# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-25-052221
**Filing Date:** 2025-8
**Character Count:** 442135
**Document Hash:** a6f2046ae43889197b6525832f2d8bf3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052221.hdr.sgml**: 20250821

**ACCESSION NUMBER**: 0001145549-25-052221

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250821

**DATE AS OF CHANGE**: 20250821

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476

**ORGANIZATION NAME:**
- **EIN:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 251239045

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Global Bond Fund (Series ID: S000023758)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069835 | Investor Class      | MXGBX           |
| C000155784 | Institutional Class | MXZMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower Global Bond Fund

- **b. EDGAR series identifier (if any):** S000023758

- **c. LEI of Series:** 7GR1S1AD7LQ0IIU4UM51

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $604599587.63

**Total Liabilities:** $46934766.75

**Net Assets:** $557664820.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 150.693032437636 | **1-Year:** 4247.686154776594 | **5-Year:** 42776.182371772051 | **10-Year:** 74690.764409227422 | **30-Year:** 30532.445723995748

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

- **3-Month:** 22.017726596653 | **1-Year:** 1897.625807707916 | **5-Year:** 8417.116280465919 | **10-Year:** 9030.201059100515 | **30-Year:** 2438.884882837329

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069835 | 2.34%                | -0.29%               | 2.00%                |
| Class ID C000155784 | 2.21%                | -0.25%               | 2.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1106549.71             | $13870777.13                               |
| Month 2  | $-11832.38               | $-4049077.41                               |
| Month 3  | $-739687.67              | $10097820.24                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** 7GR1S1AD7LQ0IIU4UM51

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Instl Resv                                                                   | Dreyfus Instl Resv PFD GOVT INSTL                                      | CUSIP: 26200X100<br>LEI: 549300FG0OZ5YKPLK622 | Long             | STIV             | RF                | US        |     5353643 | PA      | $5353642.57   | 0.96%             | 2025-07-01      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                                         | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          24 | NC      | $111135.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 10YR                                                         | CUSIP: 00002TYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          73 | NC      | $121906.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                                        | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -156 | NC      | $-788798.90   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                                        | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -105 | NC      | $-597446.22   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 3 Year Treasury Bond Futures                                       | CUSIP: 00002YMU5<br>LEI: N/A                  | Short            | DIR              | CORP              | AU        |        -376 | NC      | $875.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Sep 2025                                                          | CUSIP: 00002RXU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |        -139 | NC      | $130523.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Sep 2025                                                          | CUSIP: 00002RXU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -46 | NC      | $37659.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Sep 2025                                                          | CUSIP: 00002RXU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -32 | NC      | $31178.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                                          | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         752 | NC      | $1019726.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                                          | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |         -26 | NC      | $-33921.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                                          | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |          -2 | NC      | $-1937.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                                          | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -147 | NC      | $-74496.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                                          | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         210 | NC      | $168984.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                                          | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         153 | NC      | $124312.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Sep 2025                                                          | CUSIP: 00002UBU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -12 | NC      | $19661.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Sep 2025                                                          | CUSIP: 00002UBU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |          -5 | NC      | $10799.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                                    | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         139 | NC      | $232342.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BUDAPEST STOCK EXCHANGE                                                              | EUR/CZK Future Sep 2025                                                | CUSIP: 00002CNU5<br>LEI: N/A                  | Long             | DFE              | CORP              | HU        |          20 | NC      | $16093.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUDAPEST STOCK EXCHANGE                                                              | EUR/CZK Future Sep 2025                                                | CUSIP: 00002CNU5<br>LEI: N/A                  | Long             | DFE              | CORP              | HU        |          52 | NC      | $50787.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT                                                                            | LONG GILT                                                              | CUSIP: 00002G9U5<br>LEI: N/A                  | Long             | DIR              |  | US        |          13 | NC      | $46841.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT                                                                            | LONG GILT                                                              | CUSIP: 00002G9U5<br>LEI: N/A                  | Long             | DIR              |  | US        |           6 | NC      | $22401.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT                                                                            | LONG GILT                                                              | CUSIP: 00002G9U5<br>LEI: N/A                  | Short            | DIR              |  | US        |          -8 | NC      | $-219.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 10 Year Treasury Bond Futures                                      | CUSIP: 00002XMU5<br>LEI: N/A                  | Short            | DIR              | CORP              | AU        |         -79 | NC      | $-5459.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 10 Year Treasury Bond Futures                                      | CUSIP: 00002XMU5<br>LEI: N/A                  | Long             | DIR              | CORP              | AU        |           8 | NC      | $710.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Sep 2025                                                          | CUSIP: 00002UBU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |          -8 | NC      | $28082.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                           | S&P/TSX Capped Information Technology Index Futures,Sep-2025,Composite | CUSIP: 00002DUU5<br>LEI: N/A                  | Long             | DE               | CORP              | CA        |          25 | NC      | $-4702.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                           | S&P/TSX Capped Information Technology Index Futures,Sep-2025,Composite | CUSIP: 00002DUU5<br>LEI: N/A                  | Long             | DE               | CORP              | CA        |         154 | NC      | $-31026.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FOAT Sep 2025                                                          | CUSIP: 0002OATU5<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          38 | NC      | $-27552.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FOAT Sep 2025                                                          | CUSIP: 0002OATU5<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          13 | NC      | $-10642.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FOAT Sep 2025                                                          | CUSIP: 0002OATU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -54 | NC      | $31420.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                                                       | 10-year JGB Trade Future SEP 2025                                      | CUSIP: 00002JBU5<br>LEI: N/A                  | Short            | DIR              | CORP              | JP        |         -37 | NC      | $-164438.73   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                                                       | 10-year JGB Trade Future SEP 2025                                      | CUSIP: 00002JBU5<br>LEI: N/A                  | Short            | DIR              | CORP              | JP        |         -18 | NC      | $-35832.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBM Sep 2025                                                          | CUSIP: 00002OEU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -89 | NC      | $33038.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBM Sep 2025                                                          | CUSIP: 00002OEU5<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          21 | NC      | $-4880.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBM Sep 2025                                                          | CUSIP: 00002OEU5<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |          -2 | NC      | $353.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FBTP Sep 2025                                                          | CUSIP: 00002IKU5<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          10 | NC      | $8945.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FBTP Sep 2025                                                          | CUSIP: 00002IKU5<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |           9 | NC      | $6519.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                                    | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          87 | NC      | $48148.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                                    | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          28 | NC      | $48951.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                                    | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |           1 | NC      | $2171.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                                         | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          44 | NC      | $222414.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DCR              |  | US        |     -147986 | OU      | $-171300.11   | -0.03%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 0.00 PAY 0.00 07/28/2053                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |      -62207 | OU      | $-103729.01   | -0.02%            | 2053-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 0.00 PAY 0.00 04/05/2034                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |      154315 | OU      | $143292.86    | 0.03%             | 2034-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 0.00 PAY 0.00 07/28/2053                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |           0 | OU      | $783687.35    | 0.14%             | 2053-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | RCV 0.00 PAY 0.00 05/16/2034                                           | CUSIP: N/A<br>LEI: 549300G2BM6HG0OCX065       | Long             | DIR              |  | US        |           0 | OU      | $523431.99    | 0.09%             | 2034-05-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 3.77 PAY SOFR  05/22/2027                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | DIR              |  | US        |           0 | OU      | $163541.51    | 0.03%             | 2027-05-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 3.74 PAY SOFR  05/22/2027                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | DIR              |  | US        |           0 | OU      | $146195.46    | 0.03%             | 2027-05-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 3.74 PAY SOFR  05/27/2027                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | DIR              |  | US        |           0 | OU      | $148347.00    | 0.03%             | 2027-05-27      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 3.38 PAY KWCD3 01/18/2029                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $17561.05     | 0.00%             | 2029-01-18      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.80 PAY CNRR  09/02/2029                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $72355.76     | 0.01%             | 2029-09-02      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV SONIO PAY 4.45 03/24/2055                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $775.11       | 0.00%             | 2055-03-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 2.79 PAY KWCD3 11/27/2029                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $17021.09     | 0.00%             | 2029-11-27      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 4.04 PAY BBSW6 03/22/2033                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $27028.97     | 0.00%             | 2033-03-22      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 3.55 PAY SOFR  09/17/2027                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $27726.00     | 0.00%             | 2027-09-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.46 PAY CNRR  02/06/2030                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $-1339.42     | -0.00%            | 2030-02-06      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV MUTK  PAY 0.71 05/16/2027                                          | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              |  | US        |           0 | OU      | $4434.60      | 0.00%             | 2027-05-16      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK                                                                             | RCV SOFR  PAY 3.36 08/20/2054                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | Long             | DIR              |  | US        |           0 | OU      | $528105.27    | 0.09%             | 2054-08-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | RCV 2.20 PAY CNRR  03/20/2029                                          | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | Long             | DIR              |  | US        |           0 | OU      | $759897.64    | 0.14%             | 2029-03-20      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | RCV 2.44 PAY CNRR  12/24/2029                                          | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | Long             | DIR              |  | US        |           0 | OU      | $-23094.91    | -0.00%            | 2029-12-24      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 2.71 PAY KWCD3 02/13/2035                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |           0 | OU      | $3613.95      | 0.00%             | 2035-02-13      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | RCV 3.96 PAY KWCD3 01/19/2033                                          | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | DIR              |  | US        |           0 | OU      | $270498.70    | 0.05%             | 2033-01-19      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | RCV 3.60 PAY KLIB3 10/19/2028                                          | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | DIR              |  | US        |           0 | OU      | $29678.98     | 0.01%             | 2028-10-19      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV SOFR  P Tot Ret 09/22/2025                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |           0 | OU      | $-2867.46     | -0.00%            | 2025-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV SOFR  P Tot Ret 09/22/2025                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DIR              |  | US        |           0 | OU      | $-18959.89    | -0.00%            | 2025-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV SOFR  P Tot Ret 09/22/2025                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DIR              |  | US        |           0 | OU      | $-36530.96    | -0.01%            | 2025-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | RCV 2.01 PAY CNRR  06/19/2029                                          | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | DIR              |  | US        |           0 | OU      | $11451.75     | 0.00%             | 2029-06-19      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV MUTK  PAY 1.87 04/11/2055                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DIR              |  | US        |           0 | OU      | $18826.21     | 0.00%             | 2055-04-11      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV MUTK  PAY 1.88 04/11/2055                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DIR              |  | US        |           0 | OU      | $18256.93     | 0.00%             | 2055-04-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV MUTK  PAY 0.84 03/14/2027                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DIR              |  | US        |           0 | OU      | $-85739.70    | -0.02%            | 2027-03-14      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | DCR              |  | US        |       -2399 | OU      | $-9118.65     | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | DCR              |  | US        |       -2897 | OU      | $-13767.37    | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 5.00 12/20/2029                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |      -23627 | OU      | $-26962.38    | -0.00%            | 2029-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | DCR              |  | US        |       36055 | OU      | $6259.75      | 0.00%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | DCR              |  | US        |      -60446 | OU      | $-73875.86    | -0.01%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |           0 | OU      | $-2345.67     | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |           0 | OU      | $-6184.03     | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |      -58446 | OU      | $-70938.79    | -0.01%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |           0 | OU      | $-5117.82     | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |       -5518 | OU      | $-5819.81     | -0.00%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |       -8350 | OU      | $-8674.81     | -0.00%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |       30499 | OU      | $-7644.22     | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |       33357 | OU      | $-2266.59     | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                          | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | Long             | DCR              |  | US        |      -62795 | OU      | $-77886.67    | -0.01%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK                                                                             | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | Long             | DCR              |  | US        |       14483 | OU      | $-2028.47     | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                          | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | Long             | DCR              |  | US        |     -436407 | OU      | $-579126.11   | -0.10%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | DCR              |  | US        |     -100955 | OU      | $-122166.77   | -0.02%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $-2985.39     | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 06/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $1149923.36   | 0.21%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 5.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |      -90546 | OU      | $-88240.16    | -0.02%            | 2029-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 5.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $10144.83     | 0.00%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 5.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $43979.33     | 0.01%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |       22485 | OU      | $3903.66      | 0.00%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 5.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $9095.36      | 0.00%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |    -2204609 | OU      | $-2372541.14  | -0.43%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |      -90220 | OU      | $-102121.21   | -0.02%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 06/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $-5154.23     | -0.00%            | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DCR              |  | US        |      -85669 | OU      | $-94584.60    | -0.02%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH                                                                        | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DCR              |  | US        |      -64215 | OU      | $-70982.49    | -0.01%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DCR              |  | US        |       31744 | OU      | $5511.23      | 0.00%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 5.00 06/20/2030                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DCR              |  | US        |      -32638 | OU      | $-37224.82    | -0.01%            | 2030-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | DCR              |  | US        |       25395 | OU      | $4408.99      | 0.00%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888303<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1884988.47   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888304<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $331051.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888305<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $208526.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888306<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $582004.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888307<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $248450.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888308<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $407677.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888309<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4767655.88   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888310<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $615726.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888311<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $188505.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888312<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $532176.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888313<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $150019.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888314<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $310124.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888315<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1552432.20   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888316<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5670450.59   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888317<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5500000.00   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888318<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2722090.84   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888319<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $420000.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888320<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3820000.00   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888321<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $440000.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888322<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2924811.44   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888323<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1111840.98   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888324<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $350000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888325<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8058264.04   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888326<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $349883.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888516<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $24481333.05  | 4.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888517<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $334893.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888518<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $11428859.17  | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888519<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $85457.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888520<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $181116.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888521<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $707763.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888522<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $917159.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888523<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $13658904.31  | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888524<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8201533.03   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888525<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1082594.63   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888526<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $463709.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888527<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $192176.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888528<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $253079.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888529<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3186623.08   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888530<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $374940.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888531<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $952761.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888532<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $503252.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888533<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3833597.78   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888534<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $206796.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888535<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $240944.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888536<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5970671.16   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888537<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3499451.66   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888538<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $235308.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888539<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1843127.61   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888540<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $224457.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888541<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6104719.69   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888187<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $364622.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888188<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $568278.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888189<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $235535.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888190<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $486374.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888191<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $41618883.56  | 7.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888192<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $7900000.00   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888193<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2683685.20   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888194<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1417657.66   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888195<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2125025.21   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888196<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1994974.79   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888197<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4220000.00   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888198<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1422500.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888199<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $78833.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888200<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5495251.71   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888201<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $20234.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888202<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2921966.35   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888203<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $578923.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888204<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8695737.87   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888205<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1388578.14   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888206<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1361211.55   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888207<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8072490.14   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888208<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1769992.78   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888209<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1051963.81   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 888888210<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2756303.71   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888211<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $571784.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888212<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $228321.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888213<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $163261.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888214<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $261253.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888215<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $244040.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888216<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $251866.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888217<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2573004.34   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888218<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $176029.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888219<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $246426.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888220<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $500677.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888221<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $591037.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888222<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $142755.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888365<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $297963.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888366<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $38079.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888367<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $186906.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888368<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $85892.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888369<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $676522.39    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888370<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $450972.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888371<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $271078.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888372<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $621451.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888373<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $508463.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888374<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $299270.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888375<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2527533.64   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888376<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $449600.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888377<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $477012.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888378<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $605517.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888379<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $130000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888380<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $80000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888381<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1315609.60   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888382<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $260805.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888383<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $123012.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888384<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $369763.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888385<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $12793159.15  | 2.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888386<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6166001.15   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888387<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $85498.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888388<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2917861.68   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888389<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2917861.68   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888390<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3119232.69   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888391<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4392566.84   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888392<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $7337614.01   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888393<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1396947.89   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888394<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1452759.31   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888395<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $776546.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888396<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $471572.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888397<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $898111.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888398<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $681562.93    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888399<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $11153901.62  | 2.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888400<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4394232.28   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888401<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $598197.71    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888402<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $98349.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888403<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $229748.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888404<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $44026.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888405<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $558769.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888406<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $259590.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888407<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $11058734.18  | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888408<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1457434.72   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 888888409<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6211463.52   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 888888410<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888553<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $80634.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888554<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $297591.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888555<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $372083.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888556<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $171516.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888557<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $193562.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888558<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $670213.08    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888559<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $110812.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888560<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $267784.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888561<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1779305.31   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888562<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $393760.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888563<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2751629.56   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888564<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1209614.66   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH                                                                        | MERRILL LYNCH                                                          | CUSIP: 888888565<br>LEI: 8NAV47T0Y26Q87Y0QP81 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $330000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888566<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $617333.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888567<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $262720.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888568<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $314337.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888569<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $282812.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888570<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $249454.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888571<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $330000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888572<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $60000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888573<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $110000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888574<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9155729.81   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888575<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2439317.98   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888576<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1170000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888577<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $131409.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888578<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $795971.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888579<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $78258.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888580<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5137785.51   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888581<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $401640.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888582<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5626995.54   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888583<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3119749.30   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888584<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $31295.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888585<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $592764.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888586<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $111858.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888587<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2543615.61   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888588<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2219023.19   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888589<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $345476.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888590<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $7160192.62   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888591<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $617062.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888592<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $68856.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888593<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $78870.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888594<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1769621.85   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888595<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3234314.77   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888596<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4755238.19   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888597<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4755238.19   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888598<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $208508.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888255<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2542590.70   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888256<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $248395.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888257<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $200949.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888258<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $303959.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888259<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8281951.36   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888260<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $783672.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888261<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $277636.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888262<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $639196.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888263<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $833277.53    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888264<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1052456.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888265<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $163857.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888266<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $591049.14    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888267<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $671499.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888268<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $264746.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888269<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $183000.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888270<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190583.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888271<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $196260.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888272<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $956535.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888273<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $480715.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888274<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3490128.40   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888275<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $34601.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888276<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $218435.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888277<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $790006.34    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888278<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $261847.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888279<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $207475.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888280<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $448704.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888281<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $71383.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888282<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $597559.93    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888283<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $285687.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888284<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $395750.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888285<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $90978.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888286<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $87242.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888287<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $306476.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888288<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $601743.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888289<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $142418.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888290<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $157020.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888291<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $607366.71    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888292<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $228405.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888293<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $19966.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888294<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $851797.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888295<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $534434.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888485<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $577989.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888486<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $295435.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888487<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $566568.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888488<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $479148.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888489<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $348830.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888490<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $437683.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888491<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1345207.89   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888492<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $146086.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888493<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1420810.06   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888637<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1392342.34   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888638<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1342647.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888639<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $110000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888640<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $740556.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888641<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $503864.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888642<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $690713.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888643<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $770672.97    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 888888644<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4625265.85   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888645<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $404828.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888646<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1140812.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888647<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6371956.16   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888648<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8711925.59   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888649<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $821999.38    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888650<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8788052.97   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888651<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1152494.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 888888652<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6359039.10   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 888888653<br>LEI: PT3QB789TSUIDF371261 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $931234.98    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 888888654<br>LEI: PT3QB789TSUIDF371261 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5599604.68   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 888888655<br>LEI: PT3QB789TSUIDF371261 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1053409.23   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 888888656<br>LEI: PT3QB789TSUIDF371261 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $761853.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888657<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $434743.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888658<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1141295.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888659<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $791072.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888660<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $772235.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888661<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $137202.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888662<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $738740.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888663<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2856518.20   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888664<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190829.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888665<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $731338.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888666<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $357322.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888667<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $398083.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888668<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $442995.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888669<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $504376.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888670<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $443255.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 888888671<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $140155.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888672<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6099512.29   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888673<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $351795.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888327<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2934945.81   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888328<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2066719.12   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888329<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9024816.47   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888330<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $30934.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888331<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $268547.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888332<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $307599.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888333<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4202099.37   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888334<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $199628.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888335<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $19947.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888336<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $507698.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888337<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $775993.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888338<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $339544.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888339<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $990918.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888340<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $255259.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888341<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $336134.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888342<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4671475.78   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888343<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $203863.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888344<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $638916.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888345<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $233894.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888346<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $178516.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888347<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2302683.61   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888348<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $894670.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888349<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1070821.05   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888223<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $230605.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888224<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2498739.77   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888225<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1329814.79   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888226<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $179014.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888227<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $509833.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888228<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2460000.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888229<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $228442.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888230<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $351862.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888231<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $714913.93    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888232<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $141743.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888233<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $548395.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888234<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2540282.70   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888235<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2539012.46   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888236<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8226869.00   | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888237<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $240738.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888238<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4266869.01   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888239<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5724063.67   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888240<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $601260.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888241<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $204486.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888242<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $307599.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888243<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $81923.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888244<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $503591.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888245<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $241175.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 888888411<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 888888412<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $980000.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 888888413<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6990408.30   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 888888414<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $7036704.43   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | DEUTSCHE BANK                                                          | CUSIP: 888888415<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1241112.83   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | DEUTSCHE BANK                                                          | CUSIP: 888888416<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $250000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | DEUTSCHE BANK                                                          | CUSIP: 888888417<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8381039.59   | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | DEUTSCHE BANK                                                          | CUSIP: 888888418<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2916030.91   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | DEUTSCHE BANK                                                          | CUSIP: 888888419<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $25357327.76  | 4.55%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888420<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $19347.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888421<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $40654.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888422<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $433896.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888423<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $380104.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888424<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1016955.38   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888425<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1772206.73   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888426<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2043761.41   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888427<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $125208.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888428<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1064040.11   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888429<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $414948.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888430<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $963522.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888431<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $150713.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888432<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $15796.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888433<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $145455.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888599<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $199595.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888600<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $186591.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888601<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $316218.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888602<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $170934.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888603<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $129032.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888604<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $332525.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888605<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $256298.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $585730.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888607<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2548624.47   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888608<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2223776.32   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888609<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $342437.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888610<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4655814.13   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888611<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4677918.87   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888612<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $133575.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888613<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $78856.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 888888614<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5176219.60   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International Plc                                                             | Nomura International Plc                                               | CUSIP: 888888615<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1708105.30   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International Plc                                                             | Nomura International Plc                                               | CUSIP: 888888616<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $81225.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International Plc                                                             | Nomura International Plc                                               | CUSIP: 888888617<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $365679.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                  | RBC CAPITAL MARKETS                                                    | CUSIP: 888888618<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $412204.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888619<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1779862.90   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888620<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2908163.52   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888621<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5986915.03   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888296<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1255790.25   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888297<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $184946.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888298<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $29452.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888299<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $36627.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888300<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $229829.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888301<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $553715.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888302<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $442972.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888446<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1547693.11   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888447<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $113238.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888448<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $91992.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888449<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5884257.89   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888450<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $80254.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888451<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $301361.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888452<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $382704.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888453<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $280387.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888454<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $10204945.93  | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888455<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1312068.36   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888456<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $299918.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888457<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $757302.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888458<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $440645.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888459<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $415110.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888460<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2401691.53   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888461<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3065885.93   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888674<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $83197.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888675<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $859319.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888676<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $648281.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888677<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $308290.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888678<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $405826.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888679<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $507697.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888680<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $729382.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888681<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $690667.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888682<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6185598.65   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 888888683<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $356472.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888350<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $257188.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888494<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $33228.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888495<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3219218.73   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888496<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $352987.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888497<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $334077.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888498<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $284887.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888499<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8773783.64   | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888500<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $250520.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888501<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2757352.94   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888502<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1508887.17   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888503<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1668132.51   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888504<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1130864.71   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888505<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $316993.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888506<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2167486.87   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888507<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1141760.38   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888508<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6185877.42   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888509<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1186736.10   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888510<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $943596.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888511<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $61720.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888512<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $11146730.49  | 2.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888513<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $167155.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888514<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $813614.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888515<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $270059.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888246<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4350438.00   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888247<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $8044518.63   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888248<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3462131.66   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888249<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $189796.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888250<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $102951.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888251<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $408351.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888252<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3020023.84   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888253<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $354918.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 888888254<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1319933.94   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888351<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $366144.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888352<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $303948.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888353<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2955155.98   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888354<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $48688.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 888888355<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $276154.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888356<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $668035.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888357<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1024925.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888358<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $490000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888359<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $444934.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888360<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $271323.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888361<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $612770.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888362<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $330000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888363<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $50000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 888888364<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $502222.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888434<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $475959.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888435<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $147264.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888436<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $353435.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888437<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1185186.50   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888438<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $228758.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888439<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1704545.97   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888440<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2427405.82   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888441<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3140914.51   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888442<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $204973.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888443<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $953218.58    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888444<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $299101.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888445<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3416557.70   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888542<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $320514.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888543<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1380619.09   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888544<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $253381.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888545<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $841293.03    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888546<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $622243.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888547<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $402689.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888548<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $750841.11    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888549<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $231856.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888550<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $288693.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888551<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 888888552<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2769650.56   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888622<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $671573.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888623<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2610755.93   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888624<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $823270.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 888888625<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $319566.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888626<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $438218.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888627<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1549151.82   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888628<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1133204.56   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888629<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1549151.83   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888630<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2178123.37   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888631<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $952016.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888632<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1148287.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888633<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1145004.58   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888634<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1542494.74   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 888888635<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2799806.42   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                  | SOCIETE GENERALE SA                                                    | CUSIP: 888888636<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $172537.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888462<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $254874.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888463<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $184454.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888464<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $352694.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888465<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $207540.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888466<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1145275.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 888888467<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $674454.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888468<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $555381.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888469<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2350.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888470<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $453732.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888471<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $168843.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888472<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3779915.32   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888473<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $738038.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888474<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5817110.59   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888475<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1279731.98   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888476<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $606779.19    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888477<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $253528.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888478<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3466766.49   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888479<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $228221.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888480<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $192911.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888481<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $786039.28    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888482<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $460918.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888483<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1832160.82   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 888888484<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $942997.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM2                                                         | ADMT 2023-NQM2 A1                                                      | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320311 | NS      | $320990.72    | 0.06%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 5.8 03/15/32                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      180000 | NS      | $182749.44    | 0.03%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6100000 | NS      | $4827464.53   | 0.87%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3790000 | NS      | $3141798.81   | 0.56%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6290000 | NS      | $5441734.00   | 0.98%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2620000 | NS      | $2662241.88   | 0.48%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4 05/06/54                                                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      532000 | NS      | $616581.82    | 0.11%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC 6 07/15/35                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      700000 | NS      | $704122.50    | 0.13%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                      | DRVPNK 2025-1A A3                                                      | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228000 | NS      | $229789.48    | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-8A A                                                        | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      281000 | NS      | $293707.56    | 0.05%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-2A A                                                        | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      326000 | NS      | $331628.13    | 0.06%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 2.75 02/21/28 144A                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1692000 | NS      | $1605681.63   | 0.29%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V7.75 PERP 144A                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      789000 | NS      | $829850.50    | 0.15%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V5.786 01/13/33 144A                                               | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      540000 | NS      | $561764.13    | 0.10%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 2.75 12/01/55                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1486000 | NS      | $918935.63    | 0.16%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 3.25 12/01/34                                                      | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      100000 | NS      | $73097.12     | 0.01%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50                                                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1633000 | NS      | $1306511.51   | 0.23%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.85 04/01/61                                                     | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      924000 | NS      | $591982.13    | 0.11%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                  | CITADL 5.9 02/10/30 144A                                               | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1290000 | NS      | $1302248.13   | 0.23%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V5.841 01/23/30                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1190000 | NS      | $1232532.75   | 0.22%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 5.75 03/15/54                                                      | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      290000 | NS      | $284091.91    | 0.05%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                              | CDEL 5.95 01/08/34 144A                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      540000 | NS      | $550357.13    | 0.10%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                              | CDEL 6.3 09/08/53 144A                                                 | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      220000 | NS      | $215235.38    | 0.04%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2210000 | NS      | $2008964.00   | 0.36%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5220000 | NS      | $5296250.00   | 0.95%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3500000 | NS      | $3592853.50   | 0.64%             | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                   | CYRUS 2023-1A B                                                        | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109632 | NS      | $106953.13    | 0.02%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 5.95 03/15/55                                                      | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      300000 | NS      | $285935.56    | 0.05%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.95 05/15/54 144A                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      431000 | NS      | $416966.29    | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1                                                    | ENT 2023-1A A3                                                         | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      212000 | NS      | $213802.70    | 0.04%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                            | FMC 5.65 05/18/33                                                      | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      300000 | NS      | $296529.97    | 0.05%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD1657                                                              | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1689115 | NS      | $1422371.88   | 0.26%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD5780                                                              | CUSIP: 3132DTM56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      588687 | NS      | $539287.50    | 0.10%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6587                                                              | CUSIP: 3132DUJ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2210419 | NS      | $2263537.00   | 0.41%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7383                                                              | CUSIP: 3132DVFY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      687962 | NS      | $706539.13    | 0.13%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7526                                                              | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1016927 | NS      | $857575.06    | 0.15%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA7746                                                              | CUSIP: 3133KPTB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           0 | NS      | $0.01         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FRESR 2017-SR01 A3                                                     | CUSIP: 3137FCJG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |      229604 | NS      | $223771.64    | 0.04%             | 2027-11-25      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA6051                                                              | CUSIP: 3140QDWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2426928 | NS      | $2151500.50   | 0.39%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA7025                                                              | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3458136 | NS      | $2934804.25   | 0.53%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2371                                                              | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1640090 | NS      | $1381087.00   | 0.25%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB8628                                                              | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1391840 | NS      | $1424850.38   | 0.26%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9205                                                              | CUSIP: 3140QVGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1728412 | NS      | $1697339.50   | 0.30%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FA0447                                                              | CUSIP: 3140W0P90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1530023 | NS      | $1583960.63   | 0.28%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS3239                                                              | CUSIP: 3140XJS53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      444704 | NS      | $405641.09    | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS8120                                                              | CUSIP: 3140XQAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      744212 | NS      | $748433.50    | 0.13%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS8767                                                              | CUSIP: 3140XQW52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1587718 | NS      | $1453695.63   | 0.26%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9008                                                              | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1018596 | NS      | $1024877.06   | 0.18%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4626                                                              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1371765 | NS      | $1278238.88   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4684                                                              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1171718 | NS      | $1122864.38   | 0.20%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2655                                                              | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      675598 | NS      | $665225.38    | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                             | FCNCA V6.254 03/12/40                                                  | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      880000 | NS      | $875637.56    | 0.16%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust II                                                    | FASTR 2022-AA A3                                                       | CUSIP: 345214AE0<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |     1232000 | NS      | $926288.50    | 0.17%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33                                                       | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | NS      | $207567.30    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.25 01/25/35                                                   | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      640000 | NS      | $672232.48    | 0.12%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                               | GFLCN 6.75 01/15/31 144A                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      510000 | NS      | $533675.75    | 0.10%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 785078                                                              | CUSIP: 3622AAQ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      472311 | NS      | $443035.22    | 0.08%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 787612                                                              | CUSIP: 3622ADKZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      415867 | NS      | $401238.63    | 0.07%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.1 01/07/34                                                        | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      270000 | NS      | $277891.88    | 0.05%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.625 04/04/32                                                      | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      273000 | NS      | $276223.25    | 0.05%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.85 10/15/31                                                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      402000 | NS      | $400959.42    | 0.07%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V6.141 11/18/39                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      392000 | NS      | $399604.32    | 0.07%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.7 02/10/53                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      450000 | NS      | $418787.34    | 0.08%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.6 02/21/54                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      794000 | NS      | $728417.23    | 0.13%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                                  | CMPCCI 6.125 06/23/33 144A                                             | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      200000 | NS      | $205685.20    | 0.04%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.65 09/15/64                                                       | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      379000 | NS      | $358775.56    | 0.06%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.65 05/01/45 144a                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      430000 | NS      | $431039.88    | 0.08%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.159 04/24/31                                                   | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      410000 | NS      | $419735.13    | 0.08%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.615 04/24/36                                                   | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      550000 | NS      | $565572.88    | 0.10%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.25 04/21/34 MTN                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      700000 | NS      | $712073.75    | 0.13%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                     | OMFIT 2020-2A A                                                        | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      975000 | NS      | $950583.56    | 0.17%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.65 03/25/41                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1074000 | NS      | $846690.88    | 0.15%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 7.6 08/12/39 144A                                                 | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      320000 | NS      | $96108.73     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.3 05/19/53                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      680000 | NS      | $641926.31    | 0.12%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                   | RWE 5.875 04/16/34 144A                                                | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      460000 | NS      | $475865.64    | 0.09%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                   | RWE 6.25 04/16/54 144A                                                 | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      440000 | NS      | $438090.81    | 0.08%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                              | RAIZBZ 6.45 03/05/34 144A                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      320000 | NS      | $320314.56    | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | RGA V6.65 09/15/55                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      267000 | NS      | $266119.74    | 0.05%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                        | RTOLN 5 04/28/30 144A                                                  | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |      700000 | NS      | $704867.06    | 0.13%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 6.625 02/17/28 144A                                             | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      680000 | NS      | $702871.69    | 0.13%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 5.9 09/02/54                                                      | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      670000 | NS      | $651937.00    | 0.12%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 1.884 01/15/26 144A                                             | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840000 | NS      | $826278.88    | 0.15%             | 2050-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V9.375 PERP 144A                                                | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      350000 | NS      | $371426.66    | 0.07%             | 2500-12-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Springcastle I Spv Llc                                                               | SCFT 2020-AA A                                                         | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190419 | NS      | $179243.69    | 0.03%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 5.6 06/12/34                                                      | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      140000 | NS      | $145284.70    | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                      | TMCL 2021-1A A                                                         | CUSIP: 88315LAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      702333 | NS      | $645785.38    | 0.12%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.122 01/26/34 MTN                                                | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      366000 | NS      | $366228.97    | 0.07%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                            | TEL 3.25 01/31/33                                                      | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      538000 | NS      | $629056.31    | 0.11%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 5.5 08/15/28                                                         | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      530000 | NS      | $558735.94    | 0.10%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.125 05/15/40                                                       | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6180000 | NS      | $3842221.88   | 0.69%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/55                                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1275000 | NS      | $1243524.81   | 0.22%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.125 08/15/25                                                       | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14187000 | NS      | $14162785.50  | 2.54%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2170000 | NS      | $2169503.50   | 0.39%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V7.964 11/02/34                                                    | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      560000 | NS      | $650937.56    | 0.12%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1770000 | NS      | $1632825.00   | 0.29%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 11/30/29                                                       | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9170000 | NS      | $9210477.00   | 1.65%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/15/33                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1790000 | NS      | $1725532.13   | 0.31%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 09/30/29                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8867200 | NS      | $8777835.25   | 1.57%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 11/15/34                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1650000 | NS      | $1655414.00   | 0.30%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/31                                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | NS      | $5050586.00   | 0.91%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 04/30/27                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8822000 | NS      | $8820622.00   | 1.58%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 04/30/30                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      684000 | NS      | $686671.88    | 0.12%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 05/31/27                                                       | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12500000 | NS      | $12529297.00  | 2.25%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2023-5                                                                  | VERUS 2023-5 A1                                                        | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-O            | CORP              | US        |      185145 | NS      | $186227.44    | 0.03%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2023-4                                                                  | VERUS 2023-4 A1                                                        | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-O            | CORP              | US        |      174660 | NS      | $174801.20    | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC / Westfield UK & Europe Finance PLC                                  | URWFP 4.75 09/17/44 144A                                               | CUSIP: 92890HAD4<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      903000 | NS      | $734563.28    | 0.13%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 4.625 09/20/48 144A                                              | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |       90000 | NS      | $69974.51     | 0.01%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 2.875 01/15/27 144A                                              | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      683000 | NS      | $664546.88    | 0.12%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.491 10/23/34                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      440000 | NS      | $480933.69    | 0.09%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank                                           | ZION V6.816 11/19/35                                                   | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      557000 | NS      | $578616.72    | 0.10%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                     | RBIAV V4.625 08/21/29 EMTN                                             | CUSIP: A6S36JBK7<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | NS      | $366936.63    | 0.07%             | 2029-08-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 4.5 04/21/33 140                                                  | CUSIP: Q08184MK8<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2675000 | NS      | $1828192.25   | 0.33%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 3 03/21/47 150                                                    | CUSIP: Q08184MX0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      500000 | NS      | $251518.69    | 0.05%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 0.2 06/04/36 SURE                                                   | CUSIP: B3S09CAH9<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1474000 | NS      | $1269987.38   | 0.23%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding 2021-2 plc                                                      | TWRBG 2021-2 A                                                         | CUSIP: G8962BAA5<br>LEI: 63540046RPZ8IOOPGL28 | Long             | ABS-O            | CORP              | GB        |      151482 | NS      | $207984.27    | 0.04%             | 2063-11-20      | Floating      |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 1.75 07/20/34                                                      | CUSIP: Q7943QD89<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |      942000 | NS      | $480426.75    | 0.09%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.25 07/31/51                                                      | CUSIP: G4527HUU3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2000000 | NS      | $1199967.00   | 0.22%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 3.25 09/01/28                                                      | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2150000 | NS      | $1603244.00   | 0.29%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 0.5 06/27/32                                                     | CUSIP: H210694S7<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1410000 | NS      | $1808812.59   | 0.32%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V7.75 03/01/29                                                     | CUSIP: H3698DDX9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1932000 | NS      | $2563547.49   | 0.46%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                               | COLTES 6 04/28/28 B                                                    | CUSIP: P28714AP1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 48520699648 | NS      | $10659645.56  | 1.91%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                       | AARB V5.625 12/12/34 EMTN                                              | CUSIP: D0037WVL3<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      700000 | NS      | $832816.38    | 0.15%             | 2034-12-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                         | AMPRIO 3.625 05/21/31 EMTN                                             | CUSIP: D03614BM1<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      900000 | NS      | $1082899.00   | 0.19%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 0.625 04/15/36 EMTN                                             | CUSIP: D1T0VZDC2<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      660000 | NS      | $584267.12    | 0.10%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.375 03/03/34 EMTN                                             | CUSIP: D1T0VZDM0<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      534000 | NS      | $544292.15    | 0.10%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft, Frankfurt Branch                                   | DB V7.375 PERP                                                         | CUSIP: D1T7GFKM8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | NS      | $735687.51    | 0.13%             | 2500-12-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0.25 02/15/29 10Y                                                  | CUSIP: D2R8H4DU0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1666000 | NS      | $1844714.38   | 0.33%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 1.7 08/15/32 10Y                                                   | CUSIP: D2R8H4JD2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      325000 | NS      | $366565.16    | 0.07%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 2.4 11/15/30 7Y                                                    | CUSIP: D2R8H4KF5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3651000 | NS      | $4340059.37   | 0.78%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 2.3 02/15/33 10Y                                                   | CUSIP: D1444RCB2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1561000 | NS      | $1823876.42   | 0.33%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V5.625 05/19/31 EMTN                                                | CUSIP: D1T7F6D70<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | NS      | $359327.16    | 0.06%             | 2031-05-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                                        | AENASM 4.25 10/13/30 EMTN                                              | CUSIP: E526LKAH4<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |     1200000 | NS      | $1492982.50   | 0.27%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Denmark (Kingdom Of)                                                                 | DGB 4.5 11/15/39 31Y                                                   | CUSIP: K5675SHC6<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1550000 | NS      | $294774.54    | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.45 10/31/34                                                     | CUSIP: E8922APQ7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1440000 | NS      | $1742297.75   | 0.31%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3 03/04/53 UFA                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |      810247 | NS      | $819124.79    | 0.15%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3.125 12/04/30 UFA                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |      830000 | NS      | $1007210.31   | 0.18%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3 05/25/33 OAT                                                    | CUSIP: F26348BQ8<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2400000 | NS      | $2824662.69   | 0.51%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 2.75 02/25/29 OAT                                                 | CUSIP: F26348BS4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1025000 | NS      | $1224447.38   | 0.22%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3 11/25/34 OAT                                                    | CUSIP: F26348DT0<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      319000 | NS      | $369528.06    | 0.07%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                     | VPARKI 4.5 04/18/30                                                    | CUSIP: F5197NAD7<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $496343.88    | 0.09%             | 2030-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF 2 12/09/49 EMTN                                                    | CUSIP: F4065QLG3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $723973.13    | 0.13%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP 2.1 04/07/32 EMTN                                                  | CUSIP: F105CUKR1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | NS      | $324741.25    | 0.06%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V6.875 PERP                                                        | CUSIP: F105CUTN1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | NS      | $254437.94    | 0.05%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF 4.625 01/25/43 EMTN                                                | CUSIP: F3R505JR8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | NS      | $116606.89    | 0.02%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                             | ENGIFP 4.25 09/06/34 EMTN                                              | CUSIP: F3R09S2G2<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | NS      | $369873.44    | 0.07%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                             | ENGIFP 4.5 09/06/42 EMTN                                               | CUSIP: F3R09S2F4<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $483439.28    | 0.09%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6304                                                              | CUSIP: 3132DUAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1690005 | NS      | $1704271.13   | 0.31%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD4362                                                              | CUSIP: 3132E0Z39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2799902 | NS      | $2830415.75   | 0.51%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA2650                                                              | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      666673 | NS      | $586844.25    | 0.11%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9412                                                              | CUSIP: 3140XRN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2350932 | NS      | $2368458.25   | 0.42%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V9.25 PERP                                                        | CUSIP: G0809LJC4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      320000 | NS      | $472370.28    | 0.08%             | 2500-12-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.25 07/31/34                                                      | CUSIP: G4527HK26<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1475000 | NS      | $1997421.13   | 0.36%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INVESCO U.S. CLO 2023-3 LTD                                                          | INVCO 2023-3A A                                                        | CUSIP: 46091RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      550000 | NS      | $550000.00    | 0.10%             | 2036-07-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5 03/01/32 144A                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      580000 | NS      | $587710.63    | 0.11%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                  | MNET 2024-1A A2                                                        | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      187818 | NS      | $191923.73    | 0.03%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| OCTAGON 61                                                                           | OCT61 2023-2A A1R                                                      | CUSIP: 675947AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      680000 | NS      | $682251.50    | 0.12%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.5 07/31/53                                                       | CUSIP: G4527HWA5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10720000 | NS      | $6675857.16   | 1.20%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.75 12/07/30                                                      | CUSIP: G4527HNZ0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      569541 | NS      | $814240.54    | 0.15%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.5 06/07/28                                                       | CUSIP: G4527HA76<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2950000 | NS      | $4126425.25   | 0.74%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.375 07/31/54                                                     | CUSIP: G4527HF22<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6675000 | NS      | $7936480.66   | 1.42%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.15 12/02/54                                                      | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     1032000 | NS      | $723478.43    | 0.13%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REGATTA XXV FUNDING LTD                                                              | REG25 2023-1A A                                                        | CUSIP: 758978AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      575000 | NS      | $575000.00    | 0.10%             | 2036-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                 | GGB 4.375 07/18/38                                                     | CUSIP: X32332U34<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      361000 | NS      | $458051.34    | 0.08%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 3.5 04/08/33                                                     | CUSIP: H7351PYD2<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      930000 | NS      | $1460479.13   | 0.26%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING III LLC 2024-1                                                           | TIF 2024-1A A                                                          | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      791156 | NS      | $802452.00    | 0.14%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.625 05/15/31                                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6180000 | NS      | $5450470.19   | 0.98%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                | IRISH 2.6 10/18/34                                                     | CUSIP: G4R49GBB8<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      450000 | NS      | $516880.06    | 0.09%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 4.3 10/01/54 30Y                                                  | CUSIP: T6031QAS0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3730000 | NS      | $4407127.50   | 0.79%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 02/15/35                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6100000 | NS      | $6293484.50   | 1.13%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                     | RBIAV V2.875 06/18/32                                                  | CUSIP: A6S36JAT9<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      600000 | NS      | $694822.50    | 0.12%             | 2032-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.1 03/20/27 346                                                   | CUSIP: J2S39KRZ1<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   669400000 | NS      | $4602197.50   | 0.83%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.5 06/20/34 149                                                   | CUSIP: J2615QSH9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   431500000 | NS      | $3035616.75   | 0.54%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.1 03/20/43 184                                                   | CUSIP: J2S39LE83<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   159000000 | NS      | $921671.05    | 0.17%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.8 09/20/53 80                                                    | CUSIP: J2S39LP57<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   590000000 | NS      | $3311218.81   | 0.59%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                | ICEGB 4.5 02/17/42                                                     | CUSIP: X20146AZ3<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   286078016 | NS      | $1827970.13   | 0.33%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 1.75 12/01/53                                                      | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2425000 | NS      | $1193846.15   | 0.21%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                       | CMZB V6.5 PERP                                                         | CUSIP: D1706B8H2<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      400000 | NS      | $496507.38    | 0.09%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                           | MRKGR V3.875 08/27/54                                                  | CUSIP: D5357MAU9<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $118419.66    | 0.02%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.6 12/20/53 81                                                    | CUSIP: J2S39LU44<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   606049984 | NS      | $3224031.75   | 0.58%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.1 09/20/54 84                                                    | CUSIP: J2S39L4X9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   641550000 | NS      | $3822613.92   | 0.69%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 2.5 02/15/35 10Y                                                   | CUSIP: D2S11ZAA9<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1754480 | NS      | $2049853.76   | 0.37%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V1.75 11/19/30 EMTN                                                 | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      900000 | NS      | $993987.25    | 0.18%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 1 10/31/50                                                        | CUSIP: E8922AJL5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      241000 | NS      | $154111.91    | 0.03%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.25 04/30/34                                                     | CUSIP: E8922APE4<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1060000 | NS      | $1267183.57   | 0.23%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                 | ACAFP 4.375 11/27/33 EMTN                                              | CUSIP: F2R125K95<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1100000 | NS      | $1368323.75   | 0.25%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kering S.A.                                                                          | KERFP 3.625 09/05/31 EMTN                                              | CUSIP: F5433LBW2<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      700000 | NS      | $826863.80    | 0.15%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.3 12/20/54 85                                                    | CUSIP: J2S39L6L3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   395600000 | NS      | $2466342.91   | 0.44%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.2 03/20/64 17                                                    | CUSIP: J2S39L2J2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1562349952 | NS      | $8722491.75   | 1.56%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.A.R.L.                                               | BDX 4.029 06/07/36                                                     | CUSIP: L076BMAC0<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      105000 | NS      | $125699.57    | 0.02%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                    | PTHREE 4 04/19/32 EMTN                                                 | CUSIP: L7S57TAD2<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      825000 | NS      | $977166.23    | 0.18%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 7.5 05/26/33 M                                                   | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17000000 | NS      | $826902.38    | 0.15%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V4.875 PERP                                                     | CUSIP: N22616MH1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | NS      | $470653.66    | 0.08%             | 2500-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment S.A.                                                           | UBIFP 0.878 11/24/27                                                   | CUSIP: F9396NFJ0<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1060158.13   | 0.19%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V2.125 10/13/46 NC10                                            | CUSIP: F1883FA91<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1400000 | NS      | $1446952.50   | 0.26%             | 2046-10-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 3.25 01/31/33                                                      | CUSIP: G4527HYX3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1750000 | NS      | $2246614.13   | 0.40%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                            | RESLIF 8.25 07/17/31                                                   | CUSIP: G7586KAA3<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      635000 | NS      | $700487.56    | 0.13%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                          | KEL 6.6011 04/17/31 .                                                  | CUSIP: G98590AD7<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | NS      | $288105.47    | 0.05%             | 2031-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.1 12/20/27 349                                                   | CUSIP: J2S39KUX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | NS      | $4100024.00   | 0.74%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.8 12/20/47 57                                                    | CUSIP: J2S39KUZ7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   163700000 | NS      | $809115.94    | 0.15%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Netherlands (Kingdom Of)                                                             | NETHER 2.5 07/15/34                                                    | CUSIP: N82128BW3<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1300000 | NS      | $1504485.88   | 0.27%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                       | BNTNF 10 01/01/35 NTNF                                                 | CUSIP: P8T60NQG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |       24252 | NS      | $3680513.50   | 0.66%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | BTPCL 4.7 09/01/30                                                     | CUSIP: P9T38EAW8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    90000000 | NS      | $95030.70     | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLGB 6 10/25/33 1033                                                  | CUSIP: X8T024CH6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1325000 | NS      | $383034.19    | 0.07%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 4.25 05/15/34 0534                                                | CUSIP: Q54627FF8<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6580000 | NS      | $3949805.04   | 0.71%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                      | ENELIM 0.875 01/17/31 emtn                                             | CUSIP: N30706ZA1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      580000 | NS      | $607453.00    | 0.11%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                                       | HBRLN V3 PERP NC8                                                      | CUSIP: N963A2AA6<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      800000 | NS      | $884799.44    | 0.16%             | 2500-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.75 02/20/35                                                    | CUSIP: Q6715QGC5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | CORP              | AU        |      989000 | NS      | $649075.00    | 0.12%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 2.15 09/01/52 30Y                                                 | CUSIP: T6052BJ90<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      394000 | NS      | $314804.57    | 0.06%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                | THAIGB 2 12/17/31                                                      | CUSIP: Y6065BNK9<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    22850000 | NS      | $725000.00    | 0.13%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corporation                                                           | AFRFIN 4.375 04/17/26 REGS                                             | CUSIP: V0055BAJ4<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      363000 | NS      | $360589.44    | 0.06%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.75 02/26/26 REGS                                              | CUSIP: X7360WBG6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2229000 | NS      | $2628309.50   | 0.47%             | 2026-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 6.375 01/30/34 REGS                                             | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      318000 | NS      | $311302.98    | 0.06%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.875 07/11/32 144A                                             | CUSIP: X7360WDM1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2901000 | NS      | $3432426.54   | 0.62%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1.125 03/18/31                                                     | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | NS      | $320161.38    | 0.06%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                | VW V4.375 PERP .                                                       | CUSIP: N93695TS8<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | NS      | $446431.53    | 0.08%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                       | ATOSTR 2.25 01/25/32 EMTN                                              | CUSIP: T0R553AK3<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      629000 | NS      | $688325.06    | 0.12%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                          | NBNAUS 4.375 03/15/33 GMTN                                             | CUSIP: Q6633FFD7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      314000 | NS      | $396742.67    | 0.07%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                       | ATOSTR 4.625 02/28/36 EMTN                                             | CUSIP: T0R553AP2<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      249000 | NS      | $300896.56    | 0.05%             | 2036-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                               | COLTES 13.25 02/09/33 B                                                | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8999999488 | NS      | $2303561.00   | 0.41%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                       | BNTNF 10 01/01/33 NTNF                                                 | CUSIP: P8T60NKJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |       32720 | NS      | $5119215.50   | 0.92%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERUGB 6.15 08/12/32                                                   | CUSIP: P6S32DDY6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      393000 | NS      | $114469.40    | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Poland (Republic of)                                                                 | POLGB 3.25 07/25/25 0725                                               | CUSIP: X8T024MN2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2312000 | NS      | $640984.50    | 0.11%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Medtronic, Inc.                                                                      | MDT 4.15 10/15/53                                                      | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      270000 | NS      | $307272.93    | 0.06%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                        | VLTO 4.15 09/19/31                                                     | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      330000 | NS      | $404793.17    | 0.07%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Portugal (Republic Of)                                                               | PGB 2.875 10/20/34 11Y                                                 | CUSIP: X6694NCT6<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      500000 | NS      | $585216.69    | 0.10%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 3.25 06/21/39 147                                                 | CUSIP: Q08184MU6<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1385000 | NS      | $802290.19    | 0.14%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 3.852 03/03/45 EMTN                                              | CUSIP: F920A4AC7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | NS      | $334712.41    | 0.06%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services B.V.                                             | JAPTOB 4.125 06/17/35 EMTN                                             | CUSIP: N484BNDU9<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      562000 | NS      | $663963.22    | 0.12%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 1.75 06/21/51 162                                                 | CUSIP: Q08184NC5<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7785000 | NS      | $2781144.04   | 0.50%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 2 05/15/32 0532                                                   | CUSIP: Q54627DM5<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6358000 | NS      | $3365199.79   | 0.60%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.25 02/20/36                                                    | CUSIP: Q6715QJL2<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | CORP              | AU        |     1060400 | NS      | $657849.88    | 0.12%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                     | TCV 4.75 09/15/36 MTN                                                  | CUSIP: Q9194YRJ5<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | CORP              | AU        |     4733000 | NS      | $3030919.25   | 0.54%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sweden (Kingdom Of)                                                                  | SGB 2.25 05/11/35 1066                                                 | CUSIP: W7S736LX4<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     4400000 | NS      | $465653.38    | 0.08%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore (Republic of)                                                              | SIGB 3.375 09/01/33                                                    | CUSIP: V81778CZ9<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      630000 | NS      | $538083.88    | 0.10%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASTM S.p.A.                                                                          | ATIM 2.375 11/25/33 EMTN                                               | CUSIP: T0510NAB7<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      600000 | NS      | $630008.63    | 0.11%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 4.4 05/01/33 10Y                                                  | CUSIP: T6052BS90<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5250000 | NS      | $6733734.50   | 1.21%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 2.15 03/01/72 50Y                                                 | CUSIP: T6052BZK7<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      699000 | NS      | $495054.67    | 0.09%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.113 04/29/36                                                      | CUSIP: U17408FX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      830000 | NS      | $998533.75    | 0.18%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.099 05/22/36                                                     | CUSIP: U6176TPF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      560000 | NS      | $674932.94    | 0.12%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.521 05/22/31 .                                                   | CUSIP: U6176TPH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      640000 | NS      | $766179.75    | 0.14%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Finland (Republic Of)                                                                | RFGB 3 09/15/33 10Y                                                    | CUSIP: X27717MY4<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      150000 | NS      | $178870.58    | 0.03%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | HGB 2.25 04/20/33 33/A                                                 | CUSIP: X51627GG0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       70000 | NS      | $150.36       | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.124 07/16/31 REGS                                             | CUSIP: X7360WBB7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      584000 | NS      | $572797.78    | 0.10%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.375 01/28/50 REGS                                             | CUSIP: X7360WBF8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1664000 | NS      | $1183568.65   | 0.21%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 1.75 07/13/30 REGS                                              | CUSIP: X7360WBZ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      911000 | NS      | $921779.74    | 0.17%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4 03/15/15                                                         | CUSIP: P9767G4W8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4220000 | NS      | $3292383.45   | 0.59%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM V7.75 PERP                                                       | CUSIP: T5R13HZX7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1120000 | NS      | $1388571.50   | 0.25%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                | VW V3.875 PERP                                                         | CUSIP: N93695NF2<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | NS      | $117157.22    | 0.02%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.5 02/08/30 REGS                                               | CUSIP: X7360WAR3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      151000 | NS      | $162296.10    | 0.03%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.375 02/08/38 REGS                                             | CUSIP: X7360WAT9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      298000 | NS      | $259877.97    | 0.05%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                  | PEMEX 4.75 02/26/29                                                    | CUSIP: P7S08VBV2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     8303000 | NS      | $9338466.60   | 1.67%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                | HTHROW 1.875 03/14/34 EMTN                                             | CUSIP: G4R1JXBD2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |      250000 | NS      | $253613.22    | 0.05%             | 2036-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance B.V.                                                         | HBRLN 1.823 09/25/31                                                   | CUSIP: N9639XAD4<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      600000 | NS      | $621560.82    | 0.11%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd.                                                                      | AABOND 5.5 07/31/27 A8                                                 | CUSIP: G00005AN1<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      530000 | NS      | $731104.94    | 0.13%             | 2050-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 2 02/15/33 EMTN                                                 | CUSIP: E2R41NAB8<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      300000 | NS      | $313665.44    | 0.06%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2 04/14/33 REGS                                                 | CUSIP: X7360WBT8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1894000 | NS      | $1708361.98   | 0.31%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.125 05/29/51 EMTN                                             | CUSIP: D1T0VZDG3<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      560000 | NS      | $369554.63    | 0.07%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 2 09/15/32 EMTN                                                 | CUSIP: E2R41NAE2<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      300000 | NS      | $317566.60    | 0.06%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 5.25 05/15/36                                                      | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      353000 | NS      | $346381.06    | 0.06%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-4A A                                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      370000 | NS      | $379906.31    | 0.07%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 24 LTD                                                                 | BALLY 2023-24A A1                                                      | CUSIP: 05875AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      545000 | NS      | $545000.00    | 0.10%             | 2036-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| COLT 2023-2 MORTGAGE LOAN TRUST                                                      | COLT 2023-2 A1                                                         | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-O            | CORP              | US        |      198096 | NS      | $199562.66    | 0.04%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                      | COLT 2023-4 A1                                                         | CUSIP: 12598WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      485360 | NS      | $492983.41    | 0.09%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                       | CRVNA 2021-N2 C                                                        | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78956 | NS      | $76538.11     | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                                | CMA V5.982 01/30/30                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      440000 | NS      | $450688.25    | 0.08%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.5 05/15/34 144A                                                | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      336000 | NS      | $338469.50    | 0.06%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN V8.5 01/15/84                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      480000 | NS      | $534416.63    | 0.10%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.05 09/01/54                                                       | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      300000 | NS      | $288322.38    | 0.05%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8715                                                              | CUSIP: 3133KQVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2320799 | NS      | $2284228.75   | 0.41%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS4165                                                              | CUSIP: 3140XKTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1862355 | NS      | $1569211.00   | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.1 01/25/36                                                    | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      640000 | NS      | $662152.44    | 0.12%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.45 09/06/34                                                       | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      120000 | NS      | $117621.38    | 0.02%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                                        | NRZT 2022-NQM1 A1                                                      | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      439918 | NS      | $389126.69    | 0.07%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                            | NIPLIF V6.5 04/30/55 144a                                              | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      200000 | NS      | $207037.20    | 0.04%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                  | XEL 5.3 05/15/35                                                       | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      430000 | NS      | $432204.22    | 0.08%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2023-1A A2                                                        | CUSIP: 85236KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      156000 | NS      | $156736.20    | 0.03%             | 2048-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I 2023-GRIDI                                                          | SNVA 2023-GRID1 1A                                                     | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89022 | NS      | $89670.14     | 0.02%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2020-2                                                          | TRL 2020-2A A1                                                         | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290639 | NS      | $279346.53    | 0.05%             | 2050-11-19      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 02/28/30                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8700000 | NS      | $8784621.25   | 1.58%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.5 11/15/33                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      463000 | NS      | $475587.81    | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                                       | NWGLN 6.375 10/28/34 EMTN                                              | CUSIP: G6661MAK7<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      859000 | NS      | $1222151.17   | 0.22%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                     | TELIAS 3.625 02/22/32 EMtN                                             | CUSIP: W9588LLY3<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      215000 | NS      | $259728.66    | 0.05%             | 2032-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands B.V                                                     | UNANA 3.5 02/23/35                                                     | CUSIP: N9023BCM4<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      175000 | NS      | $207281.41    | 0.04%             | 2035-02-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.875 03/17/31                                                     | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      517000 | NS      | $639391.13    | 0.11%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 03/31/30                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1300000 | NS      | $1312086.00   | 0.24%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 4 06/22/50                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      646000 | NS      | $430329.31    | 0.08%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 4.125 09/20/28 144A                                              | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      125000 | NS      | $122757.45    | 0.02%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.499 01/23/35                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      490000 | NS      | $502503.75    | 0.09%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics 2025-1 DAC                                                         | PELOG 2025-1A B                                                        | CUSIP: BCC3K74L6<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-O            | CORP              | IE        |      723000 | NS      | $852188.38    | 0.15%             | 2037-02-19      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.875 04/13/42 REGS                                             | CUSIP: X7360WBX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2724000 | NS      | $1992038.06   | 0.36%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                       | CMZB V6.125 PERP                                                       | CUSIP: D1706B7V2<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      800000 | NS      | $949430.44    | 0.17%             | 2500-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 0.375 04/23/30 EMTN                                                | CUSIP: D4S46MCX1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     1070000 | NS      | $1146922.88   | 0.21%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0 08/15/50 31Y                                                     | CUSIP: D2R8H4EH8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      385898 | NS      | $214941.55    | 0.04%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                    | JABHOL 5 06/12/33                                                      | CUSIP: N4717KBL9<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      400000 | NS      | $501582.50    | 0.09%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 4.5 02/15/32                                                      | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      790000 | NS      | $991845.38    | 0.18%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 5.125 07/06/34                                                       | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      266000 | NS      | $342134.47    | 0.06%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 0.7 04/30/32                                                      | CUSIP: E8922AMC1<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3175000 | NS      | $3261827.94   | 0.58%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF 4.75 06/17/44 EMTN                                                 | CUSIP: F2893TBJ4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | NS      | $117491.85    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                         | SMDSLN 4.5 07/27/30 EMTN                                               | CUSIP: G2848QAE7<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      333000 | NS      | $414428.95    | 0.07%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                                 | SRTGR 4.875 09/14/35                                                   | CUSIP: N7750FAC2<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      700000 | NS      | $880943.90    | 0.16%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                               | ERFFP 4.75 09/06/30                                                    | CUSIP: L31839CP3<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      790000 | NS      | $984259.25    | 0.18%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                             | BAYNGR V7 09/25/83                                                     | CUSIP: D0R154AA9<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      600000 | NS      | $759957.38    | 0.14%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF V7.5 PERP EMTN                                                     | CUSIP: F3R505JM9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $518611.94    | 0.09%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                   | BFCM 4.75 11/10/31 EMTN                                                | CUSIP: F07337PG1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | NS      | $759514.50    | 0.14%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 4.875 10/18/31 EMTN                                             | CUSIP: E2R99D2E4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | NS      | $383223.81    | 0.07%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                       | VARNO V7.862 11/15/83                                                  | CUSIP: R9576ZAG3<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      540000 | NS      | $698114.13    | 0.13%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                      | ENELIM 3.875 01/23/35 EMTN                                             | CUSIP: N307067C8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      250000 | NS      | $298554.25    | 0.05%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                        | ATDBCN 3.647 05/12/31 144A                                             | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |      400000 | NS      | $477849.69    | 0.09%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                                   | UU 3.75 05/23/34 EMTN                                                  | CUSIP: G929RZBK1<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      235000 | NS      | $276835.63    | 0.05%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.761 03/21/34 EMTN                                               | CUSIP: U48066C82<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      310000 | NS      | $372350.09    | 0.07%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.25 05/30/32 144a                                              | CUSIP: X7360WCX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      749000 | NS      | $869739.31    | 0.16%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd.                                                                  | ATHORA 5.875 09/10/34                                                  | CUSIP: G0684EAB1<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      590000 | NS      | $729286.06    | 0.13%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                      | MDT 4.15 10/15/43                                                      | CUSIP: 585055BX3<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      700000 | NS      | $831756.00    | 0.15%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 3.828 06/07/32                                                     | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      635000 | NS      | $764935.93    | 0.14%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                                 | EXPNLN 3.375 10/10/34 EMTN                                             | CUSIP: G3257NAM8<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      464000 | NS      | $538806.25    | 0.10%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                                | WOWAU 3.75 10/25/32 EMTN                                               | CUSIP: Q9839GAB0<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      280000 | NS      | $332555.44    | 0.06%             | 2032-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank Millennium SA                                                                   | MILPW V5.308 09/25/29 EMTN                                             | CUSIP: X0R46EAR1<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | DBT              | CORP              | PL        |      235000 | NS      | $289093.06    | 0.05%             | 2029-09-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.125 09/24/31 144A                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2104000 | NS      | $2444269.00   | 0.44%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.75 11/13/32 EMTN                                                | CUSIP: F105CVH69<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | NS      | $1137046.63   | 0.20%             | 2032-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3.25 05/25/55 OAT                                                 | CUSIP: F26348DM5<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      650000 | NS      | $661540.00    | 0.12%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DSV Finance B.V                                                                      | DSVDC 3.375 11/06/34 EMTN                                              | CUSIP: N27936AC2<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      260000 | NS      | $299638.25    | 0.05%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                  | DT 3.625 02/03/45 EMTN                                                 | CUSIP: D2038ZAB6<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      155000 | NS      | $170429.41    | 0.03%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 3.6 04/17/32                                                       | CUSIP: 370334DC5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      490000 | NS      | $579499.06    | 0.10%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                   | FI 4 06/15/36                                                          | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      428000 | NS      | $502659.63    | 0.09%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                     | RIFP 3.25 03/03/32 EMTN                                                | CUSIP: F7202GAR0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | NS      | $350445.22    | 0.06%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 24 LTD                                                                 | BALLY 2023-24X A1R                                                     | CUSIP: G07182AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      545000 | NS      | $545000.00    | 0.10%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.625 10/22/28                                                     | CUSIP: G4527HBW0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      600000 | NS      | $771549.25    | 0.14%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.5 03/20/45 46                                                    | CUSIP: J2S39KGX8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   589699968 | NS      | $3543605.25   | 0.64%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.7 12/20/50 69                                                    | CUSIP: J2S39LKG8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    23950000 | NS      | $106134.73    | 0.02%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.8 03/20/54 82                                                    | CUSIP: J2S39LY81<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    87750000 | NS      | $488811.45    | 0.09%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.2 06/20/54 83                                                    | CUSIP: J2S39L3F9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   880000016 | NS      | $5371785.38   | 0.96%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1 03/20/62 15                                                      | CUSIP: J2S39LUV4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328600000 | NS      | $1273737.09   | 0.23%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 3.5 04/14/33 0433                                                 | CUSIP: Q54627BK1<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     7675000 | NS      | $4419083.90   | 0.79%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 2 08/22/33                                                         | CUSIP: Q7943QZ36<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |      846000 | NS      | $457835.88    | 0.08%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 0.95 03/01/37 16Y                                                 | CUSIP: T6052BYU6<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1652000 | NS      | $1464310.38   | 0.26%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                | ICEGB 6.5 01/24/31                                                     | CUSIP: X3446PER1<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   150051888 | NS      | $1198028.51   | 0.21%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 3.875 06/20/35 .                                                     | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      352000 | NS      | $410611.72    | 0.07%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                             | MGS 4.642 11/07/33 0318                                                | CUSIP: Y2R35QBZ3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4710000 | NS      | $1209267.50   | 0.22%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                 | GGB 3.625 06/15/35                                                     | CUSIP: X3R2CRAA0<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      339000 | NS      | $410208.47    | 0.07%             | 2035-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                 | SLOVGB 1 10/13/51 243                                                  | CUSIP: X5S008DC6<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     2180158 | NS      | $1301984.62   | 0.23%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 4.625 04/03/49 REGS                                             | CUSIP: X7360WBA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      849000 | NS      | $745911.11    | 0.13%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2 01/28/32 REGS                                                 | CUSIP: X7360WBC5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      409000 | NS      | $390823.19    | 0.07%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 1.92 01/15/55 INBK                                                 | CUSIP: Y603FQAA8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    28280000 | NS      | $3940598.77   | 0.71%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 1.61 02/15/35 INBK                                                 | CUSIP: Y6S39BAY6<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46780000 | NS      | $6480524.00   | 1.16%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.81 09/14/50 INBK                                                 | CUSIP: Y6S39BYR5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3530000 | NS      | $680037.56    | 0.12%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDOGB 7 09/15/30 FR82                                                 | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18826999808 | NS      | $1191400.25   | 0.21%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.625 12/02/40 REGS                                             | CUSIP: X7360WBR2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1619000 | NS      | $1184655.25   | 0.21%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.875 05/26/28 REGS                                             | CUSIP: X7360WAK8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      654000 | NS      | $752283.85    | 0.13%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.125 09/10/52 5209                                                | CUSIP: Y7277FV64<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1219000064 | NS      | $965000.63    | 0.17%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.25 03/10/53 5303                                                 | CUSIP: Y7277FX88<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   857000000 | NS      | $694465.91    | 0.12%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                                 | AMCR 3.95 05/29/32                                                     | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      768000 | NS      | $917351.69    | 0.16%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                           | SAGB 8.875 02/28/35 2035                                               | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    76284999 | NS      | $4027674.68   | 0.72%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                        | ATDBCN 4.011 02/12/36 144A                                             | CUSIP: ZF8249715<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      300000 | NS      | $349816.16    | 0.06%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Endurlan Rikissjods                                                                  | ICEGB 7 09/17/35                                                       | CUSIP: X20146BU3<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   141644768 | NS      | $1164757.38   | 0.21%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.A.R.L.                                               | BDX 1.336 08/13/41                                                     | CUSIP: L076BMAA4<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      120000 | NS      | $95988.41     | 0.02%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.875 05/24/30 EMTN                                             | CUSIP: D1T0VZDP3<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      892000 | NS      | $1018172.21   | 0.18%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 3.245 03/30/34 emtn                                              | CUSIP: G6S98DHH0<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      255000 | NS      | $290869.09    | 0.05%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                      | MOTOPG 3.875 01/24/34 EMTN                                             | CUSIP: G62893AY1<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      250000 | NS      | $298815.31    | 0.05%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.625 02/22/36 REGS                                             | CUSIP: X7360WCV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1404000 | NS      | $1573819.75   | 0.28%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 3.563 04/16/31 GMTN                                                 | CUSIP: C8888LYS3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | NS      | $239848.05    | 0.04%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Diageo Finance plc                                                                   | DGELN 3.375 08/30/35 EMTN                                              | CUSIP: G2756XVU3<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      260000 | NS      | $299732.13    | 0.05%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                      | WPC 3.7 11/19/34                                                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      429000 | NS      | $489956.88    | 0.09%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                               | CTPNV 4.25 03/10/35                                                    | CUSIP: N2368SAM7<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      371000 | NS      | $427967.01    | 0.08%             | 2035-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 3.6 06/01/33                                                         | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      172000 | NS      | $204118.38    | 0.04%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 3.375 05/06/37                                                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      504000 | NS      | $582824.75    | 0.10%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                              | MGCN 3.625 05/21/31                                                    | CUSIP: C52665AC7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      335000 | NS      | $397477.28    | 0.07%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.73 05/25/70 INBK                                                 | CUSIP: Y6S39BXL9<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | NS      | $422272.42    | 0.08%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.5 09/18/28 144A                                               | CUSIP: ZI8421425<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1092000 | NS      | $1336652.63   | 0.24%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-1A A2                                                         | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      397000 | NS      | $400756.94    | 0.07%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 3.875 05/06/45                                                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      588000 | NS      | $685869.56    | 0.12%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1430000 | NS      | $1214698.25   | 0.22%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                   | CYRUS 2023-2A A2                                                       | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      502000 | NS      | $509184.78    | 0.09%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD5601                                                              | CUSIP: 3132DTGJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1131243 | NS      | $1139674.75   | 0.20%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD5726                                                              | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      137612 | NS      | $120200.77    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6905                                                              | CUSIP: 3132DUU62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1469782 | NS      | $1509423.50   | 0.27%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB4970                                                              | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1263994 | NS      | $1270286.76   | 0.23%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9361                                                              | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1989046 | NS      | $1958508.13   | 0.35%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM V8.248 11/21/33 144A                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      650000 | NS      | $754519.19    | 0.14%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-2                                                       | MSAIC 2023-2A A                                                        | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210979 | NS      | $205616.55    | 0.04%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Posco                                                                                | POHANG 5.75 01/17/28 144A                                              | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      200000 | NS      | $205523.06    | 0.04%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGATTA XXV FNDG LTD 2023-1A                                                         | ABS FLOAT SER.2023-1A CL.A1R                                           | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | NS      | $575000.00    | 0.10%             | 2038-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.         | VDCR 2023-1A A2A                                                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      565000 | NS      | $560243.44    | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                    | STOR 5.4 04/30/30                                                      | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      280000 | NS      | $283690.19    | 0.05%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                                                      | TAH 2019-SFR1 A                                                        | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      565361 | NS      | $557777.50    | 0.10%             | 2038-03-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.25 05/15/50                                                        | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6400000 | NS      | $3074000.00   | 0.55%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.125 08/15/53                                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      817000 | NS      | $729778.88    | 0.13%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.125 08/15/44                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2225000 | NS      | $2038395.50   | 0.37%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/29                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5850000 | NS      | $5935921.75   | 1.06%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 12/31/29                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2175000 | NS      | $2228950.25   | 0.40%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 02/28/27                                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3975000 | NS      | $3995651.25   | 0.72%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                      | VDC 2023-1A A2                                                         | CUSIP: 92212KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      574000 | NS      | $576386.44    | 0.10%             | 2048-03-16      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Finland (Republic Of)                                                                | RFGB 0.5 09/15/27 10Y                                                  | CUSIP: X8T03RBC6<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      750000 | NS      | $855696.88    | 0.15%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Austria (Republic of)                                                                | RAGB 2.9 02/20/34                                                      | CUSIP: A0654UD40<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1100000 | NS      | $1298893.50   | 0.23%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                            | KA 4.25 04/01/31 EMTN                                                  | CUSIP: A57617YV7<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |      200000 | NS      | $238878.59    | 0.04%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                 | BGB 3 06/22/33 97                                                      | CUSIP: B1121KHX6<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1518000 | NS      | $1802120.13   | 0.32%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                 | BGB 3.3 06/22/54 98                                                    | CUSIP: B1121KHY4<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      750000 | NS      | $786750.38    | 0.14%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                  | CZGB 3 03/03/33 156                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     8790000 | NS      | $389676.47    | 0.07%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.625 08/16/33 EMTN                                             | CUSIP: D1T0VZAF8<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      620000 | NS      | $656501.92    | 0.12%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                         | AMPRIO 3.971 09/22/32                                                  | CUSIP: D03614BG4<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | NS      | $364728.88    | 0.07%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 3.5 01/22/45                                                       | CUSIP: G4527HDA6<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2159140 | NS      | $2360614.75   | 0.42%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 2.35 07/30/33                                                     | CUSIP: E8922ACY4<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2648000 | NS      | $2988006.00   | 0.54%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Suez SA                                                                              | SUEZFP 4.5 11/13/33 EMTN                                               | CUSIP: F9155XNM3<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $498411.53    | 0.09%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 4 10/25/38 OAT                                                    | CUSIP: F43750JP8<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1475000 | NS      | $1824004.47   | 0.33%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement S.A.                                                            | SUEZFP 5 11/03/32 EMTN                                                 | CUSIP: F9155XNJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      500000 | NS      | $640776.40    | 0.11%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 4.5 01/13/33 EMtN                                               | CUSIP: F1883HGB6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | NS      | $745339.81    | 0.13%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                               | TDFINF 5.625 07/21/28                                                  | CUSIP: F9053PAD7<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      600000 | NS      | $753200.69    | 0.14%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                   | SVTLN 5.25 04/04/36 EMTN                                               | CUSIP: G80571AK1<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      146000 | NS      | $195081.78    | 0.03%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.4 12/20/42 183                                                   | CUSIP: J2S39LA61<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   360800000 | NS      | $2209272.00   | 0.40%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 8.5 03/01/29 M                                                   | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    26760000 | NS      | $1422945.50   | 0.26%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 2 03/08/33                                                       | CUSIP: Q6715PB65<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | CORP              | AU        |     1961000 | NS      | $1082918.13   | 0.19%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 2.45 09/01/50 30Y                                                 | CUSIP: T6052BVK1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      100000 | NS      | $87221.09     | 0.02%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 2.875 01/15/27 REGS                                              | CUSIP: U94303AF8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      277000 | NS      | $269516.09    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.624 05/26/30 REGS                                             | CUSIP: X7360WBH4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       98000 | NS      | $109549.28    | 0.02%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.75 02/07/34 REGS                                              | CUSIP: X7360WCD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      716000 | NS      | $721049.00    | 0.13%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.875 10/29/35 REGS                                             | CUSIP: X7360WAG7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      362000 | NS      | $354888.25    | 0.06%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Autostrade per l'Italia S.p.A.                                                       | ATOSTR 2 01/15/30                                                      | CUSIP: T0R553AJ6<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     1237000 | NS      | $1389371.88   | 0.25%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.625 02/22/36 144A                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1089000 | NS      | $1220719.13   | 0.22%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                              | NOVOB 3.375 05/21/34 EMtn                                              | CUSIP: N6491SAH9<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      190000 | NS      | $225894.38    | 0.04%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                           | MRK 3.5 05/30/37                                                       | CUSIP: N59340AB0<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      266000 | NS      | $309774.88    | 0.06%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                           | MRK 3.75 05/30/54                                                      | CUSIP: N59340AD6<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      272000 | NS      | $293424.09    | 0.05%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                               | APTV 4.25 06/11/36                                                     | CUSIP: 03837EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      523000 | NS      | $611688.50    | 0.11%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                            | KSA 3.375 03/05/32 144A                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      473000 | NS      | $555207.38    | 0.10%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDOGB 7.5 04/15/40 FR83                                               | CUSIP: Y6S86ZNH8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12050000128 | NS      | $778016.99    | 0.14%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                           | SAGB 8.25 03/31/32 2032                                                | CUSIP: S69124UU7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    55134001 | NS      | $2974448.19   | 0.53%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-08-20

**Name of Applicant:** EMPOWER FUNDS, INC.

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Empower Funds, Inc.