |       366 | NS      | $2398.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONICA MINOLTA INC                               | KONICA MINOLTA INC                                                               | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     54300 | NS      | $172672.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| KONINKLIJKE PHILIPS NV                           | KONINKLIJKE PHILIPS NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     15315 | NS      | $403975.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                          | KOTAK MAHINDRA BANK LTD                                                          | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     91697 | NS      | $372406.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                          | KT CORP                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      3273 | NS      | $137541.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP-SP ADR                                   | KT CORP                                                                          | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      5293 | NS      | $113428.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORP                                      | KUBOTA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      3900 | NS      | $63665.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KURITA WATER INDUSTRIES LTD                      | KURITA WATER INDUSTRIES LTD                                                      | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      3100 | NS      | $167546.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                          | KYMERA THERAPEUTICS INC                                                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1237 | NS      | $100283.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KYORITSU MAINTENANCE CO LTD                      | KYORITSU MAINTENANCE CO LTD                                                      | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |      6600 | NS      | $100415.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KYUSHU RAILWAY COMPANY                           | KYUSHU RAILWAY CO                                                                | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |      3500 | NS      | $80338.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INDIA LTD                         | L G ELECTRONICS INDIA LTD                                                        | CUSIP: 000000000<br>LEI: 3358001R8E6IU2XJFQ88 | Long             | EC               | CORP              | IN        |      1054 | NS      | $17797.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L&K ENGINEERING CO LTD                           | L&K ENGINEERING CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $64711.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L OREAL                                          | L'OREAL SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       519 | NS      | $223527.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HARRIS CORPORATION                               | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49052.65     | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LABEL VIE                                        | LABEL VIE                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       190 | NS      | $85145.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LABORATORIOS FARMACEUTICOS R                     | LABORATORIOS FARMACEUTICOS ROVI SA                                               | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |      2344 | NS      | $219100.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                | LAM RESEARCH CORP                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4142 | NS      | $1068056.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LARSEN & TOUBRO LTD                              | LARSEN & TOUBRO LTD                                                              | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |      1846 | NS      | $78417.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LB GROUP CO LTD                                  | LB GROUP CO LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20100 | NS      | $49836.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LCH - USD ZCIS 5/16/30 REC CPI_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $729.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LCH-USD ZCIS 6/25/27 REC CPI BARC_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1249.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LCH-USD ZCIS 6/25/27 REC CPI CITI_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1394.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LECTRA                                           | LECTRA                                                                           | CUSIP: 000000000<br>LEI: 9695000KWQEBUDT6IO19 | Long             | EC               | CORP              | FR        |      2786 | NS      | $52707.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                | LEG IMMOBILIEN SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      1108 | NS      | $77746.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                       | LEGRAND SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       291 | NS      | $52136.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA                                     | LEONARDO SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      3068 | NS      | $191583.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                      | LG CHEM LTD                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      1079 | NS      | $292239.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC 144A                    | LIBERTY MUTUAL GROUP INC                                                         | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17099.53     | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LILAC SOLUTIONS SER C-1 CVT PFD STOCK PP         | LILAC SOLUNTIONS SER C-1                                                         | CUSIP: 000000000<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EC               | CORP              | US        |       971 | NS      | $9370.15      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LILAC SOLUTIONS SERIES B CVT PFD STOCK PP        | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                         | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |      2783 | NS      | $27607.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LINDE PLC                                        | LINDE PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      5259 | NS      | $2635495.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEA DIRECTA ASEGURADORA SA                     | LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REASEGUROS                         | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    139855 | NS      | $195367.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LINEAGE INC                                      | LINEAGE INC                                                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $28803.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LION FINANCE GROUP PLC                           | LION FINANCE GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |       194 | NS      | $29073.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    400811 | NS      | $544823.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR                              | LOCALIZA RENT A CAR SA                                                           | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |     45663 | NS      | $426401.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA PREF                      | LOCALIZA RENT A CAR SA                                                           | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EP               | CORP              | BR        |       438 | NS      | $3904.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LONCIN MOTOR CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     62000 | NS      | $139536.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTES CO LTD                                     | LOTES CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $84168.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                           | LOUISIANA-PACIFIC CORP                                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       914 | NS      | $65981.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE S COS INC                                   | LOWE'S COS INC                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6431 | NS      | $1535658.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                   | LOWE'S COS INC                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60682.77     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL HOLDINGS INC                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193720.55    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUMO KODIT OYJ                                   | LUMO KODIT OYJ                                                                   | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      8486 | NS      | $80816.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUNDIN GOLD INC                                  | LUNDIN GOLD INC                                                                  | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       669 | NS      | $44961.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUXI CHEMICAL GROUP CO LTD                       | LUXI CHEMICAL GROUP CO LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19700 | NS      | $49363.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE              | LVMH MOET HENNESSY LOUIS VUITTON SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       204 | NS      | $108978.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LYNAS RARE EARTHS LTD                            | LYNAS RARE EARTHS LTD                                                            | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      3701 | NS      | $52503.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | MACQUARIE GROUP LTD                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1231 | NS      | $211476.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                             | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99540.06     | 0.01%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MADISON AIR SOLUTIONS CORP-A                     | MADISON AIR SOLUTIONS CORP                                                       | CUSIP: 55658T105<br>LEI: 529900S9J1ZIEU23PX82 | Long             | EC               | CORP              | US        |      1210 | NS      | $46197.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAEDA KOSEN CO LTD                               | MAEDA KOSEN CO LTD                                                               | CUSIP: 000000000<br>LEI: 353800PBX8SI9I66NP60 | Long             | EC               | CORP              | JP        |      7800 | NS      | $91032.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE                       | MAGNUM ICE CREAM CO NV/THE                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     26283 | NS      | $384438.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| MAHINDRA & MAHINDRA LTD                          | MAHINDRA & MAHINDRA LTD                                                          | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      7863 | NS      | $257884.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LTD                                   | MAKEMYTRIP LTD                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |      2785 | NS      | $131479.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MANDATUM OYJ                                     | MANDATUM OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     23233 | NS      | $185814.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                         | MANUFACTURERS & TRADERS TRUST CO                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250638.68    | 0.03%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MANYCORE TECH INC                                | MANYCORE TECH INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23500 | NS      | $68287.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MARICO BANGLADESH LTD                            | MARICO BANGLADESH LTD                                                            | CUSIP: 000000000<br>LEI: 549300WONGQWIS652Y42 | Long             | EC               | CORP              | BD        |      2505 | NS      | $56275.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKETECH INTERNATIONAL CORP                     | MARKETECH INTERNATIONAL CORP                                                     | CUSIP: 000000000<br>LEI: 2549004A0CNQ3K1DFZ53 | Long             | EC               | CORP              | TW        |      6000 | NS      | $73304.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS & SPENCER GROUP PLC                        | MARKS & SPENCER GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     76753 | NS      | $345308.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285918.93    | 0.03%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL -CL A                     | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1547 | NS      | $559534.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC 144A                                    | MARS INC                                                                         | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123719.08    | 0.01%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                             | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3698 | NS      | $620191.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS                        | MARTIN MARIETTA MATERIALS INC                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1331 | NS      | $823982.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MD ECON DEV SEAGIRT MARINE PRJ SER B             | MARYLAND ECONOMIC DEVELOPMENT CORP                                               | CUSIP: 57420NDK4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    175000 | PA      | $149017.45    | 0.02%             | 2042-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MD ST HHEFA UNI MD MED SYS SR B                  | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY                        | CUSIP: 574218NF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19688.06     | 0.00%             | 2036-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN 144A                    | MASSMUTUAL GLOBAL FUNDING II                                                     | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222053.85    | 0.03%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                               | MASTERCARD INC                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3336 | NS      | $1677741.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSUKIYOCOCOKARA & CO                           | MATSUKIYOCOCOKARA & CO                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $53908.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD S CORP                                  | MCDONALD'S CORP                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6408 | NS      | $1881324.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MED LIFE SA                                      | MED LIFE SA                                                                      | CUSIP: 000000000<br>LEI: 254900RJWPQ4SLGCPI85 | Long             | EC               | CORP              | RO        |     32172 | NS      | $87313.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE INC-CL A                                 | MEDLINE INC                                                                      | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |       885 | NS      | $39355.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDSTAR HEALTH INC                               | MEDSTAR HEALTH INC                                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94060.94     | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEITUAN-CL B                                     | MEITUAN                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      2400 | NS      | $25822.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                           | MELROSE INDUSTRIES PLC                                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |      7124 | NS      | $46749.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                 | MERCADOLIBRE INC                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       396 | NS      | $709881.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                           | MERCEDES-BENZ GROUP AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1195 | NS      | $69656.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MERCK & CO. INC.                                 | MERCK & CO INC                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3107 | NS      | $339222.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                       | MERCK KGAA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      2896 | NS      | $374994.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIDIAN MINING PLC                              | MERIDIAN MINING PLC                                                              | CUSIP: 000000000<br>LEI: 984500EB404A37FD8886 | Long             | EC               | CORP              | NL        |     20000 | NS      | $25766.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING 144A                    | MET TOWER GLOBAL FUNDING                                                         | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242291.31    | 0.03%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A                       | META PLATFORMS INC                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7523 | NS      | $4603398.93   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                               | META PLATFORMS INC                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111539.59    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | METLIFE INC                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5058 | NS      | $405145.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO BRANDS LTD                                 | METRO BRANDS LTD                                                                 | CUSIP: 000000000<br>LEI: 894500HOIH518O40VN09 | Long             | EC               | CORP              | IN        |      4965 | NS      | $53825.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MET GOVT NASH DAV CO TN VANDERBILT SER B         | METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $127773.22    | 0.01%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL                     | METTLER-TOLEDO INTERNATIONAL INC                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       420 | NS      | $536176.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                            | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    305000 | PA      | $261873.83    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     22831 | NS      | $9310025.18   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-ATLANTIC INTERSTATE 144A                     | MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109358.91    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MILDEF GROUP AB                                  | MILDEF GROUP AB                                                                  | CUSIP: 000000000<br>LEI: 9845009F7Q0D56B38270 | Long             | EC               | CORP              | SE        |      4894 | NS      | $92074.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MILITARY COMMERCIAL JOINT                        | MILITARY COMMERCIAL JOINT STOCK BANK                                             | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |    238542 | NS      | $236421.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                      | MILLICOM INTERNATIONAL CELLULAR SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |       801 | NS      | $67988.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI INC                              | MINEBEA MITSUMI INC                                                              | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |      4400 | NS      | $87969.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| TMIM6 MINI TPX IDX FUT  JUN26                    | MINI TPX IDX FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -24 | NC      | $-7135.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TMIM6 MINI TPX IDX FUT  JUN26                    | MINI TPX IDX FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -95 | NC      | $-28246.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MINISO GROUP HOLDING LTD                         | MINISO GROUP HOLDING LTD                                                         | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | EC               | CORP              | KY        |     15600 | NS      | $57561.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                          | MIPS AB                                                                          | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      4854 | NS      | $143913.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| MIRVAC GROUP                                     | MIRVAC GROUP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44477 | NS      | $54948.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                   | MITSUBISHI CHEMICAL GROUP CORP                                                   | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     18900 | NS      | $110800.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                         | MITSUBISHI ELECTRIC CORP                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     14600 | NS      | $585912.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                         | MITSUBISHI ESTATE CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     17900 | NS      | $510118.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES                      | MITSUBISHI HEAVY INDUSTRIES LTD                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      2700 | NS      | $80583.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $298027.52    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO                     | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     70600 | NS      | $1268176.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                            | MITSUI FUDOSAN CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     27200 | NS      | $297895.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MIURA CO LTD                                     | MIURA CO LTD                                                                     | CUSIP: 000000000<br>LEI: 3538005VS7UNWU9PHX56 | Long             | EC               | CORP              | JP        |     12100 | NS      | $250592.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBILE WORLD INVESTMENT CORP                     | MOBILE WORLD INVESTMENT CORP                                                     | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |     88600 | NS      | $284001.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                                      | MONCLER SPA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      2468 | NS      | $148997.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                       | MONDELEZ INTERNATIONAL INC                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     41443 | NS      | $2546257.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                     | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       246 | NS      | $397144.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAGE GOLD CORP                                | MONTAGE GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 9845004C6BCE77ACA795 | Long             | EC               | CORP              | CA        |      2672 | NS      | $26398.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTANA AEROSPACE AG                             | MONTANA AEROSPACE AG                                                             | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |      8522 | NS      | $224067.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY S CORP                                     | MOODY'S CORP                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1411 | NS      | $651670.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7285 | NS      | $1388448.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369819.14    | 0.04%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A5                                | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35                      | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $67789.62     | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                           | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93527 | PA      | $93840.78     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                           | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                         | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83020 | PA      | $83310.92     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50627.03     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                | MP MATERIALS CORP                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       687 | NS      | $45369.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MPI CORP                                         | MPI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $160563.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85194.91     | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MR PRICE GROUP LTD                               | MR PRICE GROUP LTD                                                               | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |     17724 | NS      | $166327.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC               | MS&AD INSURANCE GROUP HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     14800 | NS      | $380568.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MFSM6 MSCI EAFE         JUN26                    | MSCI EAFE         JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-37766.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MFSM6 MSCI EAFE         JUN26                    | MSCI EAFE         JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-37766.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSWF 2023-2 A5                                   | MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                            | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53076.46     | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MUELLER INDUSTRIES INC                           | MUELLER INDUSTRIES INC                                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       428 | NS      | $57964.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN EMPREENDIMENTOS                        | MULTIPLAN EMPREENDIMENTOS IMOBILIARIOS SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     22822 | NS      | $145869.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH GA TXB BABS                       | MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    119000 | PA      | $126667.24    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MUNINOVA HOLDINGS INC                            | MUNINOVA HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     79400 | NS      | $233813.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MUNTERS GROUP AB                                 | MUNTERS GROUP AB                                                                 | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      3386 | NS      | $74647.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MUYUAN FOODS CO LTD-H SHS                        | MUYUAN FOODS CO LTD                                                              | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |     13500 | NS      | $71459.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA B 144A                            | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14599 | PA      | $14159.00     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NAC KAZATOMPROM JSC GDR                          | NAC KAZATOMPROM JSC                                                              | CUSIP: 000000000<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      3409 | NS      | $301425.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NAKANISHI INC                                    | NAKANISHI INC                                                                    | CUSIP: 000000000<br>LEI: 353800EXA7IQ42YKF224 | Long             | EC               | CORP              | JP        |     10400 | NS      | $183736.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAM LONG INVESTMENT CORP                         | NAM LONG INVESTMENT CORP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     69209 | NS      | $73005.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN YA PRINTED CIRCUIT BOARD                     | NAN YA PRINTED CIRCUIT BOARD CORP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $161941.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATERA INC                                       | NATERA INC                                                                       | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       997 | NS      | $205541.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | NATIONAL BANK OF CANADA                                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248765.77    | 0.03%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | NATIONAL BANK OF CANADA                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       986 | NS      | $148834.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF GREECE                          | NATIONAL BANK OF GREECE SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     22649 | NS      | $358945.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                | NATIONAL GRID PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     45998 | NS      | $823391.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY 144A                     | NATIONWIDE BUILDING SOCIETY                                                      | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $400195.88    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NAVEL 2026-A A 144A                              | NAVIENT EDUCATION LOAN TRUST 2026-A                                              | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99615.72     | 0.01%             | 2056-09-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36648 | PA      | $36370.18     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                             | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12953 | PA      | $12163.08     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA A 144A                             | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12611 | PA      | $11983.94     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                              | NAVIENT REFINANCE LOAN TRUST 2026-A                                              | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96539 | PA      | $95143.99     | 0.01%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                              | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                      | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $64929.41     | 0.01%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NEC CORP                                         | NEC CORP                                                                         | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      3700 | NS      | $98420.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                 | NEINOR HOMES SA                                                                  | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |      4075 | NS      | $79726.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                            | NELNET STUDENT LOAN TRUST 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77357 | PA      | $72910.27     | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                        | NESTE OYJ                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      7854 | NS      | $271298.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE NIGERIA PLC                               | NESTLE NIGERIA PLC                                                               | CUSIP: 000000000<br>LEI: 0292002173F4KD5E5347 | Long             | EC               | CORP              | NG        |     15752 | NS      | $35526.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA-REG                                    | NESTLE SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      9899 | NS      | $1002171.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                      | NETEASE INC                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     12445 | NS      | $291327.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     28319 | NS      | $2650941.59   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NETWEALTH GROUP LTD                              | NETWEALTH GROUP LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1884 | NS      | $32356.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUB 2022-48A A1R 144A                           | NEUBERGER BERMAN LOAN ADVISERS CLO 48 LTD                                        | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249820.25    | 0.03%             | 2036-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NEW FOUND GOLD CORP                              | NEW FOUND GOLD CORP                                                              | CUSIP: 000000000<br>LEI: 98450056568BF2A90783 | Long             | EC               | CORP              | CA        |      8691 | NS      | $17403.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRZT 2022-INV1 A4 144A                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1                                    | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114924 | PA      | $98296.40     | 0.01%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    113716 | PA      | $114053.02    | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG 144A                    | NEW YORK LIFE GLOBAL FUNDING                                                     | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193581.88    | 0.02%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH INC TX BUILD AMER                | NEW YORK STATE DORMITORY AUTHORITY                                               | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15310.10     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS 144A                     | NEW YORK STATE ELECTRIC & GAS CORP                                               | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65679.78     | 0.01%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                     | NEWMONT CORP                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1929 | NS      | $214292.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXITY                                           | NEXITY SA                                                                        | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |      9181 | NS      | $91137.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NEXT PLC                                         | NEXT PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       915 | NS      | $161487.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTAGE CO LTD                                   | NEXTAGE CO LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18500 | NS      | $406081.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30139.29     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      6588 | NS      | $644833.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS SELECT TRUST                               | NEXUS SELECT TRUST                                                               | CUSIP: 000000000<br>LEI: 3358005ZHLYHK1WZGL78 | Long             | EC               | CORP              | IN        |     22845 | NS      | $37452.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGEX MINERALS LTD                                | NGEX MINERALS LTD                                                                | CUSIP: 000000000<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |      4817 | NS      | $89116.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                        | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152286.74    | 0.02%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                        | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49874.08     | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIFCO INC                                        | NIFCO INC/JAPAN                                                                  | CUSIP: 000000000<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      2500 | NS      | $73667.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                  | NINTENDO CO LTD                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      7200 | NS      | $352216.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON PROLOGIS REIT INC                         | NIPPON PROLOGIS REIT INC                                                         | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |        64 | NS      | $36651.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORP                       | NIPPON SANSO HOLDINGS CORP                                                       | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      5100 | NS      | $179802.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SEIKI CO LTD                              | NIPPON SEIKI CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $145603.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SODA CO LTD                               | NIPPON SODA CO LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $192356.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                | NIPPON STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     64700 | NS      | $238193.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| NISOURCE FINANCE CORP                            | NISOURCE INC                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79154.12     | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                            | NISOURCE INC                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213253.41    | 0.02%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISSHINBO HOLDINGS INC                           | NISSHINBO HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |      5200 | NS      | $68592.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NITERRA CO LTD                                   | NITERRA CO LTD                                                                   | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      5800 | NS      | $313522.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBA BANK GROUP AB                               | NOBA BANK GROUP AB                                                               | CUSIP: 000000000<br>LEI: 21380057HUGFEAF25W84 | Long             | EC               | CORP              | SE        |      8801 | NS      | $80881.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | NOK/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-950.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDNET AB PUBL                                  | NORDNET AB PUBL                                                                  | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |      2215 | NS      | $73008.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                            | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1703 | NS      | $537858.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORSK HYDRO ASA                                  | NORSK HYDRO ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      5709 | NS      | $63206.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH WEST CO INC/THE                            | NORTH WEST CO INC/THE                                                            | CUSIP: 000000000<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |      1827 | NS      | $68434.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHAM PLATINUM HOLDINGS LT                     | NORTHAM PLATINUM HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |      1397 | NS      | $26935.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                      | NORTHERN STAR RESOURCES LTD                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      4657 | NS      | $71383.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                              | NORTHERN TRUST CORP                                                              | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74384.13     | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                            | NORTHROP GRUMMAN CORP                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       636 | NS      | $368549.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                          | NOV INC                                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     12414 | NS      | $253990.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LJUBLJANSKA GDR REG S                       | NOVA LJUBLJANSKA BANKA DD                                                        | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |     15626 | NS      | $819529.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANKA DD                        | NOVA LJUBLJANSKA BANKA DD                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       398 | NS      | $105583.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG-REG                                  | NOVARTIS AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4417 | NS      | $652786.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                               | NOVO NORDISK A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     16084 | NS      | $684148.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK A/S-SPONS ADR                       | NOVO NORDISK A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2552 | NS      | $107745.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVONESIS (NOVOZYMES) B                          | NOVONESIS NOVOZYMES B                                                            | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      2247 | NS      | $138068.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                         | NTPC LTD                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     28937 | NS      | $122186.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DC REIT                                      | NTT DC REIT                                                                      | CUSIP: 000000000<br>LEI: 2549007AN8RVE3OG2252 | Long             | EC               | CORP              | SG        |     64400 | NS      | $63254.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                            | NTT FINANCE CORP                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201375.37    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISL-A                     | NU HOLDINGS LTD/CAYMAN ISLANDS                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     37221 | NS      | $538960.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                       | NUCOR CORP                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       945 | NS      | $212899.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                       | NUCOR CORP                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120336.72    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                       | NUCOR CORP                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65511.20     | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                               | NVENT ELECTRIC PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       460 | NS      | $65734.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     87037 | NS      | $17369974.09  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    375000 | PA      | $332969.45    | 0.04%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L A 144A                              | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99725.58     | 0.01%             | 2038-11-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | NZD/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-182.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143574.56    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35258.15     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      8939 | NS      | $888536.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OBARA GROUP INC                                  | OBARA GROUP INC                                                                  | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      5200 | NS      | $183819.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| OBX 2019-EXP3 2A2 144A                           | OBX 2019-EXP3 TRUST                                                              | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1581 | PA      | $1582.28      | 0.00%             | 2059-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                           | OBX 2025-NQM15 TRUST                                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     78454 | PA      | $78492.77     | 0.01%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2026-R1 A1 144A                              | OBX 2026-R1 TRUST                                                                | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |     96253 | PA      | $95460.05     | 0.01%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107426.37    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCEANAGOLD CORP                                  | OCEANAGOLD CORP                                                                  | CUSIP: 000000000<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |       548 | NS      | $16968.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                            | OCTANE RECEIVABLES TRUST                                                         | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52211 | PA      | $52716.60     | 0.01%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                            | OCTANE RECEIVABLES TRUST 2025-RVM1                                               | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86739 | PA      | $86483.35     | 0.01%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ALROSA PJSC                                      | OFAC RESTR ALROSA PJSC                                                           | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     80680 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POLYUS PJSC - MICEX EXCH                         | OFAC RESTR POLYUS PJSC                                                           | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      2940 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OJI HOLDINGS CORP                                | OJI HOLDINGS CORP                                                                | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     40100 | NS      | $210821.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                        | OLD DOMINION FREIGHT LINE INC                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3456 | NS      | $734158.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS CORP                                     | OLYMPUS CORP                                                                     | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     11400 | NS      | $112124.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| OMAI GOLD MINES CORP                             | OMAI GOLD MINES CORP                                                             | CUSIP: 000000000<br>LEI: 254900GOHPZOKN6K3C88 | Long             | EC               | CORP              | CA        |     35589 | NS      | $60784.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                           | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1663 | NS      | $117391.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV PETROM SA                                    | OMV PETROM SA                                                                    | CUSIP: 000000000<br>LEI: 549300UKYDM6L8HEPU79 | Long             | EC               | CORP              | RO        |    826674 | NS      | $187855.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK INC                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1397 | NS      | $129166.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN HOUSE GROUP CO LTD                          | OPEN HOUSE GROUP CO LTD                                                          | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      4500 | NS      | $264841.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| OQ GAS NETWORKS SAOC                             | OQ GAS NETWORKS SAOC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | OM        |     78600 | NS      | $55763.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OR ROYALTIES INC                                 | OR ROYALTIES INC                                                                 | CUSIP: 000000000<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      6532 | NS      | $240583.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| ORACLE CORP                                      | ORACLE CORP                                                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108809.19    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | ORACLE CORP                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2456 | NS      | $396373.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                      | ORACLE CORP                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144301.84    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                   | ORANGE SA                                                                        | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197479.78    | 0.02%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                        | ORIX CORP                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     18700 | NS      | $629376.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                       | ORSTED AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     24266 | NS      | $648958.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | OTIS WORLDWIDE CORP                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6805 | NS      | $529973.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                     | OTP BANK NYRT                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      6527 | NS      | $875459.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | OVINTIV INC                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1740 | NS      | $107097.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                    | OWENS CORNING                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51863.73     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OXFORD NANOPORE TECHNOLOGIES                     | OXFORD NANOPORE TECHNOLOGIES PLC                                                 | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |     30136 | NS      | $46032.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| OpenAI Group PBC SER C CVT PFD PP                | OpenAI Group PBC SER C CVT PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       120 | NS      | $82522.43     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PACCAR FINANCIAL CORP                            | PACCAR FINANCIAL CORP                                                            | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193659.26    | 0.02%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267150.91    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II 144A                          | PACIFIC LIFE GLOBAL FUNDING II                                                   | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173651.38    | 0.02%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                        | PACKAGING CORP OF AMERICA                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      7598 | NS      | $1621793.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGE INDUSTRIES LTD                              | PAGE INDUSTRIES LTD                                                              | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |       215 | NS      | $83663.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                      | PALANTIR TECHNOLOGIES INC                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       839 | NS      | $116713.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                          | PANASONIC HOLDINGS CORP                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     10300 | NS      | $210694.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK24 CO LTD                                    | PARK24 CO LTD                                                                    | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |      8100 | NS      | $95251.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORP                             | PARKER-HANNIFIN CORP                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1679 | NS      | $1526916.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                        | PARTNERS GROUP HOLDING AG                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       229 | NS      | $248969.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| PAX LABS CLASS A COMMON PP                       | PAX LABS CLASS A COMMON PP                                                       | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     21572 | NS      | $5824.44      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PEAC 2025-1A A2 144A                             | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                            | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87206 | PA      | $87594.46     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A A3 144A                             | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                            | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44864.27     | 0.01%             | 2033-07-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                          | PEBBLEBROOK HOTEL TRUST                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      5577 | NS      | $78356.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTA-OCEAN CONSTRUCTION CO                      | PENTA-OCEAN CONSTRUCTION CO LTD                                                  | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     20100 | NS      | $225205.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| PENTAIR PLC                                      | PENTAIR PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     13007 | NS      | $1049794.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPCO GROUP NV                                   | PEPCO GROUP NV                                                                   | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | NL        |     12344 | NS      | $110089.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES CORP                           | PERMIAN RESOURCES CORP                                                           | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4502 | NS      | $97333.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERPLEXITY AI SER E-1 CVT PFD PP                 | PERPLEXITY AI SER E-1 CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       980 | NS      | $68153.49     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PERSIMMON PLC                                    | PERSIMMON PLC                                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      9492 | NS      | $136869.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSOL HOLDINGS CO LTD                           | PERSOL HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |     42200 | NS      | $62811.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PERU                                             | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40000 | PA      | $40409.71     | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PET VALU HOLDINGS LTD                            | PET VALU HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      3000 | NS      | $46976.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PFISTERER HOLDING SE                             | PFISTERER HOLDING SE                                                             | CUSIP: 000000000<br>LEI: 529900APPYG9TGZYS639 | Long             | EC               | CORP              | DE        |       599 | NS      | $72926.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                       | PFIZER INC                                                                       | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123795.78    | 0.01%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                      | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7607 | NS      | $1255687.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                      | PHILLIPS 66                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       309 | NS      | $55357.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHU NHUAN JEWELRY JSC                            | PHU NHUAN JEWELRY JSC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |    123380 | NS      | $317279.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY AND CASUALTY-H SHS                 | PICC PROPERTY & CASUALTY CO LTD                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    116000 | NS      | $209538.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FITNESS INC - CL A                        | PLANET FITNESS INC                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      4189 | NS      | $279280.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANISWARE SA                                    | PLANISWARE SA                                                                    | CUSIP: 000000000<br>LEI: 969500356FAUM2X41Q59 | Long             | EC               | CORP              | FR        |      3671 | NS      | $77494.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PLS GROUP LTD                                    | PLS GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      6128 | NS      | $27266.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40199.24     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| POLYCAB INDIA LTD                                | POLYCAB INDIA LTD                                                                | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |      4144 | NS      | $355917.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                               | POSCO HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       225 | NS      | $70965.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                     | POWER GRID CORP OF INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |     66734 | NS      | $224727.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRADA S.P.A.                                     | PRADA SPA                                                                        | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     47800 | NS      | $212993.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                          | PRECISION DRILLING CORP                                                          | CUSIP: 000000000<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |       609 | NS      | $56804.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PREDICTIVE DISCOVERY LTD                         | PREDICTIVE DISCOVERY LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    119667 | NS      | $80592.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PREDICTIVE DISCOVERY LTD                         | PREDICTIVE DISCOVERY LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     52007 | NS      | $34075.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                         | PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                         | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22165.28     | 0.00%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1 144A                     | PRICOA GLOBAL FUNDING I                                                          | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172994.71    | 0.02%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP 144A                     | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99147.27     | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144998.30    | 0.02%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                          | PROCTER & GAMBLE CO/THE                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     18586 | NS      | $2733814.74   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2024-SFR5 A 144A                            | PROGRESS RESIDENTIAL 2024-SFR5 TRUST                                             | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98897 | PA      | $93490.57     | 0.01%             | 2041-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | PROGRESSIVE CORP/THE                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3821 | NS      | $769090.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                     | PROLOGIS INC                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5675 | NS      | $805963.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS                                           | PROSUS NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     13425 | NS      | $649944.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PFMT 2019-1 B1 144A                              | PROVIDENT FUNDING MORTGAGE TRUST 2019-1                                          | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169518 | PA      | $146185.24    | 0.02%             | 2049-12-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| ALBERTA                                          | PROVINCE OF ALBERTA CANADA                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    135000 | PA      | $133339.55    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                                 | PROVINCE OF BRITISH COLUMBIA CANADA                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $314701.34    | 0.04%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                            | PROVINCE OF NEW BRUNSWICK CANADA                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $248206.49    | 0.03%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PRUDENT CORPORATE ADVISORY S                     | PRUDENT CORPORATE ADVISORY SERVICES LTD                                          | CUSIP: 000000000<br>LEI: 335800YN8XGUHYLE4R90 | Long             | EC               | CORP              | IN        |      2644 | NS      | $79051.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                   | PRUDENTIAL PLC                                                                   | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      7676 | NS      | $115673.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                     | PRYSMIAN SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      3612 | NS      | $549418.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC                                          | PTC INC                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3496 | NS      | $476504.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      5694 | NS      | $1722150.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                   | PUBLIC STORAGE OPERATING CO                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141687.77    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                  | PULTEGROUP INC                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3698 | NS      | $452487.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR NATIONAL BANK                              | QATAR NATIONAL BANK QPSC                                                         | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     55768 | NS      | $265562.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN N.V.                                      | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      3393 | NS      | $115740.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QINETIQ GROUP PLC                                | QINETIQ GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |     17077 | NS      | $103486.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                            | QNITY ELECTRONICS INC                                                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       565 | NS      | $79472.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | QUEST DIAGNOSTICS INC                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6504 | NS      | $1263076.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                          | QXO INC                                                                          | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12556 | NS      | $251998.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RAIA DROGASIL SA                                 | RAIA DROGASIL SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    113947 | NS      | $503025.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN BANK LTD                                 | RAKUTEN BANK LTD                                                                 | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      3800 | NS      | $153538.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| RAMELIUS RESOURCES LTD                           | RAMELIUS RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |      8486 | NS      | $21062.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| RANGE RESOURCES CORP                             | RANGE RESOURCES CORP                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     27528 | NS      | $1197468.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                     | RAYONIER INC                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      3066 | NS      | $65029.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                               | REALTY INCOME CORP                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66985.85     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                          | RECRUIT HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     15500 | NS      | $718036.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REDCARE PHARMACY NV                              | REDCARE PHARMACY NV                                                              | CUSIP: SBYYH7G96<br>LEI: 529900JK6UXHY1YKZ082 | Long             | EC               | CORP              | NL        |      3010 | NS      | $170423.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| REDWOOD MATERIALS SER C CVT STOCK PP             | REDWOOD MATERIALS SER C CVT STOCK PP                                             | CUSIP: TC25HIZF2<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |      1666 | NS      | $78418.62     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REG16 2019-2A A1R2 144A                          | REGATTA XVI FUNDING LTD                                                          | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249932.00    | 0.03%             | 2039-04-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORP                             | REGENCY CENTERS CORP                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4095 | NS      | $318795.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                               | REGENCY CENTERS LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34869.97     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS                        | REGENERON PHARMACEUTICALS INC                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       800 | NS      | $565648.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                     | RELIANCE INC                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1944 | NS      | $704700.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                      | RELIANCE INDUSTRIES LTD                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      3650 | NS      | $55357.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE WORLDWIDE CORP LTD                      | RELIANCE WORLDWIDE CORP LTD                                                      | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |     17104 | NS      | $40561.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELO GROUP INC                                   | RELO GROUP INC                                                                   | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |     13600 | NS      | $170250.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX CAPITAL INC                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94280.26     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                         | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1197 | NS      | $43650.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                         | RENESAS ELECTRONICS CORP                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     40400 | NS      | $816994.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RENGO CO LTD                                     | RENGO CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24100 | NS      | $189887.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RENISHAW PLC                                     | RENISHAW PLC                                                                     | CUSIP: 000000000<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |      2030 | NS      | $130757.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                    | REPLIGEN CORP                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1772 | NS      | $209645.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC SERVICES INC                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      6940 | NS      | $1451986.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                              | RESONA HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     44800 | NS      | $560343.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTTRUST INC                                  | RESORTTRUST INC                                                                  | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     10700 | NS      | $119176.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REVVITY INC                                      | REVVITY INC                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216262.00    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                      | REVVITY INC                                                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     10084 | NS      | $873476.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REXEL SA                                         | REXEL SA                                                                         | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      1133 | NS      | $47918.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY IN                     | REXFORD INDUSTRIAL REALTY INC                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      8635 | NS      | $309910.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                          | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79555.17     | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                          | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109197.43    | 0.01%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                          | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102270.80    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                   | RHEINMETALL AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       335 | NS      | $534261.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RICHELIEU HARDWARE LTD                           | RICHELIEU HARDWARE LTD                                                           | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |      2595 | NS      | $75881.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| RIO TINTO LTD                                    | RIO TINTO LTD                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       684 | NS      | $83782.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| RIO TINTO PLC                                    | RIO TINTO PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3281 | NS      | $330516.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBERTET SA                                      | ROBERTET SA                                                                      | CUSIP: 000000000<br>LEI: 969500EUEC3HIYQOCS92 | Long             | EC               | CORP              | FR        |       136 | NS      | $127771.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX CORP -CLASS A                             | ROBLOX CORP                                                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      3705 | NS      | $204738.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                 | ROCHE HOLDING AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3056 | NS      | $1245320.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKT 2022-1A A1R 144A                           | ROCKFORD TOWER CLO 2022-1 LTD                                                    | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249739.50    | 0.03%             | 2035-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $166313.78    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                         | ROLLS-ROYCE HOLDINGS PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     56529 | NS      | $909639.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $202224.62    | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       381 | NS      | $135182.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49855.62     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROSEBANK INDUSTRIES PLC                          | ROSEBANK INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 2138005KFPHBAEW69F51 | Long             | EC               | CORP              | JE        |     29447 | NS      | $148497.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                  | ROSS STORES INC                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1114 | NS      | $253758.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROTORK PLC                                       | ROTORK PLC                                                                       | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |     44588 | NS      | $187424.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROUND ONE CORP                                   | ROUND ONE CORP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27700 | NS      | $150451.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                             | ROYAL BANK OF CANADA                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $223400.42    | 0.03%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                   | ROYAL GOLD INC                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        59 | NS      | $13769.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                         | RTX CORP                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188294.16    | 0.02%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RUSTA AB                                         | RUSTA AB                                                                         | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |      8405 | NS      | $92144.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR                      | RYANAIR HOLDINGS PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      5021 | NS      | $274397.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                             | RYANAIR HOLDINGS PLC                                                             | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      2922 | NS      | $76665.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESM6 S&P500 EMINI FUT  JUN26                     | S&P500 EMINI FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -42 | NC      | $-728361.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ESM6 S&P500 EMINI FUT  JUN26                     | S&P500 EMINI FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -6 | NC      | $-104051.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ESM6 S&P500 EMINI FUT  JUN26                     | S&P500 EMINI FUT  JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-121393.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49775.08     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA                                        | SAFRAN SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1698 | NS      | $545249.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                         | SAIA INC                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1205 | NS      | $540828.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKATA INX CORP                                  | SAKATA INX CORP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $165679.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                   | SALESFORCE INC                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        70 | NS      | $12357.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ-A SHS                                  | SAMPO OYJ                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     41831 | NS      | $434675.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                               | SAMSONITE GROUP SA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     29700 | NS      | $54384.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                       | SAMSUNG ELECTRONICS CO LTD                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     31367 | NS      | $4723484.04   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                       | SANDVIK AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     22025 | NS      | $926528.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| SANKYU INC                                       | SANKYU INC                                                                       | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |      1100 | NS      | $59111.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SANOFI                                           | SANOFI SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      5156 | NS      | $482480.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SANRIO CO LTD                                    | SANRIO CO LTD                                                                    | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |      8600 | NS      | $50117.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SDART 2026-1 A3                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                    | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34812.00     | 0.00%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 B                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                    | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49450.03     | 0.01%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115967.89    | 0.01%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133001.31    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | SANTANDER UK GROUP HOLDINGS PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197112.84    | 0.02%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANY HEAVY INDUSTRY CO LTD                       | SANY HEAVY INDUSTRY CO LT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     91600 | NS      | $273670.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANY HEAVY INDUSTRY CO LTD-H SHS                 | SANY HEAVY INDUSTRY CO LTD                                                       | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |     13200 | NS      | $36858.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                           | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      5273 | NS      | $885300.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPPHIRE FOODS INDIA LTD                         | SAPPHIRE FOODS INDIA LTD                                                         | CUSIP: 000000000<br>LEI: 335800Y2BJLU8A79CD84 | Long             | EC               | CORP              | IN        |     24117 | NS      | $52455.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH                         | SARTORIUS STEDIM BIOTECH                                                         | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      2409 | NS      | $445211.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN MINING CO                          | SAUDI ARABIAN MINING CO                                                          | CUSIP: 000000000<br>LEI: 254900R4HAVLB4GY9713 | Long             | EC               | CORP              | SA        |      4529 | NS      | $79423.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SAUDI NATIONAL BANK                          | SAUDI NATIONAL BANK/THE                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     51306 | NS      | $537910.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                          | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        55 | NS      | $12166.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP                                    | SCENTRE GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    104102 | NS      | $279741.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                            | SCHNEIDER ELECTRIC SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2302 | NS      | $732516.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHOTT PHARMA AG& CO KGAA                        | SCHOTT PHARMA AG & CO KGAA                                                       | CUSIP: 000000000<br>LEI: 529900TU48UE99NHEY88 | Long             | EC               | CORP              | DE        |      6924 | NS      | $121091.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD ADR                                      | SEA LTD                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     18756 | NS      | $1592009.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGA SAMMY HOLDINGS INC                          | SEGA SAMMY HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |     14600 | NS      | $211665.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PLC                                        | SEGRO PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     68071 | NS      | $644767.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | SEK/USD FWD 20260529 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-4447.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                           | SEMPRA                                                                           | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29622.61     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                            | SEQUOIA MORTGAGE TRUST 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4254 | PA      | $3887.76      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERV 2021-1 A2I 144A                             | SERVICEMASTER FUNDING LLC                                                        | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123044 | PA      | $115089.30    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                   | SERVICENOW INC                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204774.24    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                   | SERVICENOW INC                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2372 | NS      | $209471.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                        | SEVEN & I HOLDINGS CO LTD                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     39400 | NS      | $470000.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | SGD/USD FWD 20260529 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-1291.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8568 | NS      | $389559.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC-ADR                                    | SHELL PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      6718 | NS      | $609121.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     19587 | NS      | $884366.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SHENZHEN INOVANCE TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8800 | NS      | $88717.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEDALI                                           | SHENZHEN KEDALI INDUSTRY CO LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2200 | NS      | $61949.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN WOER HEAT-SHRINKA-H SHS                 | SHENZHEN WOER HEAT-SHRINKABLE MATERIAL CO LTD                                    | CUSIP: 000000000<br>LEI: 300300OQ21G9RZSL7D48 | Long             | EC               | CORP              | CN        |     21800 | NS      | $45979.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YUTO TECH.                                       | SHENZHEN YUTO PACKAGING TECHNOLOGY CO LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19700 | NS      | $109383.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHOU INTERNATIONAL GROUP                     | SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |     57900 | NS      | $352925.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       806 | NS      | $259217.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176052.47    | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                     | SHIMIZU CORP                                                                     | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      6400 | NS      | $123648.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                        | SHIN-ETSU CHEMICAL CO LTD                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     11700 | NS      | $538693.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP -A                     | SHOALS TECHNOLOGIES GROUP INC                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7486 | NS      | $59438.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC - CLASS A                            | SHOPIFY INC                                                                      | CUSIP: 000000000<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       305 | NS      | $37021.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                            | SHOPIFY INC                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3824 | NS      | $463201.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIBANYE STILLWATER LTD                           | SIBANYE STILLWATER LTD                                                           | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      6386 | NS      | $19091.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG-REG                                   | SIEMENS AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      7273 | NS      | $2161253.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                                | SIEMENS ENERGY AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      2393 | NS      | $507129.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                          | SIEMENS HEALTHINEERS AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      9200 | NS      | $377238.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SRFC 2025-2A A 144A                              | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                  | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61958 | PA      | $61929.67     | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A A 144A                              | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                  | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71707 | PA      | $71392.37     | 0.01%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                           | SIGNAL PEAK CLO 5 LTD                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250474.25    | 0.03%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                       | SIGNIFY NV                                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      3107 | NS      | $70665.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP INC                         | SIMON PROPERTY GROUP INC                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2523 | NS      | $513960.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $304050.70    | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                     | SK HYNIX INC                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2596 | NS      | $2315031.52   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SKAN GROUP AG                                    | SKAN GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 506700N25H370ZSEFR11 | Long             | EC               | CORP              | CH        |       453 | NS      | $26465.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SKEENA RESOURCES LTD                             | SKEENA RESOURCES LTD                                                             | CUSIP: 000000000<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      4944 | NS      | $144168.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                             | SL GREEN REALTY CORP                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       328 | NS      | $13910.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SLB LTD                                          | SLB LTD                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     40551 | NS      | $2306540.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENTERTAINMENT CO LTD                          | SM ENTERTAINMENT CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3503 | NS      | $229724.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SM INVESTMENTS CORP                              | SM INVESTMENTS CORP                                                              | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |      3800 | NS      | $37470.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMARTSTOP SELF STORAGE REIT                      | SMARTSTOP SELF STORAGE REIT INC                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      5346 | NS      | $168292.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB 2020-BA A1A 144A                             | SMB PRIVATE EDUCATION LOAN TRUST                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25053 | PA      | $23973.02     | 0.00%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 144A                              | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                          | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      6980 | PA      | $6946.85      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT1 144A                             | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76324 | PA      | $69801.42     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                 | SMITHS GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      3215 | NS      | $111000.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWLINE GOLD CORP                               | SNOWLINE GOLD CORP                                                               | CUSIP: 000000000<br>LEI: 529900VVFSE66NAIST38 | Long             | EC               | CORP              | CA        |     12452 | NS      | $132279.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA SP ADR                 | SOCIEDAD QUIMICA Y MINERA DE CHILE SA                                            | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |       251 | NS      | $23134.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSA MAROC                                      | SOCIETE D'EXPLOITATION DES PORTS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |      1172 | NS      | $106008.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                              | SOCIETE GENERALE SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     12572 | NS      | $1012046.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                              | SOFTBANK GROUP CORP                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      8500 | NS      | $290350.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                         | SOLSTICE ADVANCED MATERIALS INC                                                  | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       695 | NS      | $56955.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORP                                   | SOLVENTUM CORP                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43964.10     | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                            | SONOVA HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1548 | NS      | $339334.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                  | SONY GROUP CORP                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     37300 | NS      | $747317.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SORTERA TECH SER C-1 CVT PFD STOCK PP            | SORTERA TECH SER C-1 CVT PFD STOCK PP                                            | CUSIP: TC3IWOQO4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       764 | NS      | $11474.29     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Ser C-2 Warrants 6/28 PP            | SORTERA TECH SER C-2 WARRANTS 6.28 PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-1 PFD PP                 | SORTERA TECH SERIES PF2-1 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-10 PFD PP                | SORTERA TECH SERIES PF2-10 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-11 PFD PP                | SORTERA TECH SERIES PF2-11 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-12 PFD PP                | SORTERA TECH SERIES PF2-12 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-13 PFD PP                | SORTERA TECH SERIES PF2-13 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-14 PFD PP                | SORTERA TECH SERIES PF2-14 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-15 PFD PP                | SORTERA TECH SERIES PF2-15 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-16 PFD PP                | SORTERA TECH SERIES PF2-16 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-17 PFD PP                | SORTERA TECH SERIES PF2-17 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-18 PFD PP                | SORTERA TECH SERIES PF2-18 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-19 PFD PP                | SORTERA TECH SERIES PF2-19 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         7 | NS      | $4605.26      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-2 PFD PP                 | SORTERA TECH SERIES PF2-2 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-3 PFD PP                 | SORTERA TECH SERIES PF2-3 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-4 PFD PP                 | SORTERA TECH SERIES PF2-4 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-5 PFD PP                 | SORTERA TECH SERIES PF2-5 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-6 PFD PP                 | SORTERA TECH SERIES PF2-6 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-7 PFD PP                 | SORTERA TECH SERIES PF2-7 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-8 PFD PP                 | SORTERA TECH SERIES PF2-8 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-9 PFD PP                 | SORTERA TECH SERIES PF2-9 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOUTH BOW CORP                                   | SOUTH BOW CORP                                                                   | CUSIP: 000000000<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      2193 | NS      | $75072.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                         | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35231.86     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH32 LTD                                      | SOUTH32 LTD                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     20090 | NS      | $59537.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | SOUTHERN CO GAS CAPITAL CORP                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98628.26     | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | SOUTHERN CO/THE                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93171.65     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     22744 | NS      | $2199344.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                             | SOUTHERN COPPER CORP                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      3078 | NS      | $528461.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN PALLADIUM LTD                           | SOUTHERN PALLADIUM LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3511 | NS      | $3863.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOVEREIGN METALS LTD                             | SOVEREIGN METALS LTD                                                             | CUSIP: 000000000<br>LEI: 213800NSPXSASTENFQ34 | Long             | EC               | CORP              | AU        |     10454 | NS      | $5378.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HWAM6 SP500 MIC EMIN FUTJUN26                    | SP500 MIC EMIN FUTJUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -29 | NC      | $-71726.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HWAM6 SP500 MIC EMIN FUTJUN26                    | SP500 MIC EMIN FUTJUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -23 | NC      | $-56886.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                          | SPIE SA                                                                          | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     12303 | NS      | $713852.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRAX GROUP PLC                                 | SPIRAX GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      2606 | NS      | $254337.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                            | SPOTIFY TECHNOLOGY SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       293 | NS      | $130839.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINGER NATURE AG & CO KGAA                     | SPRINGER NATURE AG & CO KGAA                                                     | CUSIP: 000000000<br>LEI: 549300UMNC43HQB3JA96 | Long             | EC               | CORP              | DE        |      8045 | NS      | $186869.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPROTT PHYSICAL URANIUM TR                       | SPROTT PHYSICAL URANIUM TRUST                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | CA        |      2500 | NS      | $52379.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG ISSUER SA                                     | SPX US 05/15/26 C6850                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        29 | NC      | $1110700.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SG ISSUER SA                                     | SPX US 05/15/26 P5525                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -29 | NC      | $-1377.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SQUARE PHARMACEUTICALS PLC                       | SQUARE PHARMACEUTICALS PLC                                                       | CUSIP: 000000000<br>LEI: 254900R3NU1J5X39Y909 | Long             | EC               | CORP              | BD        |     22066 | NS      | $37984.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                          | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      4828 | NS      | $172863.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | STANDARD CHARTERED PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     42992 | NS      | $1094783.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                      | STANDARD CHARTERED PLC                                                           | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197934.81    | 0.02%             | 2030-01-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A1 144A                           | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7624 | PA      | $7386.59      | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CA ST TXBLE BUILD AMERICA                        | STATE OF CALIFORNIA                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $41471.79     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | STEEL DYNAMICS INC                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       928 | NS      | $212196.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFUEL 2025-BA B 144A                             | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $19970.79     | 0.00%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2026-AA A4 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2026-A                    | CUSIP: 85856FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24990.58     | 0.00%             | 2030-04-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SFUEL 2026-AA B 144A                             | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2026-A                    | CUSIP: 85856FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $9991.36      | 0.00%             | 2030-04-22      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: 549300BRDKZ1HFI2J358 | Long             | EC               | CORP              | IE        |      2373 | NS      | $514656.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                             | STORA ENSO OYJ                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     49608 | NS      | $552363.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STORAGEVAULT CANADA INC                          | STORAGEVAULT CANADA INC                                                          | CUSIP: 000000000<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |     28087 | NS      | $90980.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRAUMANN HOLDING AG-REG                         | STRAUMANN HOLDING AG                                                             | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      2443 | NS      | $265135.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| STRIKE GROUP CO LTD                              | STRIKE GROUP CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $61458.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| STRYKER CORP                                     | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       565 | NS      | $178048.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBSEA 7 SA                                      | SUBSEA 7 SA                                                                      | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |      7551 | NS      | $272015.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                    | SUMITOMO CORP                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     19900 | NS      | $739925.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                  | SUMITOMO MITSUI TRUST GROUP INC                                                  | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      7300 | NS      | $244063.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO PHARMA CO LTD                           | SUMITOMO PHARMA CO LTD                                                           | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |      9400 | NS      | $103774.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SUMITOMO SEIKA CHEMICALS CO                      | SUMITOMO SEIKA CHEMICALS CO LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $49864.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                              | SUN COMMUNITIES INC                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1956 | NS      | $250055.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES                          | SUN HUNG KAI PROPERTIES LTD                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      6083 | NS      | $106495.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                | SUNCOR ENERGY INC                                                                | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      1561 | NS      | $106866.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                | SUNCOR ENERGY INC                                                                | CUSIP: 000000000<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      3050 | NS      | $208999.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                | SUNCORP GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     16012 | NS      | $199259.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUSS MICROTEC SE                                 | SUSS MICROTEC SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3KRUTSYDK7N87 | Long             | EC               | CORP              | DE        |       987 | NS      | $88360.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                                | SUZUKI MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     12500 | NS      | $139792.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB - A SHARES                           | SWEDBANK AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      1315 | NS      | $46484.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIGGY LTD                                       | SWIGGY LTD                                                                       | CUSIP: 000000000<br>LEI: 335800R11DC3QR7KH186 | Long             | EC               | CORP              | IN        |     18270 | NS      | $52425.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PROPERTIES LTD                             | SWIRE PROPERTIES LTD                                                             | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     27200 | NS      | $86907.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SYNCONA LTD                                      | SYNCONA LTD                                                                      | CUSIP: 000000000<br>LEI: 213800X8MBI5VQITLW60 | Long             | EC               | RF                | GG        |     28376 | NS      | $33776.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | SYNOPSYS INC                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       505 | NS      | $243713.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP DYNAMIC GLOBAL BOND FD-I                     | T ROWE PR DYN GLBL BND-I                                                         | CUSIP: 77956H468<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |   2117416 | NS      | $15922970.50  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMRG MKTS LOCAL CURR BD FD-I                 | T ROWE PR EM MKT LOC CUR-I                                                       | CUSIP: 77956H369<br>LEI: 308254AVG0WE2QK20V13 | Long             | EC               | RF                | US        |   4370807 | NS      | $22028865.38  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMER MKTS BND FD-I                           | T ROWE PR EMRG MKTS BND-I                                                        | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   3471378 | NS      | $34158360.45  | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST FLOATING RATE FUND                      | T ROWE PR INST FLTNG RT-INST                                                     | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |    865153 | NS      | $8054578.54   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                         | T ROWE PR INST HI YLD-INST                                                       | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   2450725 | NS      | $19385232.54  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED) - I                | T ROWE PR INTL BD USD HG-I                                                       | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1093303 | NS      | $9271212.86   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR INTL BND-I                             | T ROWE PR INTL BND-I                                                             | CUSIP: 77956H450<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |   4195133 | NS      | $30204955.20  | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTEGRATED US SMCC EQ FD-I                   | T ROWE PRICE INTEGRATED US SMALL-MID CAP CORE EQUITY FUND                        | CUSIP: 779917707<br>LEI: 549300W1UD5BSCDBEY41 | Long             | EC               | RF                | US        |   2037769 | NS      | $57281683.92  | 6.69%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PRICE NAT RES ETF                         | T ROWE PRICE NATURAL RESOURCES ETF                                               | CUSIP: 87283Q743<br>LEI: 254900CWV5QCE6WBCD81 | Long             | EC               | RF                | US        |      6400 | NS      | $224417.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| T-MOBILE US INC                                  | T-MOBILE US INC                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     10301 | NS      | $2013845.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-MOBILE USA INC                                                                 | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156667.34    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund            | T. Rowe Price Government Reserve Fund                                            | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  24564860 | NS      | $24564860.37  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIHEIYO CEMENT CORP                             | TAIHEIYO CEMENT CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $345097.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                     | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    111000 | NS      | $7705827.43   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR                      | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      2550 | NS      | $1009953.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKASHIMAYA CO LTD                               | TAKASHIMAYA CO LTD                                                               | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |     12600 | NS      | $149806.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL CO LTD                     | TAKEDA PHARMACEUTICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     11900 | NS      | $397850.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEUCHI MFG CO LTD                              | TAKEUCHI MANUFACTURING CO LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $103681.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| TALON CAPITAL CORP                               | TALON CAPITAL CORP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2024 | NS      | $24166.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon Capital Sponsor LLC CL A MBR INT PP        | TALON CAPITAL SPONSOR LLC CL A MBR INT P                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2406 | NS      | $6015.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TAMARACK VALLEY ENERGY LTD                       | TAMARACK VALLEY ENERGY LTD                                                       | CUSIP: 000000000<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |      7900 | NS      | $74094.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | TARGA RESOURCES CORP                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       693 | NS      | $180235.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                             | TARGA RESOURCES CORP                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45548.09     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74901.23     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TATA STEEL LTD                                   | TATA STEEL LTD                                                                   | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     30179 | NS      | $67485.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDING AS                     | TAV HAVALIMANLARI HOLDING AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | EC               | CORP              | TR        |      7699 | NS      | $47502.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR WIMPEY PLC                                | TAYLOR WIMPEY PLC                                                                | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     47752 | NS      | $50511.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL TECHNOLOGY GROUP CORP                        | TCL TECHNOLOGY GROUP CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    402000 | NS      | $251802.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                              | TE CONNECTIVITY PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      4441 | NS      | $939982.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TECAN GROUP AG-REG                               | TECAN GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |       587 | NS      | $88813.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHCOM SECURITIES JSC                           | TECHCOM SECURITIES JSC                                                           | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |     20000 | NS      | $38551.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                   | TECHNIPFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     24026 | NS      | $1815644.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                     | TECHTRONIC INDUSTRIES CO LTD                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     24500 | NS      | $355242.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TECK RESOURCES LTD-B                             | TECK RESOURCES LTD                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      1483 | NS      | $86651.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                        | TELEDYNE TECHNOLOGIES INC                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       690 | NS      | $445636.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                                | TELEFONAKTIEBOLAGET LM ERICSSON                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     25850 | NS      | $308364.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT                  | TELKOM INDONESIA PERSERO TBK PT                                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    469400 | NS      | $76785.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                | TELSTRA GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     44634 | NS      | $171417.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA-ADR                                   | TENARIS SA                                                                       | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1184 | NS      | $75657.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TENCENT HOLDINGS LTD                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     31063 | NS      | $1886526.37   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5924 | NS      | $1049258.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                              | TERRENO REALTY CORP                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3791 | NS      | $247173.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                        | TESLA INC                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3054 | NS      | $1165498.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4963 | NS      | $1395000.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79179.07     | 0.01%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                          | TGS ASA                                                                          | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |     19421 | NS      | $315805.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THAI OIL PCL-FOREIGN                             | THAI OIL PCL                                                                     | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |     28300 | NS      | $41734.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                     | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1813 | NS      | $868354.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE INC                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12880.29     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13067.85     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TINGYI (CAYMAN ISLN) HLDG CO                     | TINGYI CAYMAN ISLANDS HOLDING CORP                                               | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |     66000 | NS      | $101834.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN CO LTD                                     | TITAN CO LTD                                                                     | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |      4888 | NS      | $226923.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                | TJX COS INC/THE                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5841 | NS      | $915576.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                                      | TJX COS INC/THE                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48179.69     | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                    | TMX GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      1524 | NS      | $62156.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHOKU ELECTRIC POWER CO INC                     | TOHOKU ELECTRIC POWER CO INC                                                     | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |     22700 | NS      | $158554.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                        | TOKIO MARINE HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      5800 | NS      | $265621.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                               | TOKYO ELECTRON LTD                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1000 | NS      | $294682.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO KIRABOSHI FINANCIAL GROUP INC              | TOKYO KIRABOSHI FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $282798.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TOKYO SEIMITSU CO LTD                            | TOKYO SEIMITSU CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $441982.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO TATEMONO CO LTD                            | TOKYO TATEMONO CO LTD                                                            | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |     12300 | NS      | $283032.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TONGCHENG TRAVEL HOLDINGS LTD                    | TONGCHENG TRAVEL HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |     25200 | NS      | $57518.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TONIAN HOLD SR A NV CVT PFD UNITS PP             | TONIAN HOLDINGS NON-VOTING CVT PFD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2304 | NS      | $3271.68      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TONIAN HOLD SR A VTG CVT PFD UNITS PP            | TONIAN HOLDINGS VOTING CVT PFD UNITS                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3239 | NS      | $4599.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                            | TORONTO-DOMINION BANK/THE                                                        | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91375.15     | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORRENT PHARMACEUTICALS LTD                      | TORRENT PHARMACEUTICALS LTD                                                      | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |      1856 | NS      | $81998.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                          | TOTALENERGIES CAPITAL USA LLC                                                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188002.48    | 0.02%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TOTALENERGIES SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     20460 | NS      | $1902239.22   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                         | TOTVS SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     10208 | NS      | $65967.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP                              | TOURMALINE OIL CORP                                                              | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      2027 | NS      | $98190.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1A 144A                             | TOWD POINT MORTGAGE TRUST                                                        | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96469 | PA      | $95566.90     | 0.01%             | 2066-01-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1031 | PA      | $1026.92      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                             | TOWD POINT MORTGAGE TRUST 2024-2                                                 | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187677 | PA      | $189284.60    | 0.02%             | 2064-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES4 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2025-CES4                                              | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |     87931 | PA      | $87575.82     | 0.01%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                          | TOWER SEMICONDUCTOR LTD                                                          | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       270 | NS      | $59683.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO TIRE CORP                                   | TOYO TIRE CORP                                                                   | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     10100 | NS      | $247633.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CORP                                | TOYOTA MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     50800 | NS      | $975127.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | TOYOTA MOTOR CREDIT CORP                                                         | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153220.96    | 0.02%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP                    | TPIC Rollup Sr Term Notes PP                                                     | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |      7506 | PA      | $8188.54      | 0.00%             | 2026-12-10      | Fixed         | 46.47%                | Yes           |                  3 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                      | TPIC SPV I LLC                                                                   | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |     91917 | PA      | $69111.04     | 0.01%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TR FINANCE LLC                                   | TR FINANCE LLC                                                                   | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9994.31      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                           | TRACTOR SUPPLY CO                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     22148 | NS      | $777394.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                     | TRADEWEB MARKETS INC                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4266 | NS      | $483124.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                              | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87 | NS      | $100918.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A                       | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $126311.41    | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/THE                            | TRAVELERS COS INC/THE                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2863 | NS      | $873615.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL                | TREASURY RESERVE FUND - Collateral                                               | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   5762095 | NS      | $5762095.22   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Treeline Bio Common WTS 8/35 PP                  | TREELINE BIO COMMON WTS 8.35 PP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $1246.08      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TREELINE BIO SER A CVT PFD STOCK PP              | TREELINE BIO SER A CVT PFD STOCK PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1491 | NS      | $10864.92     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TREELINE BIO SER A-1 CVT PFD STOCK PP            | TREELINE BIO SER A-1 CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5423 | NS      | $39517.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Treeline Bio SER A-2 CVT PFD PP                  | TREELINE BIO SER A-2 NV CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1138 | NS      | $8292.61      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRELLEBORG AB-B SHS                              | TRELLEBORG AB                                                                    | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      1896 | NS      | $77847.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                          | TRITAX BIG BOX REIT PLC                                                          | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |     42133 | NS      | $86482.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TROAX GROUP AB                                   | TROAX GROUP AB                                                                   | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      2887 | NS      | $33332.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ABNB 2Y 01/19/2028/117816255/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2348.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ACN 2Y 01/19/2028/119841061/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $8397.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ACN 2Y 01/19/2028/119981330/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $6964.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ACN 2Y 01/19/2028/120409017/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $5328.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ACN 2Y 01/19/2028/120649087/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $10983.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AEE 2Y 01/19/2028/118046410CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $6564.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS AEE 2Y 01/19/2028/118256762/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1525.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AEP 2Y 01/19/2028/117814532/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4000.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ALL 2Y 01/19/2028/118049171CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1821.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ALL 2Y 01/19/2028/120871113/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $1192.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ALLE 2Y 01/19/2028/118498257/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $13494.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ANET 2Y 01/19/2028/118046415CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $11297.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS AON 2Y 01/19/2028/120154178/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-2636.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS AON 2Y 01/19/2028/121176248/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-3205.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AT/EBS 2Y 01/20/2028/117816247/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | AT        |         1 | NC      | $-24662.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/ANZ 2Y 01/20/2028/117793533/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-3492.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/ANZ 2Y 01/20/2028/118105472/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-3053.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/ANZ 2Y 01/20/2028/118256789/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-3863.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS AU/COH 2Y 01/20/2028/122015889/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-3076.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AU/COL 2Y 01/20/2028/120927299/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-8740.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/FMG 2Y 01/20/2028/117793524/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $8810.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/MGR 2Y 01/20/2028/119778533/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-3658.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/NAB 2Y 01/20/2028/119778534/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $10775.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AU/NST 2Y 01/20/2028/120409016/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | AU        |         1 | NC      | $405.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AU/NST 2Y 01/20/2028/120871110/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | AU        |         1 | NC      | $15495.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AU/QBE 2Y 01/20/2028/120871107/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | AU        |         1 | NC      | $2847.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AU/SUN 2Y 01/20/2028/119841063/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | AU        |         1 | NC      | $7886.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AU/SUN 2Y 01/20/2028/120871106/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | AU        |         1 | NC      | $4350.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/WBC 2Y 01/20/2028/121732798/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $4168.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS AU/WOW 2Y 01/20/2028/121176253/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |         1 | NC      | $7001.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AVGO 2Y 01/19/2028/120154170/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6163.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AXON 2Y 01/19/2028/119317292/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-387.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS AXP 2Y 01/19/2028/119797471/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $7379.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS BAC 2Y 01/19/2028/118046412CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1879.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BE/LOTB 2Y 01/20/2028/121176246/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | BE        |         1 | NC      | $-954.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS BE/UCB 2Y 01/20/2028/117816200/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BE        |         1 | NC      | $-21549.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BK 2Y 01/19/2028/117814577/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $22914.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BKR 2Y 01/19/2028/117816292/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $10876.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS BMY 2Y 01/19/2028/118049172CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $5401.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BR 2Y 01/19/2028/119099620/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $7978.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BR 2Y 01/19/2028/119228985/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $2101.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS BSX 2Y 01/19/2028/120871105/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28042.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS BX 2Y 01/19/2028/117814573/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5688.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/BAM 2Y 01/19/2028/117816262/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-1943.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/BAM 2Y 01/19/2028/118256768/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-2235.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CA/BMO 2Y 01/19/2028/118339965/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-735.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS CA/BNS 2Y 01/19/2028/118288878/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-2201.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CA/CLS 2Y 01/19/2028/120050352/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |         1 | NC      | $6345.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CA/CNQ 2Y 01/19/2028/119636192/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CA        |         1 | NC      | $9024.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CA/FM 2Y 01/19/2028/119981326/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-21154.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/FNV 2Y 01/19/2028/120533809/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-25155.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/FSV 2Y 01/19/2028/117816264/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $28014.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/FSV 2Y 01/19/2028/118256766/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $5410.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CA/LUN 2Y 01/19/2028/120409015/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |         1 | NC      | $15571.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/MFC 2Y 01/19/2028/117816223/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-10470.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/MFC 2Y 01/19/2028/118339952/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-4284.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/RY 2Y 01/19/2028/120337521/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $5880.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/RY 2Y 01/19/2028/120977912/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $7496.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CA/SLF 2Y 01/19/2028/119636195/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-13280.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/TOU 2Y 01/19/2028/117816290/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $6143.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CA/TRI 2Y 01/19/2028/122011719/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CA        |         1 | NC      | $5347.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/X 2Y 01/19/2028/117816122/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $27478.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/X 2Y 01/19/2028/121418740/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $4351.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CAH 2Y 01/19/2028/118046893CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9122.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CAT 2Y 01/19/2028/117814530/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $15031.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CBRE 2Y 01/19/2028/119636193/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3669.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CEG 2Y 01/19/2028/117814572/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10697.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/CFR 2Y 01/20/2028/117816282/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-6060.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/NOVN 2Y 01/20/2028/117816168/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $2625.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/NOVN 2Y 01/20/2028/118256790/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $1199.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS CH/ROG 2Y 01/20/2028/118683556/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-647.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/SOON 2Y 01/20/2028/117816251/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-2050.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/STMN 2Y 01/20/2028/117816213/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $5261.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/UBSG 2Y 01/20/2028/118339963/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $2237.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CI 2Y 01/19/2028/119319156/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9055.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CIEN 2Y 01/19/2028/121418734/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $9063.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CL 2Y 01/19/2028/118046911CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3073.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CL 2Y 01/19/2028/118256763/CHASGB2LXXX_C                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1165.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CMCSA 2Y 01/19/2028/120337524/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $17045.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CME 2Y 01/19/2028/121831859/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3881.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CMS 2Y 01/19/2028/117814529/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1078.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CMS 2Y 01/19/2028/118256757/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1942.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CNP 2Y 01/19/2028/117816150/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4967.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS COF 2Y 01/19/2028/120337503/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-951.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS COP 2Y 01/19/2028/118046895CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $14120.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CSCO 2Y 01/19/2028/118046900CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $15917.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CSX 2Y 01/19/2028/117814521/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $28802.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CSX 2Y 01/19/2028/118256769/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $4793.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CTSH 2Y 01/19/2028/119817296/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $12122.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CTSH 2Y 01/19/2028/120409018/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $11228.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CUBE 2Y 01/19/2028/118046914CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3816.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS DASH 2Y 01/19/2028/119797448/BOFAUS6SGDS_C                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $7244.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DD 2Y 01/19/2028/117816293/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $513.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DD 2Y 01/19/2028/119319151/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $517.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ADS 2Y 01/20/2028/117816250/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $8114.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ALV 2Y 01/20/2028/120194862/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $965.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ALV 2Y 01/20/2028/120196589/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1173.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ALV 2Y 01/20/2028/120214799/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1246.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ALV 2Y 01/20/2028/120533805/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $390.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ALV 2Y 01/20/2028/120871103/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $525.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/BAS 2Y 01/20/2028/117814560/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1768.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/BAS 2Y 01/20/2028/118256764/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $2218.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/DB1 2Y 01/20/2028/117816231/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $3693.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/DB1 2Y 01/20/2028/118256765/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1754.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DE/FRE 2Y 01/20/2028/117837502/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |         1 | NC      | $22265.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DE/FRE 2Y 01/20/2028/118256761/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |         1 | NC      | $3733.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/HAG 2Y 01/20/2028/120977911/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-5425.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DE/HEI 2Y 01/20/2028/119778537/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1555.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/HNR1 2Y 01/20/2028/119465071/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-35995.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/HNR1 2Y 01/20/2028/120154169/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-13647.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/MRK 2Y 01/20/2028/120337523/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-7082.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/MRK 2Y 01/20/2028/120533807/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-4668.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/MUV2 2Y 01/20/2028/118790361/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $26481.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/P911 2Y 01/20/2028/117816261/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $4381.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/SAP 2Y 01/20/2028/121418732/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-1246.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/SAP 2Y 01/20/2028/121473639/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-503.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/VNA 2Y 01/20/2028/117816114/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $2464.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DECK 2Y 01/19/2028/117816256/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $5622.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DHR 2Y 01/19/2028/117814527/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16542.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DK/NOVOB 2Y 01/20/2028/119797446/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DK        |         1 | NC      | $8225.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DK/NSISB 2Y 01/20/2028/119082603/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DK        |         1 | NC      | $3112.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DOV 2Y 01/19/2028/118046884CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $10882.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DPZ 2Y 01/19/2028/121781089/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $15195.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DTE 2Y 01/19/2028/117814539/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $3659.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DVN 2Y 01/19/2028/119636191/CHASGB2LXXX_C_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14255.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DVN 2Y 01/19/2028/120154172/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-53076.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ECL 2Y 01/19/2028/120175450/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9879.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ED 2Y 01/19/2028/117814545/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2363.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ELV 2Y 01/19/2028/121418733/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $20076.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/120880250/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-81.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS EMR 2Y 01/19/2028/120880285/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-85.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/120927298/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-124.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/120937392/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-29.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/121030687/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-54.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/121163162/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-85.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/121163182/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-85.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS EMR 2Y 01/19/2028/121163183/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-85.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EPAM 2Y 01/19/2028/119817298/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $11867.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EQIX 2Y 01/19/2028/118047158CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $5538.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ES 2Y 01/19/2028/117816172/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-892.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/CABK 2Y 01/20/2028/117814584/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |         1 | NC      | $-735.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/CABK 2Y 01/20/2028/118105475/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |         1 | NC      | $-215.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/FER 2Y 01/20/2028/117816259/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |         1 | NC      | $3644.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS ES/SAN 2Y 01/20/2028/120391693/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ES        |         1 | NC      | $3078.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS ES/SAN 2Y 01/20/2028/120871104/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ES        |         1 | NC      | $3907.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ESAB 2Y 01/19/2028/118104785CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2952.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ETR 2Y 01/19/2028/117816157/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1906.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ETR 2Y 01/19/2028/118256784/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2622.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS EVRG 2Y 01/19/2028/117816111/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5629.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EWBC 2Y 01/19/2028/118047156CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $5593.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EWBC 2Y 01/19/2028/118256758/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $6208.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS EXC 2Y 01/19/2028/117816225/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7091.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS EXC 2Y 01/19/2028/118256771/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2924.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS F 2Y 01/19/2028/117816203/GSILGB2XXXX_C                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5299.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FAST 2Y 01/19/2028/117816151/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-367.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FAST 2Y 01/19/2028/118256776/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-659.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FE 2Y 01/19/2028/117816145/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6521.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/ELISA 2Y 01/20/2028/117816226/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-2605.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117816224/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-4158.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117929704/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-637.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117987289/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-714.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117996281/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-305.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FI/NESTE 2Y 01/20/2028/119228980/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |         1 | NC      | $36729.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/SAMPO 2Y 01/20/2028/117816214/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-3399.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/SAMPO 2Y 01/20/2028/118256780/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-2782.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/STERV 2Y 01/20/2028/117816215/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-18483.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FITB 2Y 01/19/2028/118104772CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $2200.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FIX 2Y 01/19/2028/119981329/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13752.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/AC 2Y 01/20/2028/120911160/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-1867.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/AC 2Y 01/20/2028/120927301/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-6864.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/AC 2Y 01/20/2028/120974338/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-2584.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/AC 2Y 01/20/2028/121171217/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-1322.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118576289/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $145.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118600177/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $387.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118672094/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $39.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118699528/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $102.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118704660/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $465.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118710915/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $376.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS FR/BNP 2Y 01/20/2028/119440722/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-1083.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/CS 2Y 01/20/2028/117814553/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-5159.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/CS 2Y 01/20/2028/119279359/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-4902.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/DG 2Y 01/20/2028/117816222/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-8704.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS FR/EL 2Y 01/20/2028/121125823/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |         1 | NC      | $10770.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/ENX 2Y 01/20/2028/119778536/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-5313.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS FR/HO 2Y 01/20/2028/121125822/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-14419.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/MC 2Y 01/20/2028/117816246/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-7021.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/ORA 2Y 01/20/2028/117816196/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-1354.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/SAF 2Y 01/20/2028/118539245/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-16829.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/SAN 2Y 01/20/2028/117816191/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $7213.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/SAN 2Y 01/20/2028/118105480/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $1143.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FRT 2Y 01/19/2028/118104767CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1112.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FSLR 2Y 01/19/2028/119671962/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5067.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS FTV 2Y 01/19/2028/117816289/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $1561.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS FTV 2Y 01/19/2028/118256759/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $303.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/ADM 2Y 01/20/2028/117816273/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1821.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GB/AV/ 2Y 01/20/2028/120391694/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         1 | NC      | $11347.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GB/AV/ 2Y 01/20/2028/120409014/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         1 | NC      | $3255.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GB/AV/ 2Y 01/20/2028/120440254/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         1 | NC      | $5905.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS GB/BAB 2Y 01/20/2028/119444012/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-13697.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS GB/BNZL 2Y 01/20/2028/122015885/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1228.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GB/BP/ 2Y 01/20/2028/120175447/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-4333.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS GB/EXPN 2Y 01/20/2028/119502503/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |         1 | NC      | $155.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/GLEN 2Y 01/20/2028/118707236/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JE        |         1 | NC      | $5266.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/GLEN 2Y 01/20/2028/119228982/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JE        |         1 | NC      | $1733.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/HLMA 2Y 01/20/2028/120871093/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $16632.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/IHG 2Y 01/19/2028/118557564/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $830.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS GB/III 2Y 01/20/2028/119228983/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-14978.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/MKS 2Y 01/20/2028/118025535/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-16733.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/PRU 2Y 01/20/2028/117816193/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $7657.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/PRU 2Y 01/20/2028/118256774/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $1274.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/RR/ 2Y 01/20/2028/118539246/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-11034.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/SHEL 2Y 01/20/2028/117814574/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1960.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GB/SN/ 2Y 01/20/2028/118105530/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         1 | NC      | $21415.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/STAN 2Y 01/20/2028/120337502/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $5027.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/WTB 2Y 01/20/2028/118138446/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $11929.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS GILD 2Y 01/19/2028/117816160/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11897.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GLW 2Y 01/19/2028/121264661/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3898.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GOOG 2Y 01/19/2028/120208213/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $37164.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS GS 2Y 01/19/2028/117816201/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3202.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS GWW 2Y 01/19/2028/118104782CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4277.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HAL 2Y 01/19/2028/117816161/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28256.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HCA 2Y 01/19/2028/117816295/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $17555.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS HD 2Y 01/19/2028/117816152/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5063.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS HD 2Y 01/19/2028/118256781/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1342.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HIG 2Y 01/19/2028/119607487/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1569.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HIG 2Y 01/19/2028/120154173/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1455.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HIG 2Y 01/19/2028/120871109/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $949.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS HII 2Y 01/19/2028/119317291/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $8610.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS HK/1299 2Y 01/20/2028/122015886/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | HK        |         1 | NC      | $-4682.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS HON 2Y 01/19/2028/121176247/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $8213.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS HUBB 2Y 01/19/2028/120593577/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4131.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IBM 2Y 01/19/2028/119607488/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6993.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IE/KSP 2Y 01/20/2028/117814576/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $49.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS IFF 2Y 01/19/2028/117816147/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $6387.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS INTC 2Y 01/19/2028/118104946CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $86242.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS IP 2Y 01/19/2028/118047305CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16471.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS IT/ENEL 2Y 01/20/2028/119757058/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |         1 | NC      | $1079.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS IT/ENEL 2Y 01/20/2028/119797444/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IT        |         1 | NC      | $406.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS IT/ENEL 2Y 01/20/2028/119921598/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IT        |         1 | NC      | $673.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS IT/ENEL 2Y 01/20/2028/119981327/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |         1 | NC      | $3204.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS IT/ENEL 2Y 01/20/2028/120154175/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |         1 | NC      | $1588.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS IT/G 2Y 01/20/2028/120430343/UBSWGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | IT        |         1 | NC      | $6326.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/ISP 2Y 01/20/2028/117816204/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $1845.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/ISP 2Y 01/20/2028/118105479/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $294.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS IT/RACE 2Y 01/20/2028/121176252/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-3406.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/UCG 2Y 01/20/2028/117816241/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $-13957.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS JNJ 2Y 01/19/2028/117816162/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5276.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/215A 2Y 01/20/2028/119222076/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-5050.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/2587 2Y 01/20/2028/117789440/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $5020.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/2802 2Y 01/20/2028/118907228/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $15879.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/3382 2Y 01/20/2028/117789453/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-16391.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/3563 2Y 01/20/2028/120744338/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-7747.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4063 2Y 01/20/2028/117789439/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $14293.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4502 2Y 01/20/2028/119465068/MSLNGB2XXXX_C_C                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-20028.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4507 2Y 01/20/2028/117793484/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $4795.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4519 2Y 01/20/2028/119607483/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-6623.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4523 2Y 01/20/2028/117793473/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-18371.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4543 2Y 01/20/2028/117789443/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $7779.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4568 2Y 01/20/2028/117789445/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-8482.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4578 2Y 01/20/2028/119228984/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-3331.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/5401 2Y 01/20/2028/121176249/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-4655.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/5802 2Y 01/20/2028/121473640/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $6888.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/5803 2Y 01/20/2028/121473636/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $9474.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6098 2Y 01/20/2028/118539247/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-245.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS JP/6098 2Y 01/20/2028/119319152/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | JP        |         1 | NC      | $1047.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6723 2Y 01/20/2028/117793526/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $32534.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6857 2Y 01/20/2028/121606226/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $3265.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6869 2Y 01/20/2028/117789438/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $5296.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6920 2Y 01/20/2028/120871091/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-4197.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7182 2Y 01/20/2028/119778535/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $1821.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7182 2Y 01/20/2028/119785514/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $1982.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7182 2Y 01/20/2028/119841062/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $2089.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7453 2Y 01/20/2028/121176250/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-8672.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7832 2Y 01/20/2028/117789452/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $11096.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8035 2Y 01/20/2028/118339961/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $6231.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8058 2Y 01/20/2028/122015888/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-1348.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8136 2Y 01/20/2028/117793482/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-8556.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8309 2Y 01/20/2028/117793517/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-12094.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8316 2Y 01/20/2028/120154195/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-3154.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8630 2Y 01/20/2028/117789462/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $5171.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8750 2Y 01/20/2028/117789472/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $2736.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8766 2Y 01/20/2028/120871112/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $20129.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8795 2Y 01/20/2028/117793529/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-9196.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8830 2Y 01/20/2028/117793436/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-4052.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/9983 2Y 01/20/2028/118707235/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $18472.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/9984 2Y 01/20/2028/120649086/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $22699.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS JPM 2Y 01/19/2028/118256871/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2169.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS KEY 2Y 01/19/2028/118047313CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $6939.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS KLAC 2Y 01/19/2028/120533806/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $28.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS KMB 2Y 01/19/2028/117816165/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2895.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS LDOS 2Y 01/19/2028/119981328/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5913.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS LIN 2Y 01/19/2028/117816276/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-385.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS LIN 2Y 01/19/2028/118256770/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-103.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS LLY 2Y 01/19/2028/120927300/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4302.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LNT 2Y 01/19/2028/118047321CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4207.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LNT 2Y 01/19/2028/118105478/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $914.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS LPLA 2Y 01/19/2028/120593578/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $727.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS LRCX 2Y 01/19/2028/120533788/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4892.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS LYV 2Y 01/19/2028/120196590/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1253.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS MAIR 2Y 01/19/2028/121732797/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $18836.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MCD 2Y 01/19/2028/117816139/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10805.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS META 2Y 01/19/2028/119254873/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17590.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MMC 2Y 01/19/2028/117816154/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6999.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MMM 2Y 01/19/2028/117816136/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $4008.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS MNDY 2Y 01/19/2028/119607484/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IL        |         1 | NC      | $-487.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS MOS 2Y 01/19/2028/120196591/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3712.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS MPC 2Y 01/19/2028/121732805/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16209.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NDAQ 2Y 01/19/2028/117816240/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4521.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NDAQ 2Y 01/19/2028/118256760/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2014.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS NDSN 2Y 01/19/2028/121176244/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5095.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS NFLX 2Y 01/19/2028/119859520/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-33206.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS NFLX 2Y 01/19/2028/120154176/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7990.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NI 2Y 01/19/2028/117816135/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5714.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NI 2Y 01/19/2028/119607508/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-943.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS NL/CSG 2Y 01/20/2028/119478014/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |         1 | NC      | $20111.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS NL/CSG 2Y 01/20/2028/121176245/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |         1 | NC      | $30990.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS NL/EQT 2Y 01/20/2028/119636190/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |         1 | NC      | $-326.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NL/PRX 2Y 01/20/2028/120337522/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-3477.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NL/PRX 2Y 01/20/2028/121418735/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-2145.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NO/AKRBP 2Y 01/20/2028/120021730/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |         1 | NC      | $16880.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NO/AKRBP 2Y 01/20/2028/120154171/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |         1 | NC      | $5856.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NO/AKRBP 2Y 01/20/2028/120533804/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |         1 | NC      | $5969.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS NO/KOG 2Y 01/20/2028/121768247CA/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |         1 | NC      | $-6590.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS NO/KOG 2Y 01/20/2028/122010601/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |         1 | NC      | $-401.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS NOW 2Y 01/19/2028/121113634/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $8537.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS NOW 2Y 01/19/2028/121264662/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $3281.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS NOW 2Y 01/19/2028/121280463/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $4256.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NSC 2Y 01/19/2028/117816130/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12019.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS OKE 2Y 01/19/2028/117816131/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5976.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ORCL 2Y 01/19/2028/119996444/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6042.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS PANW 2Y 01/19/2028/120927303/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10814.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PCAR 2Y 01/19/2028/118105477/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2548.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PCAR 2Y 01/19/2028/118122402CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12387.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PG 2Y 01/19/2028/118122412CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1229.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PG 2Y 01/19/2028/118256767/CHASGB2LXXX_C                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1264.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PH 2Y 01/19/2028/118122408CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16593.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PL/ZAB 2Y 01/20/2028/117816263/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | LU        |         1 | NC      | $12984.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS PLD 2Y 01/19/2028/121405996/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6162.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS PLD 2Y 01/19/2028/121426376/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2698.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS PNR 2Y 01/19/2028/119817295/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-7803.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PSA 2Y 01/19/2028/119636194/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1428.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PT/BCP 2Y 01/20/2028/117816239/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |         1 | NC      | $583.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PT/GALP 2Y 01/20/2028/117814575/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |         1 | NC      | $3603.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS QCOM 2Y 01/19/2028/119052747/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22052.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS QCOM 2Y 01/19/2028/119317293/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-100115.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS REXR 2Y 01/19/2028/120977913/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $612.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ROK 2Y 01/19/2028/117816134/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10916.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS SAIA 2Y 01/19/2028/118126973CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $18920.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SBUX 2Y 01/19/2028/117816137/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11366.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SCCO 2Y 01/19/2028/120175449/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9841.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SCCO 2Y 01/19/2028/120409019/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10878.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SE/HMB 2Y 01/20/2028/119996443/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |         1 | NC      | $6588.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS SE/SEBA 2Y 01/20/2028/120069244/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |         1 | NC      | $4340.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS SE/SEBA 2Y 01/20/2028/120154168/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |         1 | NC      | $2630.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SE/SWEDA 2Y 01/20/2028/118907225/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |         1 | NC      | $-3506.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SJM 2Y 01/19/2028/117816229/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5512.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SLB 2Y 01/19/2028/120337519/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | BQ        |         1 | NC      | $16823.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SLB 2Y 01/19/2028/120871111/CITIUS33XXX_C_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $6329.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SO 2Y 01/19/2028/119671960/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4104.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS SRE 2Y 01/19/2028/118126958CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1111.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS STT 2Y 01/19/2028/118943349/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-52097.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SWKS 2Y 01/19/2028/117816166/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28900.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SYF 2Y 01/19/2028/117814582/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-423.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS T 2Y 01/19/2028/117816253/GSILGB2XXXX_C                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4613.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TJX 2Y 01/19/2028/118907227/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3939.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TJX 2Y 01/19/2028/118943350/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1354.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TKO 2Y 01/19/2028/119082606/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8869.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TMO 2Y 01/19/2028/117816182/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4129.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TMO 2Y 01/19/2028/121473638/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9013.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS TMUS 2Y 01/19/2028/119607506/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6223.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TRGP 2Y 01/19/2028/118126976CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $11350.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TRMB 2Y 01/19/2028/120021731/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $610.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS TSCO 2Y 01/19/2028/120391695/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-21228.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS TSLA 2Y 01/19/2028/117816288/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3926.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TW 2Y 01/19/2028/118122425CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7391.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TXN 2Y 01/19/2028/121418741/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $31453.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UBER 2Y 01/19/2028/117816244/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5033.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UHS 2Y 01/19/2028/117816173/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5795.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UHS 2Y 01/19/2028/118256786/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2891.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UPS 2Y 01/19/2028/117816202/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7425.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS URI 2Y 01/19/2028/117814550/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-24756.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS USB 2Y 01/19/2028/118122432CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $319.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS USB 2Y 01/19/2028/118256753/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $190.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS VLTO 2Y 01/19/2028/117816269/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7877.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS VMC 2Y 01/19/2028/118339955/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1728.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS VMC 2Y 01/19/2028/118373581/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1728.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS VRTX 2Y 01/19/2028/117814544/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5113.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS VZ 2Y 01/19/2028/117816205/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12883.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WFC 2Y 01/19/2028/117814559/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8266.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS WFG 2Y 01/19/2028/118122434CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-4986.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WRB 2Y 01/19/2028/117814535/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1324.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WRB 2Y 01/19/2028/118105473/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-666.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WSM 2Y 01/19/2028/117816170/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6045.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WTW 2Y 01/19/2028/120154174/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-12616.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XOM 2Y 01/19/2028/118122447CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3406.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XYL 2Y 01/19/2028/118122438CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3126.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XYL 2Y 01/19/2028/118256756/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2669.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XYZ 2Y 01/19/2028/118122444CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3613.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS XYZ 2Y 01/19/2028/121732796/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2464.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS YUM 2Y 01/19/2028/120927302/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2176.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS YUM 2Y 01/19/2028/121732795/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2234.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS YUM 2Y 01/19/2028/122011718/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-563.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ZBH 2Y 01/19/2028/118883306/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13423.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS ZTS 2Y 01/19/2028/120364278/BOFAUS6SGDS_C                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $5218.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUE CORP PCL/NEW-NVDR                           | TRUE CORP PCL                                                                    | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |    127600 | NS      | $53691.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                             | TSURUHA HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19700 | NS      | $259249.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TURACO GOLD LTD                                  | TURACO GOLD LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     88354 | NS      | $36326.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143875.41    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                                 | UBS GROUP AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      9510 | NS      | $420834.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                           | UCB SA                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       551 | NS      | $150032.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                  | ULTA BEAUTY INC                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1140 | NS      | $612727.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICHARM CORP                                    | UNICHARM CORP                                                                    | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     18300 | NS      | $106904.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      9948 | NS      | $768805.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3382 | NS      | $198053.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     28506 | NS      | $1662331.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP                        | UNIMICRON TECHNOLOGY CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     34000 | NS      | $965713.78    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | UNION PACIFIC CORP                                                               | CUSIP: 907818DJ4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9006.24      | 0.00%             | 2041-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                          | UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2093 | PA      | $2088.84      | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT SER A                    | UNITED AIRLINES 2018-1 CLASS A PASS THROUGH TRUST                                | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214211 | PA      | $203675.33    | 0.02%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED INTEGRATED SERVICES                       | UNITED INTEGRATED SERVICES CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $122033.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                         | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      5400 | NS      | $153786.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES ANTIMONY CORP                      | UNITED STATES ANTIMONY CORP                                                      | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $15060.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2018604 | PA      | $2011743.80   | 0.23%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    201221 | PA      | $144910.45    | 0.02%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3404585 | PA      | $3535182.33   | 0.41%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136290 | PA      | $113115.34    | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    469465 | PA      | $520978.00    | 0.06%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1152163 | PA      | $1096940.35   | 0.13%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    542566 | PA      | $511326.30    | 0.06%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050670 | PA      | $1048618.31   | 0.12%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546407 | PA      | $545062.34    | 0.06%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    211970 | PA      | $210942.87    | 0.02%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390989 | PA      | $1413592.37   | 0.17%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52466 | PA      | $27880.82     | 0.00%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    666742 | PA      | $702084.43    | 0.08%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1479934 | PA      | $1511613.58   | 0.18%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140270 | PA      | $140444.84    | 0.02%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163968 | PA      | $92930.16     | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000530 | PA      | $959804.92    | 0.11%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    859188 | PA      | $870162.78    | 0.10%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    397166 | PA      | $429730.98    | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150494 | PA      | $150623.19    | 0.02%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    763946 | PA      | $753411.70    | 0.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1931316 | PA      | $1938784.36   | 0.23%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    331395 | PA      | $307640.90    | 0.04%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149745 | PA      | $107781.55    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    617527 | PA      | $478053.05    | 0.06%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271557 | PA      | $201991.44    | 0.02%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543629 | PA      | $416258.10    | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543627 | PA      | $557281.38    | 0.07%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    576562 | PA      | $410124.86    | 0.05%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238757 | PA      | $232414.82    | 0.03%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70582 | PA      | $65603.03     | 0.01%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305164 | PA      | $225809.32    | 0.03%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    434643 | PA      | $382944.43    | 0.04%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    723974 | PA      | $697758.32    | 0.08%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2924075 | PA      | $3014538.62   | 0.35%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162330 | PA      | $115311.37    | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    753743 | PA      | $737578.45    | 0.09%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    858611 | PA      | $864447.18    | 0.10%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    703983 | PA      | $701755.55    | 0.08%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1657049 | PA      | $1570506.84   | 0.18%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    748017 | PA      | $750792.69    | 0.09%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685723 | PA      | $693089.49    | 0.08%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    740000 | PA      | $539853.13    | 0.06%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $63375.00     | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150937.50    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $820128.13    | 0.10%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $275056.25    | 0.03%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99460.94     | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $561375.00    | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $188593.75    | 0.02%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4285000 | PA      | $3001508.59   | 0.35%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $406207.03    | 0.05%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $318431.25    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1840218.75   | 0.21%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $127312.50    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $235353.13    | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $44321.48     | 0.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $653039.06    | 0.08%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $494325.78    | 0.06%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $614600.00    | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $354921.88    | 0.04%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $49034.38     | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $323082.03    | 0.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $113681.25    | 0.01%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $27768.75     | 0.00%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $341521.09    | 0.04%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $178956.25    | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $449315.63    | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2490000 | PA      | $1432528.13   | 0.17%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $162318.75    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $362253.13    | 0.04%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $999975.00    | 0.12%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $727851.56    | 0.08%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    745000 | PA      | $753439.45    | 0.09%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $245229.69    | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $141257.81    | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $205198.44    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $533156.25    | 0.06%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $237783.98    | 0.03%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $988487.50    | 0.12%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2245000 | PA      | $1335775.00   | 0.16%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $555414.06    | 0.06%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $1245587.50   | 0.15%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $258106.25    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $216748.44    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $92268.75     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1348160.16   | 0.16%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $356996.88    | 0.04%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $249117.19    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $108796.88    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $358500.00    | 0.04%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $182462.50    | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $350355.47    | 0.04%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $692212.50    | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $666351.56    | 0.08%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $716332.03    | 0.08%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $660765.63    | 0.08%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $65264.06     | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8427 | NS      | $3122034.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76526.43     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202181.91    | 0.02%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MICROWAVE TECH                         | UNIVERSAL MICROWAVE TECHNOLOGY INC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $149262.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                         | UNIVERSAL MUSIC GROUP NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     20148 | NS      | $422455.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                  | UPM-KYMMENE OYJ                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      4386 | NS      | $131417.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UPWORK INC                                       | UPWORK INC                                                                       | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     13356 | NS      | $138234.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| URANIUM ENERGY CORP                              | URANIUM ENERGY CORP                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     46595 | NS      | $693799.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26                    | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         9 | NC      | $-11450.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                     | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         3 | NC      | $-2210.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                     | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         9 | NC      | $-6630.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                     | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         8 | NC      | $-5894.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                     | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-736.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26                     | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        18 | NC      | $-33921.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                            | US FOODS HOLDING CORP                                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5403 | NS      | $505126.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26                     | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         7 | NC      | $-23033.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26                     | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3290.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USA RARE EARTH INC                               | USA RARE EARTH INC                                                               | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $44019.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                          | VALE SA                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      1254 | NS      | $20593.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | VALERO ENERGY CORP                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4829 | NS      | $1219708.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALTERRA PLATINUM LIMITED                        | VALTERRA PLATINUM LIMITED                                                        | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       891 | NS      | $71763.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEEVA SYSTEMS INC CL A                           | VEEVA SYSTEMS INC                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2189 | NS      | $341418.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                       | VENTAS INC                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5625 | NS      | $494212.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERAI DISCOVERIES SER A CVT PFD STK PP           | VERAI DISCOVERIES SER A CVT PFD STK PP                                           | CUSIP: TC9MMU7R0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       802 | NS      | $36300.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24726.37     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93813.06     | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZMT 2026-1 A1A                                  | VERIZON MASTER TRUST SERIES 2026-1                                               | CUSIP: 92348KFC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $79616.42     | 0.01%             | 2031-02-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO-A                             | VERTIV HOLDINGS CO                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1764 | NS      | $579456.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS 2021-1 A1 144A                             | VERUS SECURITIZATION TRUST 2021-1                                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20383 | PA      | $18581.83     | 0.00%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                            | VERUS SECURITIZATION TRUST 2025-7                                                | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |     88355 | PA      | $88515.67     | 0.01%             | 2070-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                              | VIAVI SOLUTIONS INC                                                              | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      4502 | NS      | $235904.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICENNE                                          | VICENNE                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       293 | NS      | $13434.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                              | VICI PROPERTIES INC                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     19132 | NS      | $558654.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY GIANT TECHNOLOGY - H SHS                 | VICTORY GIANT TECHNOLOGY HUIZHOU CO LTD                                          | CUSIP: 000000000<br>LEI: 836800LBU3EF5U7ECE87 | Long             | EC               | CORP              | CN        |       200 | NS      | $8155.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIETNAM PROSPERITY JSC BANK                      | VIETNAM PROSPERITY JSC BANK                                                      | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |     67800 | NS      | $68173.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                         | VINCI SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2172 | NS      | $328455.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCORION SE                                     | VINCORION SE                                                                     | CUSIP: 000000000<br>LEI: 5299001T2RB6WJBIRX15 | Long             | EC               | CORP              | DE        |      7227 | NS      | $188978.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                            | VIPER ENERGY INC                                                                 | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1406 | NS      | $69428.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRBAC SA                                        | VIRBAC SACA                                                                      | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |       539 | NS      | $235432.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VA ST CMWLTH UNIV HLTH SYS TXBL A                | VIRGINIA COMMONWEALTH UNIVERSITY HEALTH SYSTEM AUTHORITY                         | CUSIP: 92778LBL3<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23551.16     | 0.00%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VISA INC-CLASS A SHARES                          | VISA INC                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     14630 | NS      | $4825559.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV ADR                       | VISTA ENERGY SAB DE CV                                                           | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |      8108 | NS      | $602586.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                    | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89624.30     | 0.01%             | 2033-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                    | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186535.19    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG-PREF                               | VOLKSWAGEN AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1065 | NS      | $107999.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| VOLUTION GROUP PLC                               | VOLUTION GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |      8478 | NS      | $71096.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                             | VORNADO REALTY TRUST                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3148 | NS      | $94093.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                               | WALT DISNEY CO/THE                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9691 | NS      | $1005441.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WAREHOUSES DE PAUW SCA                           | WAREHOUSES DE PAUW CVA                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     19557 | NS      | $514040.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                             | WARRIOR MET COAL INC                                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       766 | NS      | $68825.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                            | WASTE CONNECTIONS INC                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $136053.46    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WATCHES OF SWITZERLAND GRP                       | WATCHES OF SWITZERLAND GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |     15522 | NS      | $108637.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYMO LLC SER A-2 CVT PFD UNITS PP               | WAYMO LLC SER A-2 CVT PFD UNITS PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1669 | NS      | $281610.37    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL                     | WEATHERFORD INTERNATIONAL PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      1190 | NS      | $131316.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                           | WEG SA                                                                           | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     32336 | NS      | $294509.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC/THE                               | WEIR GROUP PLC/THE                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      3974 | NS      | $144039.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELF 2019-1A A2RR 144A                           | WELLFLEET CLO 2019-1 LTD                                                         | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250097.25    | 0.03%             | 2032-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | WELLS FARGO & CO                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416876.87    | 0.05%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54 A4                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $42624.23     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                    | WELLTOWER INC                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     13385 | NS      | $2909095.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                        | WEST FRASER TIMBER CO LTD                                                        | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       887 | NS      | $56157.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| WESTERN ALLIANCE BANCORP                         | WESTERN ALLIANCE BANCORP                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      6442 | NS      | $525280.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                      | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      8902 | NS      | $2402560.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD 144A                     | WESTPAC NEW ZEALAND LTD                                                          | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $204022.34    | 0.02%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WHARF REAL ESTATE INVESTMENT                     | WHARF REAL ESTATE INVESTMENT CO LTD                                              | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |      8000 | NS      | $25051.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                     | WHEATON PRECIOUS METALS CORP                                                     | CUSIP: 000000000<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      2011 | NS      | $254019.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEELS 2026-1 A2A 144A                           | WHEELS FLEET LEASE FUNDING 2026-1 LLC                                            | CUSIP: 96329JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99934.85     | 0.01%             | 2039-04-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WIA GOLD LTD                                     | WIA GOLD LTD                                                                     | CUSIP: 000000000<br>LEI: 529900UWSL321JN1GB20 | Long             | EC               | CORP              | AU        |     46303 | NS      | $16560.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                 | WILLIAMS COS INC/THE                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3527 | NS      | $269145.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | WILLIAMS COS INC/THE                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59919.42     | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | WILLIAMS COS INC/THE                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35020.07     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | WILLIS NORTH AMERICA INC                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159797.03    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                              | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99986.53     | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WISE PLC - A                                     | WISE PLC                                                                         | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     18503 | NS      | $264617.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER                                   | WOLTERS KLUWER NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      3854 | NS      | $300787.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                        | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $104585.80    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                        | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     67000 | PA      | $66019.83     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                     | WP CAREY INC                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112380.55    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                          | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     16328 | NS      | $59116.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDGF                                             | WUS PRINTED CIRCUIT KUNSHAN CO LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10000 | NS      | $152256.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI APPTEC CO LTD-H SHS                         | WUXI APPTEC CO LTD                                                               | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     15600 | NS      | $274059.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI XDC CAYMAN INC                              | WUXI XDC CAYMAN INC                                                              | CUSIP: 000000000<br>LEI: 549300BV0TP5RVPBYO24 | Long             | EC               | CORP              | KY        |      7000 | NS      | $53152.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                  | WW GRAINGER INC                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       288 | NS      | $334468.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| X-ENERGY INC                                     | X-ENERGY INC                                                                     | CUSIP: 98386P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $19513.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IXPM6 XAE ENERGY        JUN26                    | XAE ENERGY        JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $8629.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IXPM6 XAE ENERGY        JUN26                    | XAE ENERGY        JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $4314.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                  | XCEL ENERGY INC                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1241 | NS      | $102940.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YANCOAL AUSTRALIA LTD                            | YANCOAL AUSTRALIA LTD                                                            | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |      4000 | NS      | $21262.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | YANTAI JEREH OILFIELD SERVICES GROUP CO LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8100 | NS      | $162825.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YELLOW CAKE PLC                                  | YELLOW CAKE PLC                                                                  | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |      5814 | NS      | $48043.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                           | YOKOGAWA ELECTRIC CORP                                                           | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      4100 | NS      | $142752.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YOUGOV PLC                                       | YOUGOV PLC                                                                       | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |     17332 | NS      | $45036.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| YULIFE HOLDINGS LTD SR C CVT PFD STK PP          | YULIFE HOLDINGS LTD SR C CVT PFD STK PP                                          | CUSIP: TC1ZDZE25<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       475 | NS      | $5894.77      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| YUNNAN ALUMINIUM CO LTD                          | YUNNAN ALUMINIUM CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    116200 | NS      | $546380.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEPP HEALTH CORP ADR                             | ZEPP HEALTH CORP                                                                 | CUSIP: 98945L204<br>LEI: 529900B5C2R4FTJCRN49 | Long             | EC               | CORP              | KY        |       872 | NS      | $15233.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZHEJIANG DINGLI MACHINERY CO LTD                 | ZHEJIANG DINGLI MACHINERY CO LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8600 | NS      | $69652.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGJI INNOLIGHT CO LTD                         | ZHONGJI INNOLIGHT CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3400 | NS      | $429396.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIJIN GOLD INTERNATIONAL CO                      | ZIJIN GOLD INTERNATIONAL CO LTD                                                  | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |      2232 | NS      | $44089.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ZIJIN MINING GROUP CO LTD-H SHS                  | ZIJIN MINING GROUP CO LTD                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     80000 | NS      | $371520.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | ZOETIS INC                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189021.57    | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZTO EXPRESS CAYMAN INC                           | ZTO EXPRESS CAYMAN INC                                                           | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |     13424 | NS      | $340148.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-04

**Name of Applicant:** T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President