# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013468
**Filing Date:** 2023-2
**Character Count:** 879137
**Document Hash:** b399d10f4e299e130955477ef2509004
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013468.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013468

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683193

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/BLACKROCK GLOBAL ALLOCATION FUND (Series ID: S000029611)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000090917 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (A) |  |
| C000090918 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

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

- **b. EDGAR series identifier (if any):** S000029611

- **c. LEI of Series:** VW1PXUJJ3BVSRNHWUM97

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3289373137.00

**Total Liabilities:** $400978273.64

**Net Assets:** $2888394863.36

**Delayed Delivery Securities:** $276255684.71

**Cash Not Reported:** $43634592.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2051.115624482044 | **1-Year:** -15110.333457686080 | **5-Year:** -41431.066405057671 | **10-Year:** -45124.591671209441 | **30-Year:** -84437.133377771769

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

- **3-Month:** -683.694259520104 | **1-Year:** -4936.062607212193 | **5-Year:** -25774.665314881302 | **10-Year:** -18431.087606151885 | **30-Year:** -5998.422792720115

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000090917 | 3.71%                | 6.16%                | -2.83%               |
| Class ID C000090918 | 3.71%                | 6.18%                | -2.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33895300.73            | $139595959.23                              |
| Month 2  | $8062130.85              | $123216050.37                              |
| Month 3  | $-16270453.65            | $-85701731.18                              |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% Morningstar Developed Markets TME Index exUS, 24% Bloomberg US Treasury 3-5 Yr, 16% Bloomberg Global Agg ex US

- **Index Identifier:** SPX/MSDMXUSTMEUS/LHMN0056/LHMN3121

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                  | JNL Securities Lending Collateral Fund                                                  | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    13969405 | NS      | $13969404.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                           | BRAZILIAN REAL                                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | BR        |    45466731 | PA      | $127448.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | POLISH ZLOTY                                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |     6661147 | PA      | $15949.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BRAZILIAN REAL                                                                          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | BR        |    23715562 | PA      | $-3755.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    23933006 | PA      | $-918075.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     9636631 | PA      | $13862.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |   124761644 | PA      | $-8498537.26  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                           | NORWEGIAN KRONE                                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | NO        |   137413656 | PA      | $84850.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                     | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |   148341572 | PA      | $1212093.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                   | AUSTRALIAN DOLLAR                                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | AU        |    70645519 | PA      | $454021.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                           | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | GB        |     7722961 | PA      | $-54903.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     1852342 | PA      | $-53782.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    14988344 | PA      | $-890931.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | CANADIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CA        |    30281986 | PA      | $309837.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1845720 | PA      | $-40837.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | MEXICAN PESO                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |    88651884 | PA      | $54099.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      167731 | PA      | $-867.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                  | MEXICAN PESO                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | MX        |   120405298 | PA      | $49140.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | GB        |       93884 | PA      | $-667.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | SINGAPORE DOLLAR                                                                        | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | SG        |     7892345 | PA      | $30988.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                     | MEXICAN PESO                                                                            | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | MX        |   305919837 | PA      | $637039.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                           | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |     4411264 | PA      | $100854.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                  | POLISH ZLOTY                                                                            | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | PL        |     6757931 | PA      | $46010.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                           | DANISH KRONE                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DK        |    79539836 | PA      | $52807.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                     | HUNGARIAN FORINT                                                                        | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | HU        |   730895854 | PA      | $135175.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1855072 | PA      | $-20069.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | BRAZILIAN REAL                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |     9773278 | PA      | $25094.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     4332918 | PA      | $-42627.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |    26640677 | PA      | $-2391608.10  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | SOUTH AFRICAN RAND                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | ZA        |    74567634 | PA      | $76932.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     6903170 | PA      | $-514010.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                     | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |    20716599 | PA      | $1646238.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |     5096130 | PA      | $-186461.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |    33058329 | PA      | $-161301.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                   | SWISS FRANC                                                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CH        |    48211755 | PA      | $-64427.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | POLISH ZLOTY                                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |     6757931 | PA      | $45976.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | JAPANESE YEN                                                                            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        | 26730743509 | PA      | $8184583.71   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1827407 | PA      | $-73198.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |    26936882 | PA      | $-78175.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | NEW ZEALAND DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NZ        |     2689156 | PA      | $-36197.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | JAPANESE YEN                                                                            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |  2924810057 | PA      | $900730.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | SOUTH KOREAN WON                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | KR        | 15285790117 | PA      | $716769.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | INDONESIAN RUPIAH                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        | 51198951206 | PA      | $-20250.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | HUNGARIAN FORINT                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | HU        |  1195736661 | PA      | $195564.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                   | MEXICAN PESO                                                                            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | MX        |    71687050 | PA      | $19170.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | BRAZILIAN REAL                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |    18035163 | PA      | $76566.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -210 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SECURITIES EXCHANGE                                                       | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -148 | NC      | $-23384.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SECURITIES EXCHANGE                                                       | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         148 | NC      | $2072.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         281 | NC      | $14612.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         167 | NC      | $93937.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -281 | NC      | $-4496.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -167 | NC      | $-1670.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          30 | NC      | $14.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -230 | NC      | $-266.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -47 | NC      | $-16.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          69 | NC      | $77970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -69 | NC      | $-43125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          43 | NC      | $7417.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -43 | NC      | $-7095.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -265 | NC      | $-1325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         365 | NC      | $50370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         260 | NC      | $98800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -365 | NC      | $-95630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -260 | NC      | $-40560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -109 | NC      | $-68125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         204 | NC      | $116280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          58 | NC      | $870.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         264 | NC      | $3960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          10 | NC      | $78100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -10 | NC      | $-5650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    32102530 | PA      | $1976047.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | CA        |     1421596 | PA      | $-19516.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   107479206 | PA      | $-347385.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   151482381 | PA      | $-72891.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   151434759 | PA      | $-75756.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   107479206 | PA      | $-339596.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |  -214206461 | PA      | $-14.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   214206461 | PA      | $27.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |  -214206461 | PA      | $-21.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | INTEREST RATE SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | BR        |    44223808 | PA      | $-539274.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | INTEREST RATE SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | BR        |    48244854 | PA      | $-581020.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    88617591 | PA      | $-328810.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | INTEREST RATE SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | BR        |    48067025 | PA      | $-549838.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   121683577 | PA      | $-453943.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    60184039 | PA      | $-226887.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    99197955 | PA      | $-377685.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    89361694 | PA      | $-339905.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   122344144 | PA      | $-463249.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    15924520 | PA      | $4059434.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    23094198 | PA      | $1041321.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -82096839 | PA      | $-20.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -82096839 | PA      | $-2578592.75  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -82096839 | PA      | $-2734545.55  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -30456020 | PA      | $-1023900.94  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | GB        |    80059989 | PA      | $2032214.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | GB        |  -160119978 | PA      | $-2692980.22  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -20284902 | PA      | $-573403.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -19908045 | PA      | $-561593.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    92115100 | PA      | $13742093.38  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   242228000 | PA      | $-6808779.98  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    10963400 | PA      | $-492675.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   280478400 | PA      | $9959748.99   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     3074100 | PA      | $359354.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |   129668700 | PA      | $-9473468.81  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -19372821 | PA      | $-338557.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    24398133 | PA      | $1927426.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |      125000 | PA      | $-6737.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     4088407 | PA      | $312502.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       60000 | PA      | $4402.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       70000 | PA      | $5135.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | XX        |  -226222929 | PA      | $-4470205.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | XX        |   113111465 | PA      | $3108176.07   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   152403261 | PA      | $1799978.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |  -304806523 | PA      | $-1753045.95  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                 | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     2335000 | PA      | $-20632.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CH        |        -186 | NC      | $-1158.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CH        |         186 | NC      | $20265.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    41751016 | PA      | $-149070.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |  -149839000 | PA      | $-760645.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |  -151588612 | PA      | $-1257982.35  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      130000 | PA      | $17436.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |      158873 | PA      | $-288.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |      125000 | PA      | $7935.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |      158873 | PA      | $-288.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |      212254 | PA      | $-385.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      210000 | PA      | $-1143.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    17385232 | PA      | $-132851.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     8365887 | PA      | $-99438.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CREDIT DEFAULT SWAP SINGLE NAME                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |      265000 | PA      | $-14121.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    40585940 | PA      | $-1516968.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -73427255 | PA      | $-176312.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |    18356814 | PA      | $416162.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -73427255 | PA      | $-342613.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |    18356814 | PA      | $200381.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    18965459 | PA      | $-798241.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -73427255 | PA      | $-209755.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -73427255 | PA      | $-305555.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |    18356814 | PA      | $345633.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |    18356814 | PA      | $240335.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | OPTION STRUCTURED ONETOUCH OPTION                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      652523 | NC      | $62108.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | OPTION STRUCTURED ONETOUCH OPTION                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      652523 | NC      | $71503.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | OPTION STRUCTURED ONETOUCH OPTION                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      652523 | NC      | $74854.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    19310779 | PA      | $-1083216.70  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    19429450 | PA      | $-1026382.04  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       -2637 | PA      | $-1555.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | XX        |    13231110 | NC      | $1034.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -30385604 | PA      | $-181484.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |     7596401 | PA      | $64223.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -30385604 | PA      | $-61340.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |     7596401 | PA      | $131129.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    30998402 | PA      | $-1691777.71  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION STRUCTURED ONETOUCH OPTION                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      670046 | NC      | $30696.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -57950706 | PA      | $-123954.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   -57950706 | PA      | $-224527.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |     5795071 | PA      | $308763.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | XX        |   -45614949 | PA      | $-219431.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION CDX - INDEX                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1695000 | PA      | $1548.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |    -1808694 | NC      | $-54555.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | XX        |    -1769474 | NC      | $-4713.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |    -1558490 | NC      | $-17904.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                                                      | OPTION                                                                                  | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | HU        |    -1796475 | NC      | $-98783.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |    -3625777 | NC      | $-37175.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | TW        |    -1855072 | NC      | $-7039.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DFE              | CORP              | CN        |    -1852342 | NC      | $-4388.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    18157068 | PA      | $-542859.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | XX        |    13231110 | NC      | $259298.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | XX        |   -13231110 | NC      | $-69532.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | SWAPTION CDX - INDEX                                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |     1600000 | PA      | $5892.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -29789910 | PA      | $-117854.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -29789910 | PA      | $-171307.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -73533895 | PA      | $-192484.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -73533895 | PA      | $-135147.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                        | SWAPTION CDX - INDEX                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |     1520000 | PA      | $7090.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -15153441 | PA      | $-6578.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |    15153441 | PA      | $24886.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      282100 | NC      | $303257.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -282100 | NC      | $-22568.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                        | OPTION                                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | MX        |    -6029644 | NC      | $-27712.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                        | OPTION                                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | MX        |     6029644 | NC      | $76871.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                        | OPTION                                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | MX        |    -6029644 | NC      | $-14301.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | OPTION STRUCTURED ONETOUCH OPTION                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      990000 | NC      | $25225.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION CDX - INDEX                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1470000 | PA      | $1731.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -14847874 | PA      | $-38140.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |   -29695748 | PA      | $-282371.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    19101000 | PA      | $-181747.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -35256000 | PA      | $-96124.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -35256000 | PA      | $-396493.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |    -9724000 | PA      | $-104190.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | SWAPTION INTEREST RATE                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |    -9724000 | PA      | $-318207.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                            | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | US        |       15919 | PA      | $-35976.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |       87022 | PA      | $-112258.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    20346000 | PA      | $-161142.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |        6285 | PA      | $-14769.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       80670 | PA      | $-110517.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |       70919 | PA      | $-163113.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |       24357 | PA      | $-24113.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       27657 | PA      | $-50612.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                        | SWAPTION CDX - INDEX                                                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | US        |     1715000 | PA      | $2123.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3506 | PA      | $-105.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          82 | NC      | $5084.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          85 | NC      | $3400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         129 | NC      | $3934.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -185 | NC      | $-35.15       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         175 | NC      | $4375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -175 | NC      | $-775.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -175 | NC      | $-147875.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          52 | NC      | $78260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -52 | NC      | $-48100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -561 | NC      | $-6171.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         541 | NC      | $7574.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         229 | NC      | $377.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -135 | NC      | $-36990.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         102 | NC      | $10.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         102 | NC      | $102.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1349 | PA      | $-229.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3471 | PA      | $3436.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2691 | PA      | $-80.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -36480 | PA      | $-11673.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1977 | PA      | $-12692.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -4426 | PA      | $-3452.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -6599 | PA      | $-10228.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SE        |       -6911 | PA      | $508.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -63800 | PA      | $2442.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -135000 | PA      | $-4634.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | KR        |      -12384 | PA      | $14660.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | KR        |        -814 | PA      | $-8692.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -1900 | PA      | $15463.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2947 | PA      | $-3683.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -3483 | PA      | $417.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CH        |       -6803 | PA      | $-2493.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -12220 | PA      | $6110.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -2254 | PA      | $202.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | IT        |     -105584 | PA      | $-561.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -9788 | PA      | $-2642.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -6197 | PA      | $-13943.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -4962 | PA      | $-24115.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -1766 | PA      | $-11655.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -12234 | PA      | $-1101.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -39552 | PA      | $2373.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -16111 | PA      | $-6122.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | ES        |       -5393 | PA      | $-1886.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |       -7300 | PA      | $-551.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | NO        |      -11100 | PA      | $-371.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | BR        |      -11152 | PA      | $1759.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -2400 | PA      | $-8123.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |      -65000 | PA      | $1570.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |      -71900 | PA      | $-4354.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -10598 | PA      | $8796.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -3900 | PA      | $4527.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DE        |       -9897 | PA      | $-16138.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | JP        |       -8700 | PA      | $3451.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | IT        |      -13791 | PA      | $-734.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |      -17000 | PA      | $1880.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |      -15800 | PA      | $4651.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CN        |     -179032 | PA      | $4247.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DK        |       -9401 | PA      | $-10530.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | KR        |       -1231 | PA      | $-94.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SE        |      -19127 | PA      | $-4753.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | SE        |     -124855 | PA      | $-3342.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | NL        |      -16261 | PA      | $-14749.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | DE        |      -12497 | PA      | $-5013.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | KR        |          -0 | PA      | $-0.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         185 | NC      | $9157.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         264 | NC      | $1584.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -264 | NC      | $-86460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         215 | NC      | $430.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -196 | NC      | $-1568.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -140 | NC      | $-11690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -140 | NC      | $-36190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -196 | NC      | $-41748.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         186 | NC      | $1860.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -186 | NC      | $-9300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -169 | NC      | $205458.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         206 | NC      | $300760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         317 | NC      | $93515.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -317 | NC      | $-31700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -317 | NC      | $-166425.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         527 | NC      | $1417.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         699 | NC      | $90870.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -699 | NC      | $-38445.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -349 | NC      | $-15705.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -351 | NC      | $-61425.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -349 | NC      | $-63518.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -104 | NC      | $91647.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         562 | NC      | $198386.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -843 | NC      | $-7587.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         527 | NC      | $63767.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -527 | NC      | $-15810.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -527 | NC      | $-36626.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         148 | NC      | $3034.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         269 | NC      | $7263.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         271 | NC      | $-282613.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        2415 | NC      | $236670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -2415 | NC      | $-50715.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        2395 | NC      | $160465.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -2395 | NC      | $-31135.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        2281 | NC      | $159670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -2281 | NC      | $-34215.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |         -42 | NC      | $320949.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         280 | NC      | $92.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -380 | NC      | $-20140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -280 | NC      | $-317520.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           7 | NC      | $-125881.16   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                     | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          58 | NC      | $1717.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          28 | NC      | $58660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          47 | NC      | $7167.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -28 | NC      | $-29.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -53 | NC      | $-14734.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         913 | NC      | $30129.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |       -1826 | NC      | $-3286.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         215 | NC      | $3655.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         254 | NC      | $14351.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE                                                                      | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | N/A              | DE               | CORP              | SG        |         150 | NC      | $42362.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -102 | NC      | $915756.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         112 | NC      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          69 | NC      | $690.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          31 | NC      | $2666.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -31 | NC      | $-23870.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -50 | NC      | $-6500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         139 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |         -28 | NC      | $561833.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -3848 | PA      | $21933.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -1078 | PA      | $-7413.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -6075 | PA      | $-19246.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -7698 | PA      | $1770.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -35479 | PA      | $20577.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -3038 | PA      | $8910.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CA        |      -22976 | PA      | $-41261.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -2750 | PA      | $10807.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -1866 | PA      | $727.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -5018 | PA      | $34574.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -7875 | PA      | $36697.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | NL        |      -93074 | PA      | $-21830.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |     -214000 | PA      | $329.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -3083 | PA      | $-15322.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |       -9092 | PA      | $-4576.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | KR        |       -2612 | PA      | $32108.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |      -12500 | PA      | $17332.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |     -481026 | PA      | $9241.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |      -37000 | PA      | $-1846.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -2875 | PA      | $5257.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -4206 | PA      | $7234.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -12144 | PA      | $90563.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -3603 | PA      | $3855.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -2646 | PA      | $10478.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -2494 | PA      | $11522.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |      -41500 | PA      | $-23130.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | BR        |      -27716 | PA      | $6135.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | FR        |       -9917 | PA      | $3513.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | FI        |       -6992 | PA      | $-12921.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |      -56400 | PA      | $-1511.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |        -718 | PA      | $14.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |      -94701 | PA      | $43504.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |      -41359 | PA      | $33104.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | KR        |       -3292 | PA      | $12866.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | BR        |     -511094 | PA      | $13259.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |       -7089 | PA      | $1974.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | DE        |      -13050 | PA      | $15111.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |      -10197 | PA      | $-476.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |     -149750 | PA      | $15271.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -2763 | PA      | $15445.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |     -767600 | PA      | $12399.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | BR        |        -121 | PA      | $-246.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |       -4724 | PA      | $24439.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | PL        |      -41203 | PA      | $-32798.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |      -17600 | PA      | $2999.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |      -34000 | PA      | $-9547.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | DE        |       -7365 | PA      | $-34911.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          68 | NC      | $42160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -68 | NC      | $-15436.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -2386 | NC      | $-19088.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        2386 | NC      | $116914.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          59 | NC      | $1475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          58 | NC      | $162545.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          58 | NC      | $276080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -58 | NC      | $-421.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          80 | NC      | $79600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -58 | NC      | $-290.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -80 | NC      | $-17680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCR              | CORP              | US        |         -77 | NC      | $-1347.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCR              | CORP              | US        |          77 | NC      | $11396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          66 | NC      | $10560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          40 | NC      | $1020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -40 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -40 | NC      | $-31920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          55 | NC      | $9570.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -54 | NC      | $-19035.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |          92 | NC      | $-140827.06   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -172 | NC      | $-196424.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         167 | NC      | $271792.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         574 | NC      | $4018.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         491 | NC      | $2455.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -925 | NC      | $-37925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -127 | NC      | $-6731.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -523 | NC      | $-55438.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -10 | NC      | $74825.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          32 | NC      | $21504.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          45 | NC      | $179325.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -45 | NC      | $-48825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -32 | NC      | $-8560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          35 | NC      | $117.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -35 | NC      | $-217175.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          75 | NC      | $-1217010.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          23 | NC      | $-179650.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         104 | NC      | $-398941.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          61 | NC      | $4270.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         170 | NC      | $5100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         194 | NC      | $2910.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -194 | NC      | $-1940.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         185 | NC      | $4995.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -185 | NC      | $-12950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL STOCK EXCHANGE                                                                 | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CA        |          20 | NC      | $-122016.34   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         211 | NC      | $8440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -211 | NC      | $-1698.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          68 | NC      | $14620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -53 | NC      | $-15158.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         652 | NC      | $652.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -652 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         487 | NC      | $43.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -487 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -244 | NC      | $-131272.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -676 | NC      | $-391404.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          84 | NC      | $9240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          54 | NC      | $38070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -84 | NC      | $-14070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -54 | NC      | $-31860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           9 | NC      | $-28487.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         632 | NC      | $-5375254.22  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         114 | NC      | $684.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          41 | NC      | $779.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |         221 | NC      | $252355.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         544 | NC      | $130560.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -714 | NC      | $-28560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         351 | NC      | $54405.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -544 | NC      | $-72080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -351 | NC      | $-68445.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         280 | NC      | $22120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -178 | NC      | $-6764.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         272 | NC      | $77248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -272 | NC      | $-33184.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -280 | NC      | $-13440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -175 | NC      | $-8400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          51 | NC      | $1045.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -47 | NC      | $-25145.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |        -108 | NC      | $-36180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |         108 | NC      | $1512.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         431 | NC      | $1724.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -97 | NC      | $-212090.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         845 | NC      | $17745.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -422 | NC      | $-1688.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         294 | NC      | $5586.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -58 | NC      | $-1914.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          58 | NC      | $7714.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         131 | NC      | $216.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -131 | NC      | $-18995.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -222 | NC      | $-41403.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         131 | NC      | $75456.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -131 | NC      | $-34256.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         258 | NC      | $376680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -258 | NC      | $-108360.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -131 | NC      | $-167287.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -258 | NC      | $-82302.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1225 | NC      | $-246024.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         152 | NC      | $-358144.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          19 | NC      | $11578.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -1110 | NC      | $-381562.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         740 | NC      | $971250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -16 | NC      | $466458.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -56 | NC      | $-3864.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -136 | NC      | $-2176.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          54 | NC      | $7503.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -2712 | NC      | $1879502.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         131 | NC      | $52400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         132 | NC      | $36630.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -132 | NC      | $-9108.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         162 | NC      | $95094.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -162 | NC      | $-15957.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        -444 | NC      | $1016380.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |          79 | NC      | $2686.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |         -79 | NC      | $-1264.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -267 | NC      | $-242703.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         175 | NC      | $5950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -175 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         133 | NC      | $1263.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -88 | NC      | $-9724.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -131 | NC      | $-3537.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -76 | NC      | $-17746.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -162 | NC      | $-56700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          53 | NC      | $1855.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         557 | NC      | $26628.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         241 | NC      | $68685.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -241 | NC      | $-4338.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         332 | NC      | $11620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         386 | NC      | $1169.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -332 | NC      | $-16268.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                                          | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         567 | NC      | $-2276403.58  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -305 | NC      | $-477325.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         523 | NC      | $16213.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -523 | NC      | $-1046.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         153 | NC      | $459.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -132 | NC      | $-6204.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         130 | NC      | $4394.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -130 | NC      | $-8024.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          91 | NC      | $6.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | GB        |           2 | NC      | $-1351.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | XX        |    -8241048 | PA      | $-811729.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - SINGLE NAME                                                      | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     1885000 | PA      | $207854.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                      | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | CA        |         -70 | NC      | $-127.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                      | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | CA        |          70 | NC      | $1085.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -31720346 | PA      | $-1271501.48  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -7727431 | PA      | $49164.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | XX        |    -6426470 | PA      | $303987.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -1907217 | PA      | $93056.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                         | AstraZeneca PLC                                                                         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       86149 | NS      | $5840902.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                 | Braskem Idesa, S.A.P.I.                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | US        |      274000 | PA      | $195840.16    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation                                                                    | Broadcom Corporation                                                                    | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1084954.71   | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        1536 | NS      | $858823.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      323000 | PA      | $289760.36    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1650863.31   | 0.06%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VKNG                                                  | BX Commercial Mortgage Trust 2020-VKNG                                                  | CUSIP: 12433YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147000 | PA      | $135197.84    | 0.00%             | 2025-10-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                     | Coterra Energy Inc.                                                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       31900 | NS      | $783783.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                            | Cadence Design Systems, Inc.                                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       23038 | NS      | $3700824.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Limited                                                        | Canadian Pacific Railway Limited                                                        | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |      956000 | PA      | $915238.84    | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                        | Caterpillar Inc.                                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         653 | NS      | $156432.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Financial Services Corporation                                              | Caterpillar Financial Services Corporation                                              | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      632000 | PA      | $589845.41    | 0.02%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Catskill Park CLO Ltd                                                                   | Catskill Park CLO Ltd                                                                   | CUSIP: 149420AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      253879 | PA      | $244992.73    | 0.01%             | 2029-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        3891 | NS      | $319100.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centennial Resource Production, LLC                                                     | Centennial Resource Production, LLC                                                     | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45553.78     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                                                           | Chesapeake Energy Corporation                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       10961 | NS      | $1034389.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Chevron Corporation                                                                     | Chevron Corporation                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3961 | NS      | $710959.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                            | Chipotle Mexican Grill, Inc.                                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         876 | NS      | $1215441.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                                      | Cintas Corporation                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         607 | NS      | $274133.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                                                                  | Citigroup Capital XIII                                                                  | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       96125 | NS      | $2729950.00   | 0.09%             | 2040-10-30      | Fixed         | 10.78%                | No            |                  1 | On Loan: No      |
| Cox Communications, Inc.                                                                | Cox Communications, Inc.                                                                | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      796000 | PA      | $769121.87    | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      101000 | PA      | $79721.39     | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2021-1                                               | Gracie Point International Funding 2021-1                                               | CUSIP: 38411EAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $189299.62    | 0.01%             | 2023-11-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                      | Greystone CRE Notes 2021-FL3, Ltd.                                                      | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672500 | PA      | $639360.68    | 0.02%             | 2039-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                                              | Grupo Bimbo S.A.B. de C.V.                                                              | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198984.90    | 0.01%             | 2500-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30293.10     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24392.65     | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      170000 | PA      | $163837.50    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd                                                              | Gulf Stream Meridian 1 Ltd                                                              | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      761550 | PA      | $745789.72    | 0.03%             | 2033-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                              | The Arab Republic of Egypt                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $123100.80    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1                                    | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                    | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257012 | PA      | $156641.87    | 0.01%             | 2030-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65657.61     | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      936000 | PA      | $930607.70    | 0.03%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-Fl2, LLC                                 | Arbor Realty Commercial Real Estate Notes 2022-Fl2, LLC                                 | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1285500 | PA      | $1255816.13   | 0.04%             | 2037-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                          | BBCMS 2018-TALL Mortgage Trust                                                          | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      744000 | PA      | $629072.24    | 0.02%             | 2037-03-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                                  | Playtika Holding Corp.                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      328000 | PA      | $257395.66    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                        | Principal Life Global Funding II                                                        | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18866.78     | 0.00%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BHMS 2018-ATLS                                                                          | BHMS 2018-ATLS                                                                          | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1034262 | PA      | $996914.80    | 0.03%             | 2035-07-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BHMS 2018-ATLS                                                                          | BHMS 2018-ATLS                                                                          | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      458928 | PA      | $435923.91    | 0.02%             | 2035-07-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3 Trust                                                    | Progress Residential 2021-SFR3 Trust                                                    | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      419248 | PA      | $355495.93    | 0.01%             | 2026-05-19      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                          | Quest Diagnostics Incorporated                                                          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        3158 | NS      | $494037.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      828000 | PA      | $757879.99    | 0.03%             | 2023-04-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BWAY Corporation                                                                        | BWAY Corporation                                                                        | CUSIP: 05604FAN5<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-MBS          | CORP              | US        |      581291 | PA      | $520713.21    | 0.02%             | 2025-03-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                      | Seagate HDD Cayman                                                                      | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |      305000 | PA      | $334446.33    | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Seagen Inc.                                                                             | Seagen Inc.                                                                             | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33959 | NS      | $4364071.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372256 | PA      | $367147.75    | 0.01%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd                                                               | BlueMountain CLO XXII Ltd                                                               | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      251740 | PA      | $241755.24    | 0.01%             | 2031-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                            | The Sherwin-Williams Company                                                            | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1037000 | PA      | $1024358.76   | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Experian PLC                                                                            | Experian PLC                                                                            | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       14079 | NS      | $482261.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                                   | Booking Holdings Inc.                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        1593 | NS      | $3210341.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                        | Braskem Netherlands Finance B.V.                                                        | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193809.96    | 0.01%             | 2081-01-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev                                                                    | Anheuser-Busch InBev                                                                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $237609.47    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corporation                                                     | Sumitomo Mitsui Banking Corporation                                                     | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |       13200 | NS      | $259565.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                            | Bristol-Myers Squibb Company                                                            | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      917000 | PA      | $874930.42    | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                            | Bristol-Myers Squibb Company                                                            | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      926000 | PA      | $910967.50    | 0.03%             | 2024-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                                     | Haidilao International Holding Ltd.                                                     | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      194000 | NS      | $554509.46    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Novo Nordisk A/S                                                                        | Novo Nordisk A/S                                                                        | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       31014 | NS      | $4191731.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                            | Bristol-Myers Squibb Company                                                            | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      323000 | PA      | $254572.81    | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd 2015-I                                                                 | CIFC Funding Ltd 2015-I                                                                 | CUSIP: 12548MBG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $241100.50    | 0.01%             | 2031-01-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SG Micro Corp.                                                                          | SG Micro Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        4700 | NS      | $116339.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmaron Beijing Co., Ltd.                                                             | Pharmaron Beijing Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 300300JYXHGVS5SNGG54       | Long             | EC               | CORP              | CN        |       23050 | NS      | $158613.52    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BRF S.A.                                                                                | BRF S.A.                                                                                | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | US        |      260000 | PA      | $219050.00    | 0.01%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                   | Volkswagen International Finance N.V.                                                   | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112572.60    | 0.00%             | 2024-12-03      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Microport Cardioflow Medtech Corporation                                                | Microport Cardioflow Medtech Corporation                                                | CUSIP: N/A<br>LEI: 254900V03B971A7FK886       | Long             | EC               | CORP              | KY        |     1642000 | NS      | $547644.96    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| CIFC Funding 2014-III, Ltd.                                                             | CIFC Funding 2014-III, Ltd.                                                             | CUSIP: 12549QBE4<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $338981.65    | 0.01%             | 2031-10-22      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                       | Cigna Corporation                                                                       | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      906000 | PA      | $895952.85    | 0.03%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT                                                                          | CSMC 2020-FACT                                                                          | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $270308.73    | 0.01%             | 2037-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      905000 | PA      | $767392.31    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                        | GS Mortgage Securities Corporation Trust 2021-IP                                        | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239381 | PA      | $223112.81    | 0.01%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                  | General Motors Financial Company, Inc.                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      323000 | PA      | $271563.05    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                  | General Motors Financial Company, Inc.                                                  | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1329000 | PA      | $1021915.97   | 0.04%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2021-1                                               | Gracie Point International Funding 2021-1                                               | CUSIP: 38411EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260000 | PA      | $258877.48    | 0.01%             | 2023-11-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       83000 | PA      | $62212.62     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Kose Corporation                                                                        | Kose Corporation                                                                        | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       26500 | NS      | $2876008.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| OCP CLO 2020-19, Ltd.                                                                   | OCP CLO 2020-19, Ltd.                                                                   | CUSIP: 670881AP6<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $238514.50    | 0.01%             | 2034-10-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Samsung SDI Co., Ltd.                                                                   | Samsung SDI Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |        6953 | NS      | $3252597.05   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Partners, L.P.                                                                    | ONEOK Partners, L.P.                                                                    | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1489000 | PA      | $1467616.32   | 0.05%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust 2021-B                                                           | Oportun Issuance Trust 2021-B                                                           | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $983057.35    | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      216000 | PA      | $147452.81    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                          | Pagaya AI Debt Selection Trust                                                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1109996 | PA      | $1035152.44   | 0.04%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                          | SBA Communications Corporation                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        2957 | NS      | $828876.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Private Education Loan Trust 2010-C                                                 | SLM Private Education Loan Trust 2010-C                                                 | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-CBDO         | CORP              | US        |     2108938 | PA      | $2272636.40   | 0.08%             | 2024-04-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC                                                                  | Sprint Spectrum Co LLC                                                                  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $197386.00    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP2                                               | SREIT Commercial Mortgage Trust 2021-MFP2                                               | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $654556.56    | 0.02%             | 2026-11-16      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                                | State Street Corporation                                                                | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      162000 | PA      | $166402.70    | 0.01%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV, Ltd.                                                                  | Trinitas CLO XIV, Ltd.                                                                  | CUSIP: 89641QAE0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $237560.75    | 0.01%             | 2034-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust 2015-1211                                             | 1211 Avenue of the Americas Trust 2015-1211                                             | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      665000 | PA      | $556890.35    | 0.02%             | 2025-08-12      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                       | Ulta Beauty, Inc.                                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1085 | NS      | $508940.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                            | U.S. Bancorp                                                                            | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      395000 | PA      | $402562.76    | 0.01%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37252600 | PA      | $46583199.70  | 1.61%             | 2024-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12836000 | PA      | $12044611.02  | 0.42%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                  | Waste Management, Inc.                                                                  | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      208000 | PA      | $186117.98    | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                          | Wells Fargo Commercial Mortgage Trust 2017-C41                                          | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      506911 | PA      | $427408.50    | 0.01%             | 2027-11-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                          | Wells Fargo Commercial Mortgage Trust 2017-C38                                          | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211971 | PA      | $173708.20    | 0.01%             | 2027-06-17      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                                   | Ubisoft Entertainment                                                                   | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |       11984 | NS      | $340161.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                      | BX Trust 2021-MFM1                                                                      | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      510000 | PA      | $474350.29    | 0.02%             | 2023-01-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                      | BX Trust 2021-MFM1                                                                      | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $717806.15    | 0.02%             | 2023-01-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                                  | BX Commercial Mortgage Trust 2021-SOAR                                                  | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2399821 | PA      | $2228763.30   | 0.08%             | 2023-06-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $929235.60    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      257000 | PA      | $227779.11    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                          | Autodesk, Inc.                                                                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      463000 | PA      | $398465.25    | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                    | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                    | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395648 | PA      | $388242.89    | 0.01%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                               | eBay Inc.                                                                               | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      310000 | PA      | $290220.17    | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Ecolab Inc.                                                                             | Ecolab Inc.                                                                             | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      816000 | PA      | $809955.56    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Azul Investments LLP                                                                    | Azul Investments LLP                                                                    | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |      200000 | PA      | $123351.47    | 0.00%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bamll Commercial Mortgage Securities Trust 2015-200P                                    | Bamll Commercial Mortgage Securities Trust 2015-200P                                    | CUSIP: 05526QAJ5<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $114508.99    | 0.00%             | 2025-04-16      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                             | Ecolab Inc.                                                                             | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      323000 | PA      | $258239.37    | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      355000 | PA      | $338322.38    | 0.01%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BBCMS 2017-DELC Mortgage Trust                                                          | BBCMS 2017-DELC Mortgage Trust                                                          | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261000 | PA      | $253184.72    | 0.01%             | 2036-08-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust 2022-BOCA                                                | BOCA Commercial Mortgage Trust 2022-BOCA                                                | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $368282.33    | 0.01%             | 2024-05-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      260000 | PA      | $199246.36    | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                    | Edison International                                                                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      323000 | PA      | $338407.76    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                                | Brex Commercial Charge Card Master Trust                                                | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $849055.21    | 0.03%             | 2023-07-17      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314000 | PA      | $300868.65    | 0.01%             | 2023-04-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      724000 | PA      | $677750.45    | 0.02%             | 2023-04-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                 | SMB Private Education Loan Trust 2021-A                                                 | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2290000 | PA      | $1899159.75   | 0.07%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc.                                                                  | Element Solutions Inc.                                                                  | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       28172 | NS      | $512448.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                                     | Fortive Corporation                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      204770 | NS      | $13156472.50  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                                      | SPDR Bloomberg High Yield Bond ETF                                                      | CUSIP: 78468R622<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |       23385 | NS      | $2104650.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XIV, Ltd.                                                                  | Trinitas CLO XIV, Ltd.                                                                  | CUSIP: 89641QAG5<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | US        |      256925 | PA      | $247133.07    | 0.01%             | 2034-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      241627 | PA      | $223330.09    | 0.01%             | 2033-08-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities IX, Limited                                               | GoldenTree Loan Opportunities IX, Limited                                               | CUSIP: 38123HAS3<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $244950.00    | 0.01%             | 2029-10-29      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                          | Trivium Packaging Finance B.V.                                                          | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      352000 | PA      | $329030.96    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                            | Truist Financial Corporation                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      530000 | PA      | $469612.12    | 0.02%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                            | Truist Financial Corporation                                                            | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      656000 | PA      | $644434.65    | 0.02%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                            | UBS Group AG                                                                            | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     3953000 | PA      | $3841039.18   | 0.13%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                              | American Tower Corporation                                                              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      499000 | PA      | $486964.12    | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      717000 | PA      | $651988.53    | 0.02%             | 2023-04-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                 | L'Oreal                                                                                 | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        4234 | NS      | $1517098.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Groep                                                                               | KBC Groep                                                                               | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       11807 | NS      | $760879.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                            | UBS Group AG                                                                            | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      470000 | PA      | $457111.85    | 0.02%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                            | UBS Group AG                                                                            | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      385000 | PA      | $372201.83    | 0.01%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                        | Bank of Montreal                                                                        | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |      727000 | PA      | $641992.91    | 0.02%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                        | Bank of Montreal                                                                        | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |      892000 | PA      | $879754.62    | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                        | Wartsila Oyj Abp                                                                        | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       32028 | NS      | $270917.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV7                                                    | J.P. Morgan Mortgage Trust 2021-INV7                                                    | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4288947 | PA      | $3691844.75   | 0.13%             | 2028-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                   | Microsoft Corporation                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      207820 | NS      | $49839392.40  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                    | Royal Bank of Canada                                                                    | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |      664000 | PA      | $632260.80    | 0.02%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C17                                                  | UBS Commercial Mortgage Trust 2019-C17                                                  | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180096 | PA      | $155348.59    | 0.01%             | 2029-09-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      477000 | PA      | $90630.00     | 0.00%             | 2035-03-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV7                                                    | J.P. Morgan Mortgage Trust 2021-INV7                                                    | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1619510 | PA      | $1061676.74   | 0.04%             | 2043-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard                                                                           | Pernod Ricard                                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |       -4981 | NS      | $-982178.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                    | Royal Bank of Canada                                                                    | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11563.06     | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                    | Royal Bank of Canada                                                                    | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25247.21     | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                               | Union Pacific Corporation                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      983000 | PA      | $850876.64    | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Remy Cointreau                                                                          | Remy Cointreau                                                                          | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |        1009 | NS      | $170509.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                         | KLA Corporation                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      668000 | PA      | $654915.68    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                    | Royal Bank of Canada                                                                    | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |       71000 | PA      | $66033.83     | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company                      | Shire Acquisitions Investments Ireland Designated Activity Company                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2311449.21   | 0.08%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                                 | SMB Private Education Loan Trust 2021-C                                                 | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $210028.92    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      273000 | PA      | $246035.52    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                                | KKR Industrial Portfolio Trust 2021-KDIP                                                | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303920 | PA      | $293677.60    | 0.01%             | 2025-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                   | Schneider Electric SE                                                                   | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        3276 | NS      | $460539.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Splunk Inc.                                                                             | Splunk Inc.                                                                             | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      225000 | PA      | $215806.05    | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Splunk Inc.                                                                             | Splunk Inc.                                                                             | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      685000 | PA      | $577328.96    | 0.02%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                  | SAP SE                                                                                  | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      160934 | NS      | $16661612.60  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                             | Swedbank AB                                                                             | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       66680 | NS      | $1135052.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                               | Kraft Heinz Foods Company                                                               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      485000 | PA      | $442025.10    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                             | L3Harris Technologies, Inc.                                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1956000 | PA      | $1867087.87   | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                  | McDonald's Corporation                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       37395 | NS      | $9854704.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      103793 | NS      | $8824480.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                                     | Newmont Corporation                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        7320 | NS      | $345504.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                                                | Nice Ltd                                                                                | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       39362 | NS      | $7569312.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                                                               | Peloton Interactive, Inc.                                                               | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       81919 | NS      | $650436.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo, Inc.                                                                           | PepsiCo, Inc.                                                                           | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42610.17     | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |      608000 | PA      | $445370.34    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                       | Pitney Bowes Inc.                                                                       | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     1932000 | PA      | $1653431.39   | 0.06%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1542371.64   | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                                                              | Symrise AG                                                                              | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       13918 | NS      | $1518527.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Milk Products Group Limited                                                       | China Milk Products Group Limited                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $100.00       | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BG Energy Capital PLC                                                                   | BG Energy Capital PLC                                                                   | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $486307.43    | 0.02%             | 2025-12-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Glencore PLC                                                                            | Glencore PLC                                                                            | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     1893266 | NS      | $12777732.72  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                       | AIA Group Limited                                                                       | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      706800 | NS      | $7795574.28   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                       | Compagnie Financiere Richemont SA                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        2978 | NS      | $388136.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                         | Koninklijke Ahold Delhaize N.V.                                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       37243 | NS      | $1072609.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance PLC                                                      | BCP V Modular Services Finance PLC                                                      | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |     2650000 | PA      | $2077252.20   | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                   | MC Brazil Downstream Trading S.a r.l.                                                   | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | US        |      200000 | PA      | $164830.01    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                                                 | Hilton Domestic Operating Company, Inc.                                                 | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2923084 | PA      | $2911450.37   | 0.10%             | 2023-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                                             | Avaya, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      190000 | PA      | $112575.00    | 0.00%             | 2027-12-15      | Floating      | 14.34%                | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                | Saudi Arabia, Kingdom of                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |      296000 | PA      | $240848.69    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CBB International Sukuk Company S.P.C                                                   | CBB International Sukuk Company S.P.C                                                   | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | US        |      219000 | PA      | $193274.51    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                      | Leviathan Bond Ltd                                                                      | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | US        |      144879 | PA      | $144154.61    | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $193004.00    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      309000 | PA      | $254925.00    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                           | AmerisourceBergen Corporation                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        6947 | NS      | $1151187.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      785000 | PA      | $731180.95    | 0.03%             | 2023-04-17      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $514573.18    | 0.02%             | 2023-04-17      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      235000 | PA      | $224435.93    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                        | California Resources Corporation                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       24347 | NS      | $1059337.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1206036.91   | 0.04%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      323000 | PA      | $277022.39    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                        | Edwards Lifesciences Corporation                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       56786 | NS      | $4236803.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                                                          | Fortinet, Inc.                                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       72978 | NS      | $3567894.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia-Pacific LLC                                                                     | Georgia-Pacific LLC                                                                     | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22285.98     | 0.00%             | 2025-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                   | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      332000 | PA      | $320420.70    | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Invesco Trust for Investment Grade Municipals                                           | Invesco Trust for Investment Grade Municipals                                           | CUSIP: 46131M106<br>LEI: V0VF67S6NRLBDK357F71 | Long             | EC               | RF                | US        |       32691 | NS      | $328544.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Value Municipal Income Trust                                                    | Invesco Value Municipal Income Trust                                                    | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             | EC               | RF                | US        |       27237 | NS      | $328205.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2021-FL6 Ltd.                                                                       | MF1 2021-FL6 Ltd.                                                                       | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $427268.21    | 0.01%             | 2036-07-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                               | H & M Hennes & Mauritz AB                                                               | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |       20591 | NS      | $221600.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Siemens Aktiengesellschaft                                                              | Siemens Aktiengesellschaft                                                              | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      107632 | NS      | $15018902.23  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre S.R.L                                                                      | MercadoLibre S.R.L                                                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         468 | NS      | $396040.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                       | Merck & Co., Inc.                                                                       | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      323000 | PA      | $257898.99    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                           | MetLife, Inc.                                                                           | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      663000 | PA      | $661094.01    | 0.02%             | 2023-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                      | Metropolitan Life Global Funding I                                                      | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      285000 | PA      | $248877.93    | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands B.V.                                        | Mondelez International Holdings Netherlands B.V.                                        | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17348.11     | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                                     | Moody's Corporation                                                                     | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      163000 | PA      | $102788.94    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                             | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      518000 | PA      | $482206.41    | 0.02%             | 2026-12-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      360000 | PA      | $354151.47    | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                   | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1084000 | PA      | $1055721.04   | 0.04%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |      209000 | PA      | $172688.34    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                              | Northern Trust Corporation                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      679000 | PA      | $663367.61    | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                            | Novartis Capital Corporation                                                            | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22054.69     | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance CM2021-1 Designated Activity Company                                    | Prodigy Finance CM2021-1 Designated Activity Company                                    | CUSIP: 742855AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      287000 | PA      | $286849.96    | 0.01%             | 2051-07-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ProLogis, L.P.                                                                          | ProLogis, L.P.                                                                          | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      216000 | PA      | $172073.35    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                 | Sasol Financing USA LLC                                                                 | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181300.13    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                      | Vertiv Holdings Co                                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      364488 | NS      | $4978906.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                                        | Welltower OP LLC                                                                        | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      768000 | PA      | $751484.70    | 0.03%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co., Ltd.                                                          | China Merchants Bank Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |       79500 | NS      | $442148.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inspired Entertainment (Financing) PLC                                                  | Inspired Entertainment (Financing) PLC                                                  | CUSIP: N/A<br>LEI: 549300ZUGYK6NBIU6D69       | Long             | DBT              | CORP              | GB        |     1146000 | PA      | $1288724.22   | 0.04%             | 2026-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                       | Epiroc Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |       70739 | NS      | $1289230.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Limited                                                                   | Genius Sports Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       24170 | NS      | $21753.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207808.85    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KBC Groep                                                                               | KBC Groep                                                                               | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205681.10    | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                   | BCP V Modular Services Finance II PLC                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     1987000 | PA      | $2000802.95   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hangzhou Tigermed Consulting Co., Ltd                                                   | Hangzhou Tigermed Consulting Co., Ltd                                                   | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |       30000 | NS      | $345530.21    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                                | Yum China Holdings, Inc.                                                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        8450 | NS      | $470857.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                       | Compagnie Financiere Richemont SA                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |         762 | NS      | $634.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB                                                                     | Verisure Holding AB                                                                     | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      334000 | PA      | $322266.93    | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                             | Swedbank AB                                                                             | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205652.08    | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Hedosophia European Growth                                                              | Hedosophia European Growth                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      120273 | NS      | $1227245.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                        | Deutsche Bank Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226344.47    | 0.01%             | 2026-06-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                   | Banco Santander, S.A.                                                                   | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $783522.98    | 0.03%             | 2026-10-06      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Super Hi International Holding Ltd.                                                     | Super Hi International Holding Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       23700 | NS      | $30181.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | EC               | CORP              | JP        | 17481750000 | PA      | $133205899.90 | 4.61%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                               | Woodside Energy Group Ltd                                                               | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       18973 | NS      | $457191.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APCOA Parking Holdings GmbH                                                             | APCOA Parking Holdings GmbH                                                             | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |     1441000 | PA      | $1457632.97   | 0.05%             | 2027-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd.                                           | ACRES Commercial Realty 2021-FL1 Issuer, Ltd.                                           | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303000 | PA      | $294508.12    | 0.01%             | 2026-02-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       46926 | NS      | $7583710.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                                 | Applied Materials, Inc.                                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       57035 | NS      | $5554068.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                 | The Bank of New York Mellon Corporation                                                 | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      616000 | PA      | $587429.74    | 0.02%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                                    | Crown Holdings, Inc.                                                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        3203 | NS      | $263318.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corporation                                                            | Freedom Mortgage Corporation                                                            | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      805000 | PA      | $739817.18    | 0.03%             | 2024-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                            | Freedom Mortgage Corporation                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      771000 | PA      | $697842.66    | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      236242 | NS      | $8977196.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frigorifico Concepcion S.A.                                                             | Frigorifico Concepcion S.A.                                                             | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $161365.18    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                             | International Business Machines Corporation                                             | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      452000 | PA      | $368475.10    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                             | International Business Machines Corporation                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      947000 | PA      | $923546.03    | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                | Intuitive Surgical, Inc.                                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       36619 | NS      | $9716851.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Trust                                                                 | Invesco Municipal Trust                                                                 | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |       32456 | NS      | $321314.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                                                           | MetLife, Inc.                                                                           | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      603000 | PA      | $585889.75    | 0.02%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                      | Metropolitan Life Global Funding I                                                      | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      512000 | PA      | $464677.68    | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      161000 | PA      | $150361.55    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MOS Holdings Inc.                                                                       | MOS Holdings Inc.                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        9851 | NS      | $432163.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                             | Mozart Debt Merger Sub Inc.                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      563000 | PA      | $453754.68    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                                        | Nelnet Student Loan Trust 2021-A                                                        | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $769015.70    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                        | Nelnet Student Loan Trust 2021-C                                                        | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $101875.61    | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                            | NetApp, Inc.                                                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        6095 | NS      | $366065.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The New Home Company Inc.                                                               | The New Home Company Inc.                                                               | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      336000 | PA      | $283839.42    | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                     | Newmont Corporation                                                                     | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      172000 | PA      | $146793.57    | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                    | NextEra Energy, Inc.                                                                    | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      163377 | NS      | $13658317.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      632000 | PA      | $594080.00    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                             | Novartis AG                                                                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        9927 | NS      | $898283.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                        | Roche Holding AG                                                                        | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |       15791 | NS      | $4961104.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                                             | Nestle S.A.                                                                             | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       97070 | NS      | $11242287.74  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel S.p.A                                                                              | Enel S.p.A                                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       97288 | NS      | $524842.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                              | Temenos AG                                                                              | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        1987 | NS      | $109396.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica                                                                        | EssilorLuxottica                                                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       42373 | NS      | $7709427.41   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam S.P.A.                                                                             | Snam S.P.A.                                                                             | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       29019 | NS      | $140748.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie De Saint-Gobain                                                               | Compagnie De Saint-Gobain                                                               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      119485 | NS      | $5863407.51   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance CM2021-1 Designated Activity Company                                    | Prodigy Finance CM2021-1 Designated Activity Company                                    | CUSIP: 742855AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $248900.30    | 0.01%             | 2051-07-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ProLogis Inc.                                                                           | ProLogis Inc.                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        4409 | NS      | $497026.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Financing USA LLC                                                                 | Sasol Financing USA LLC                                                                 | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      296000 | PA      | $240286.44    | 0.01%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                           | The Travelers Companies, Inc.                                                           | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |        3807 | NS      | $713774.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                             | Zoetis Inc.                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        7666 | NS      | $1123452.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                                                           | Zscaler, Inc.                                                                           | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       16457 | NS      | $1841538.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuhan Raycus Fiber Laser Technologies Co., Ltd                                          | Wuhan Raycus Fiber Laser Technologies Co., Ltd                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      115830 | NS      | $393909.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                                                   | TC Energy Corporation                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       58078 | NS      | $2315399.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania, Government of                                                                  | Romania, Government of                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      210000 | PA      | $153883.00    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                         | Deuce Finco PLC                                                                         | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     3919000 | PA      | $3770306.52   | 0.13%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dr. Martens PLC                                                                         | Dr. Martens PLC                                                                         | CUSIP: N/A<br>LEI: 213800QPT8YM6NQZPH28       | Long             | EC               | CORP              | GB        |       47257 | NS      | $110379.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                  | Atlas Copco Aktiebolag                                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      124729 | NS      | $1478740.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Sulaiman Al Habib For Medical Service Group Company (Closed Joint Stock)             | Dr Sulaiman Al Habib For Medical Service Group Company (Closed Joint Stock)             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        1127 | NS      | $66229.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                                                       | Vantage Towers AG                                                                       | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |      313732 | NS      | $10801398.35  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 S.A.                                                               | Garfunkelux Holdco 3 S.A.                                                               | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | GB        |      834000 | PA      | $781566.22    | 0.03%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                            | American Water Capital Corp.                                                            | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      323000 | PA      | $309742.95    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      152000 | PA      | $145776.71    | 0.01%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                                                      | AIG Global Funding                                                                      | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      488000 | PA      | $455789.56    | 0.02%             | 2024-06-17      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                          | AngloGold Ashanti Holdings PLC                                                          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |      292000 | PA      | $254990.11    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies, LLC                                                           | Anheuser-Busch Companies, LLC                                                           | CUSIP: 03522AAG5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1076873.26   | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                                              | Adobe Inc.                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        9661 | NS      | $3251216.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      323000 | PA      | $254352.87    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      642000 | PA      | $509091.94    | 0.02%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                        | California Resources Corporation                                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      125000 | PA      | $119236.60    | 0.00%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                                  | ELP Commercial Mortgage Trust 2021-ELP                                                  | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1010000 | PA      | $915432.59    | 0.03%             | 2023-11-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings, LLC                                                         | Earthstone Energy Holdings, LLC                                                         | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1325269.16   | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      319000 | PA      | $316482.13    | 0.01%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                               | EQUATE Petrochemical B.V.                                                               | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174038.68    | 0.01%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                      | Ford Motor Company                                                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1221998.18   | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                            | General Dynamics Corporation                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2692 | NS      | $667912.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                                   | Genuine Parts Company                                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        1774 | NS      | $307806.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                                   | Gilead Sciences, Inc.                                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       13684 | NS      | $1174771.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                                                       | Green Plains Inc.                                                                       | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       23068 | NS      | $703574.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                                                     | Halliburton Company                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       59023 | NS      | $2322555.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc.                                                                     | Hippo Holdings Inc.                                                                     | CUSIP: 433539111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20169 | NS      | $645.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corporation                                                                     | Innovid Corporation                                                                     | CUSIP: 457679116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7765 | NS      | $2717.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                         | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      323000 | PA      | $243485.25    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                 | International Flavors & Fragrances Inc.                                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       51357 | NS      | $5384267.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                                                                  | iShares MSCI China ETF                                                                  | CUSIP: 46429B671<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |       84298 | NS      | $4004155.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Nationstar Mortgage Holdings Inc.                                                       | Nationstar Mortgage Holdings Inc.                                                       | CUSIP: 63861CAC3<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      746000 | PA      | $610338.40    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                       | Nationstar Mortgage Holdings Inc.                                                       | CUSIP: 63861CAD1<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      649000 | PA      | $499054.96    | 0.02%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                             | Navient Private Education Loan Trust 2021-D                                             | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1867076 | PA      | $1719447.78   | 0.06%             | 2060-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust 2021-B                                                           | Oportun Issuance Trust 2021-B                                                           | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $183065.95    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      166000 | PA      | $161913.10    | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      347000 | PA      | $325891.89    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                           | Sempra Energy                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      120536 | NS      | $18627633.44  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                                                             | Splunk Inc.                                                                             | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        6473 | NS      | $557260.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                                   | Starbucks Corporation                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       74099 | NS      | $7350620.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      646000 | PA      | $587540.37    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANSYS, Inc.                                                                             | ANSYS, Inc.                                                                             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        9404 | NS      | $2271912.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                                                                 | The TJX Companies, Inc.                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       82604 | NS      | $6575278.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                                                             | Toast, Inc.                                                                             | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       12360 | NS      | $222850.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TransDigm Group Incorporated                                                            | TransDigm Group Incorporated                                                            | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |        2044 | NS      | $1287004.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                                                       | T-Mobile US, Inc.                                                                       | CUSIP: 901375105<br>LEI: 549300QHIJYOHPACPG31 | Long             | EP               | CORP              | US        |        5254 | NS      | $6010681.08   | 0.21%             | 2023-06-01      | Fixed         | 5.25%                 | No            |                  1 | On Loan: No      |
| China Construction Bank Corporation                                                     | China Construction Bank Corporation                                                     | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |      495000 | NS      | $309021.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfeng Motor Corporation                                                              | Dongfeng Motor Corporation                                                              | CUSIP: N/A<br>LEI: 3003002JNYOYPX54GE50       | Long             | EC               | CORP              | CN        |      140000 | NS      | $80263.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                                       | Inpex Corporation                                                                       | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       16400 | NS      | $175842.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                            | Unilever PLC                                                                            | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      324645 | NS      | $16473176.75  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corporation                                                                | Barrick Gold Corporation                                                                | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       14466 | NS      | $247973.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nan Ya P.C.B. Service Company                                                           | Nan Ya P.C.B. Service Company                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       48000 | NS      | $355152.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                       | ASML Holding N.V.                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       29659 | NS      | $16115108.39  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                                 | National Bank of Canada                                                                 | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        7748 | NS      | $522045.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano, S.A. B. De C.V.                                             | Fomento Economico Mexicano, S.A. B. De C.V.                                             | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |      100465 | NS      | $781746.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Limited                                                                    | Imperial Oil Limited                                                                    | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |        6806 | NS      | $331503.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                                     | Deutsche Telekom AG                                                                     | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      616235 | NS      | $12310830.23  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                   | Elevance Health, Inc.                                                                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1132000 | PA      | $1067758.77   | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                   | Elevance Health, Inc.                                                                   | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18052.16     | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                         | Telefonaktiebolaget LM Ericsson                                                         | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       30487 | NS      | $178460.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha, Ltd.                                                             | Kawasaki Kisen Kaisha, Ltd.                                                             | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        5400 | NS      | $113927.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Canada                                                                    | Government of Canada                                                                    | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    22169000 | PA      | $14715205.87  | 0.51%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KIK Custom Products                                                                     | KIK Custom Products                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      295020 | PA      | $283956.75    | 0.01%             | 2026-12-22      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                   | Kyowa Kirin Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        5900 | NS      | $134822.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                                     | BYD Company Limited                                                                     | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       26500 | NS      | $650234.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Auto Auctin Group, LLC                                                         | American Auto Auctin Group, LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1701810 | PA      | $1308691.89   | 0.05%             | 2028-01-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                                                      | Vaco Holdings, LLC                                                                      | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      646668 | PA      | $621337.73    | 0.02%             | 2029-01-07      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                                      | Terumo Corporation                                                                      | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       22900 | NS      | $648327.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                  | Romania, Government of                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      355000 | PA      | $312265.26    | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                                                      | Vaco Holdings, LLC                                                                      | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       23270 | PA      | $22358.32     | 0.00%             | 2029-01-07      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                         | Naked Juice LLC                                                                         | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       82000 | PA      | $64497.92     | 0.00%             | 2030-01-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | US        |      550000 | PA      | $118250.00    | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Capri Holdings Limited                                                                  | Capri Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |       20182 | NS      | $1156832.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC European Funding CLO II Designated Activity Company                                | CIFC European Funding CLO II Designated Activity Company                                | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $98719.85     | 0.00%             | 2033-04-15      | Floating      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Diversey Holdings, Ltd.                                                                 | Diversey Holdings, Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      184724 | NS      | $786924.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                   | Elevance Health, Inc.                                                                   | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1184000 | PA      | $1210982.77   | 0.04%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apa Corp.                                                                               | Apa Corp.                                                                               | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5335 | NS      | $249037.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                                          | LyondellBasell Industries N.V.                                                          | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |       44383 | NS      | $3685120.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      360000 | PA      | $346950.00    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Genius Sports Limited                                                                   | Genius Sports Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      136473 | NS      | $487208.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holland Park CLO Designated Activity Company                                            | Holland Park CLO Designated Activity Company                                            | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | DE        |      100000 | PA      | $103165.64    | 0.00%             | 2032-11-15      | Floating      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| OI S.A. - In Judicial Reorganization                                                    | OI S.A. - In Judicial Reorganization                                                    | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | US        |      200000 | PA      | $34000.00     | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Senegal, Government of                                                                  | Senegal, Government of                                                                  | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | US        |      204000 | PA      | $168300.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Linde Public Limited Company                                                            | Linde Public Limited Company                                                            | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |        8551 | NS      | $2789165.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO 2018-1 Designated Activity Company                            | Rockford Tower Europe CLO 2018-1 Designated Activity Company                            | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $101555.58    | 0.00%             | 2031-12-20      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |      347000 | PA      | $333280.34    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Willis Towers Watson Public Limited Company                                             | Willis Towers Watson Public Limited Company                                             | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |        1823 | NS      | $445869.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                                           | Chubb Limited                                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |       28941 | NS      | $6384384.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Arab Republic of Egypt                                                              | The Arab Republic of Egypt                                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $132997.60    | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Recette CLO, Ltd.                                                                       | Recette CLO, Ltd.                                                                       | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $234509.75    | 0.01%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                           | Regions Financial Corporation                                                           | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       37000 | PA      | $34604.99     | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                           | Gobierno De La Republica Oriental Del Uruguay                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |      353000 | PA      | $390947.50    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                              | Rogers Communications Inc.                                                              | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1115748.82   | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                           | Ministerul Finantelor Publice                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |      342000 | PA      | $328441.07    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                    | Royal Bank of Canada                                                                    | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |      963000 | PA      | $937538.28    | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                      | Ryder System, Inc.                                                                      | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45726.88     | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                         | S&P Global Inc.                                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        8197 | NS      | $2745503.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                | SREIT Commercial Mortgage Trust 2021-MFP                                                | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257880 | PA      | $248060.52    | 0.01%             | 2023-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                | SREIT Commercial Mortgage Trust 2021-MFP                                                | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1503000 | PA      | $1401674.05   | 0.05%             | 2023-11-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-FLWR                                                                         | SREIT 2021-FLWR                                                                         | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      501000 | PA      | $469727.88    | 0.02%             | 2023-07-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC                                                                  | Sprint Spectrum Co LLC                                                                  | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      129375 | PA      | $127545.96    | 0.00%             | 2025-03-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38967.86     | 0.00%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      174000 | PA      | $139212.57    | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      635000 | PA      | $608279.97    | 0.02%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      976000 | PA      | $933063.12    | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                        | Salesforce, Inc.                                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       40224 | NS      | $5333300.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Company                                                        | San Diego Gas & Electric Company                                                        | CUSIP: 797440BR4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      369000 | PA      | $365877.52    | 0.01%             | 2023-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                              | American Tower Corporation                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      216000 | PA      | $137154.10    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                              | American Tower Corporation                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $862171.78    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      323000 | PA      | $263442.16    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      616000 | PA      | $577185.05    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                                  | Amkor Technology, Inc.                                                                  | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198921.29    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      646000 | PA      | $644004.70    | 0.02%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1115000 | PA      | $1032812.79   | 0.04%             | 2023-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      733000 | PA      | $595348.10    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      514000 | PA      | $419294.99    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      158000 | PA      | $121465.75    | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      466000 | PA      | $356348.57    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1624000 | PA      | $1585245.32   | 0.05%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      795000 | PA      | $786088.23    | 0.03%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Community Loan Servicing, LLC                                                           | Community Loan Servicing, LLC                                                           | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56111 | PA      | $51282.38     | 0.00%             | 2035-11-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                         | S&P Global Inc.                                                                         | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      683000 | PA      | $623913.26    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                         | Sabre GLBL Inc.                                                                         | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1078578.16   | 0.04%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                         | Sabre GLBL Inc.                                                                         | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      185000 | PA      | $177325.23    | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                         | Sabre GLBL Inc.                                                                         | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      450000 | PA      | $463155.04    | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Sarcos Technology And Robotics Corporation                                              | Sarcos Technology And Robotics Corporation                                              | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7672 | NS      | $4306.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB Private Education Loan Trust 2021-C                                                 | SMB Private Education Loan Trust 2021-C                                                 | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $172991.39    | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-C                                                 | SMB Private Education Loan Trust 2021-C                                                 | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $90770.62     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      282000 | PA      | $251328.55    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                      | Southern California Edison Company                                                      | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      643000 | PA      | $601611.04    | 0.02%             | 2024-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                         | Affinity Gaming                                                                         | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $242324.52    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                         | Ajax Mortgage Loan Trust 2021-E                                                         | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      502444 | PA      | $359888.23    | 0.01%             | 2060-12-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                           | ALEN 2021-ACEN Mortgage Trust                                                           | CUSIP: 01449NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      817000 | PA      | $653516.18    | 0.02%             | 2026-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                           | Alphabet Inc.                                                                           | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      219000 | PA      | $124455.07    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      161000 | PA      | $131766.95    | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                            | American Water Capital Corp.                                                            | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      678000 | PA      | $586428.78    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                                      | BX Trust 2021-ARIA                                                                      | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1405313 | PA      | $1275485.69   | 0.04%             | 2023-10-16      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit                                                                     | Bain Capital Credit                                                                     | CUSIP: 05682QAU0<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $334991.30    | 0.01%             | 2030-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2020-2, Limited                                                 | Bain Capital Credit CLO 2020-2, Limited                                                 | CUSIP: 05683EAQ5<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $284758.50    | 0.01%             | 2034-07-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                   | Delta Air Lines, Inc.                                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       19732 | NS      | $648393.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                                                            | DexCom, Inc.                                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       33124 | NS      | $3750961.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                                                 | The Walt Disney Company                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      160712 | NS      | $13962658.56  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                                                 | The Walt Disney Company                                                                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      323000 | PA      | $276478.57    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                               | TWDC Enterprises 18 Corp.                                                               | CUSIP: 25468PDF0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30656.55     | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DocuSign, Inc.                                                                          | DocuSign, Inc.                                                                          | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |      215000 | PA      | $202212.45    | 0.01%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                              | Dollar General Corporation                                                              | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      795000 | PA      | $759231.52    | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                              | Dollar General Corporation                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      321000 | PA      | $316826.70    | 0.01%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                              | Dollar General Corporation                                                              | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1035883.15   | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      370000 | PA      | $315425.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Inc.                                                                                | Dow Inc.                                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        6050 | NS      | $304859.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 50 Senior Loan Fund                                                              | Dryden 50 Senior Loan Fund                                                              | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $242161.00    | 0.01%             | 2030-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Dynatrace, Inc.                                                                         | Dynatrace, Inc.                                                                         | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49281 | NS      | $1887462.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |       64579 | NS      | $766552.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                                                                | F5, Inc.                                                                                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       43060 | NS      | $6179540.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                                                             | FleetCor Technologies, Inc.                                                             | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        2115 | NS      | $388483.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                                            | Floor & Decor Holdings, Inc.                                                            | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        9729 | NS      | $677430.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                           | Gartner, Inc.                                                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        1647 | NS      | $553622.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                                          | ING Groep N.V.                                                                          | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163042.58    | 0.01%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| iShares 0-5 Year TIPS Bond ETF                                                          | iShares 0-5 Year TIPS Bond ETF                                                          | CUSIP: 46429B747<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |       30606 | NS      | $2967557.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                         | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1190000 | PA      | $1127612.11   | 0.04%             | 2026-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                         | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $488842.90    | 0.02%             | 2026-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                         | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191677 | PA      | $174089.72    | 0.01%             | 2023-07-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries N.V.                                                          | LyondellBasell Industries N.V.                                                          | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | US        |      117000 | PA      | $117282.04    | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                             | MF1 Multifamily Housing Mortgage Loan Trust                                             | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1316343 | PA      | $1253363.36   | 0.04%             | 2026-12-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      342000 | PA      | $331932.32    | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                      | Taiwan Semiconductor Manufacturing Company Limited                                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      651000 | NS      | $9466646.18   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                | Woolworths Group Limited                                                                | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        5138 | NS      | $117262.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      389000 | PA      | $295180.35    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Sociedad Quimica Y Minera De Chile S.A.                                                 | Sociedad Quimica Y Minera De Chile S.A.                                                 | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |        8461 | NS      | $675526.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                               | Visa Inc.                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        5318 | NS      | $1104867.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                                   | Vodafone Group Public Limited Company                                                   | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |      294000 | PA      | $289283.30    | 0.01%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                             | Western Digital Corporation                                                             | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1281869.74   | 0.04%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                               | Partners Group Holding AG                                                               | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         336 | NS      | $298151.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                         | Norsk Hydro ASA                                                                         | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       82739 | NS      | $622148.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                                         | Industrial and Commercial Bank of China Limited                                         | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |      883000 | NS      | $454280.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                                                      | Kumba Iron Ore Ltd                                                                      | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |       14410 | NS      | $424865.17    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                                                       | Kingsoft Corp Ltd                                                                       | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |      140200 | NS      | $466177.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                              | ZOZO, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       16200 | NS      | $400172.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Technologies AcquisitionCo., Inc.                                               | Emerald Technologies AcquisitionCo., Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      672488 | PA      | $632138.25    | 0.02%             | 2029-02-03      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                   | Gobierno de La Republica del Paraguay                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | US        |      275000 | PA      | $243031.25    | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso Fibra Uno                                                                   | Fideicomiso Fibra Uno                                                                   | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | US        |      240000 | PA      | $207659.67    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Quintis Limited                                                                         | Quintis Limited                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     3770716 | NS      | $2.57         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $128248.00    | 0.00%             | 2047-11-28      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                            | Presidence de la Republique de Cote d'Ivoire                                            | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | US        |      604000 | PA      | $582860.00    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       47270 | NS      | $870240.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      917000 | PA      | $826815.80    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                           | Discovery Communications, LLC                                                           | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      478000 | PA      | $466999.16    | 0.02%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      195000 | PA      | $179156.25    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | Dominion Energy, Inc.                                                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       15357 | NS      | $941691.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      263650 | NS      | $8919279.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd                                                                      | Elmwood CLO II Ltd                                                                      | CUSIP: 29001LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $337367.10    | 0.01%             | 2034-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                    | Empresas Publicas de Medellin E.S.P.                                                    | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | US        |      260000 | PA      | $206821.56    | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35564KQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      331395 | PA      | $293498.79    | 0.01%             | 2032-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1141 | NS      | $391796.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      747000 | PA      | $737535.44    | 0.03%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      924000 | PA      | $889357.21    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $949938.29    | 0.03%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33458.18     | 0.00%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      485000 | PA      | $386504.69    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                     | Intesa Sanpaolo SPA                                                                     | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     2159150 | NS      | $4803932.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                 | Fresenius SE & Co. KGaA                                                                 | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |       14747 | NS      | $416149.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      969000 | PA      | $949646.94    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                                   | Kingspan Group Public Limited Company                                                   | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       11916 | NS      | $651928.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities T                                      | J.P. Morgan Chase Commercial Mortgage Securities T                                      | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      287000 | PA      | $286283.85    | 0.01%             | 2024-09-16      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      485000 | PA      | $407547.93    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      323000 | PA      | $263007.76    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $992648.72    | 0.03%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                | Bayer Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        4177 | NS      | $216899.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                                 | BASF SE                                                                                 | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        6866 | NS      | $342524.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                                    | Hermes International                                                                    | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        2774 | NS      | $4309182.27   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, S.A.                                                                            | Endesa, S.A.                                                                            | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        8479 | NS      | $160356.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak N.V.                                                                  | Koninklijke Vopak N.V.                                                                  | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        8774 | NS      | $261616.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy Orlen Spolka Akcyjna                                             | Polski Koncern Naftowy Orlen Spolka Akcyjna                                             | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |       11247 | NS      | $165285.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      841000 | PA      | $724311.25    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                   | Gobierno de La Republica del Paraguay                                                   | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $194250.00    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                             | Parker-Hannifin Corporation                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      974000 | PA      | $870238.51    | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Paycom Software, Inc.                                                                   | Paycom Software, Inc.                                                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        1463 | NS      | $453983.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A.C.N. 092 200 854 Ltd                                                                  | A.C.N. 092 200 854 Ltd                                                                  | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     7017308 | PA      | $980317.93    | 0.03%             | 2028-10-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Snowflake Inc.                                                                          | Snowflake Inc.                                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        3433 | NS      | $492772.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                                  | Southwest Airlines Co.                                                                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       10418 | NS      | $350774.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                                                     | Toll Brothers, Inc.                                                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        7719 | NS      | $385332.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                                                            | VMware, Inc.                                                                            | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1073591.25   | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                        | WestRock Company                                                                        | CUSIP: 96145DAF2<br>LEI: 5493004Z9TCQW68YVL89 | Long             | DBT              | CORP              | US        |      364000 | PA      | $351997.14    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                           | Workday, Inc.                                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1304000 | PA      | $1219753.65   | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Husqvarna Aktiebolag                                                                    | Husqvarna Aktiebolag                                                                    | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |       14913 | NS      | $104634.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic (International) Company Limited                                          | BYD Electronic (International) Company Limited                                          | CUSIP: N/A<br>LEI: 5299001O3LAFGRPZ3Y63       | Long             | EC               | CORP              | HK        |        4500 | NS      | $14413.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Limited                                                        | Want Want China Holdings Limited                                                        | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |      120000 | NS      | $80247.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                                               | Corporacion Financiera de Desarrollo S.A.                                               | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | CORP              | US        |      344000 | PA      | $332820.00    | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $192250.00    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| EQUATE Petrochemical B.V.                                                               | EQUATE Petrochemical B.V.                                                               | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |      200000 | PA      | $190922.00    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BayCurrent Consulting , Inc.                                                            | BayCurrent Consulting , Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        8300 | NS      | $258847.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dali Foods Group Company Limited                                                        | Dali Foods Group Company Limited                                                        | CUSIP: N/A<br>LEI: 52990093PPQC644N7T38       | Long             | EC               | CORP              | KY        |       63000 | NS      | $28795.09     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | US        |      195000 | PA      | $45337.50     | 0.00%             | 2025-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                                                              | Orsted A/S                                                                              | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        2770 | NS      | $252367.45    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japan Post Bank Co., Ltd.                                                               | Japan Post Bank Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       39500 | NS      | $339772.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                               | Kraft Heinz Foods Company                                                               | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115597.39    | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                      | BX Trust 2019-OC11                                                                      | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1735000 | PA      | $1310917.77   | 0.05%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VINO                                                  | BX Commercial Mortgage Trust 2021-VINO                                                  | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1596000 | PA      | $1464505.72   | 0.05%             | 2026-05-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV4                                                  | BX Commercial Mortgage Trust 2020-VIV4                                                  | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236696 | PA      | $190814.00    | 0.01%             | 2030-03-11      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                          | CME Group Inc.                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        8908 | NS      | $1497969.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania, Government of                                                                  | Romania, Government of                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      374000 | PA      | $307111.04    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Unique BidCo AB                                                                         | Unique BidCo AB                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1454000 | PA      | $1459156.46   | 0.05%             | 2029-03-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                           | CSMC 2020-NET                                                                           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      603006 | PA      | $541217.80    | 0.02%             | 2025-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      283000 | PA      | $276643.93    | 0.01%             | 2036-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                      | Cameco Corporation                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      124432 | NS      | $2820873.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health, Inc.                                                                       | Cano Health, Inc.                                                                       | CUSIP: 13781Y111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41320 | NS      | $9090.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canyon CLO 2020-3, Ltd                                                                  | Canyon CLO 2020-3, Ltd                                                                  | CUSIP: 13876RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $239526.00    | 0.01%             | 2034-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Cheever Escrow Issuer, LLC                                                              | Cheever Escrow Issuer, LLC                                                              | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |      414000 | PA      | $394786.36    | 0.01%             | 2027-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                   | Cheniere Energy, Inc.                                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1781 | NS      | $267078.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |      354000 | PA      | $300015.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| Churchill Downs Incorporated                                                            | Churchill Downs Incorporated                                                            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16181.72     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                     | Cisco Systems, Inc.                                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       24283 | NS      | $1156842.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                     | Cisco Systems, Inc.                                                                     | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13057.77     | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      161000 | PA      | $145637.56    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      216000 | PA      | $127684.24    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                                      | Connect Finco SARL                                                                      | CUSIP: 20752TAA2<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1546461.54   | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd.                                                                     | Cook Park CLO, Ltd.                                                                     | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      257520 | PA      | $248052.79    | 0.01%             | 2030-04-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                           | Corteva, Inc.                                                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       12064 | NS      | $709121.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                            | Costco Wholesale Corporation                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       23906 | NS      | $10913089.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                       | Crown Castle Inc.                                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        2465 | NS      | $334352.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                       | Crown Castle Inc.                                                                       | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      649000 | PA      | $567280.06    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                                 | Mercedes-Benz Finance North America LLC                                                 | CUSIP: 233851DZ4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      666000 | PA      | $624488.69    | 0.02%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                                           | Datadog, Inc.                                                                           | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       21242 | NS      | $1561287.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company, Inc.                                                  | General Motors Financial Company, Inc.                                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      991000 | PA      | $940559.01    | 0.03%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MED Trust 2021-MDLN                                                                     | MED Trust 2021-MDLN                                                                     | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2513599 | PA      | $2312769.23   | 0.08%             | 2023-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1363000 | PA      | $1337638.39   | 0.05%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1033000 | PA      | $973538.25    | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      203000 | PA      | $199940.10    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      630000 | PA      | $615201.44    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                        | Philip Morris International Inc.                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        9416 | NS      | $952993.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR Fund                                                     | Health Care Select Sector SPDR Fund                                                     | CUSIP: 81369Y209<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |       30111 | NS      | $4090579.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Select Sector SPDR Fund                                                      | Industrial Select Sector SPDR Fund                                                      | CUSIP: 81369Y704<br>LEI: 5493008JJKIPMEX3CO91 | Long             | EC               | RF                | US        |       18851 | NS      | $1851356.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      757000 | PA      | $722915.99    | 0.03%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                        | ServiceNow, Inc.                                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       21597 | NS      | $8385467.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                           | Thermo Fisher Scientific Inc.                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       20798 | NS      | $11453250.62  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                         | Ajax Mortgage Loan Trust 2021-E                                                         | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3551329 | PA      | $2946468.27   | 0.10%             | 2060-12-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      810000 | PA      | $783722.30    | 0.03%             | 2036-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1195201.38   | 0.04%             | 2036-05-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      453000 | PA      | $442621.50    | 0.02%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                           | Equinix, Inc.                                                                           | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      599000 | PA      | $411140.24    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                                              | Essex Property Trust, Inc.                                                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        1758 | NS      | $372555.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                                         | FMC Corporation                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        4893 | NS      | $610646.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     9286163 | PA      | $353689.51    | 0.01%             | 2029-05-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Aetna Inc.                                                                              | Aetna Inc.                                                                              | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       99000 | PA      | $96366.27     | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                               | Akamai Technologies, Inc.                                                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        1983 | NS      | $167166.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                         | Ajax Mortgage Loan Trust 2021-E                                                         | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202563 | PA      | $156541.15    | 0.01%             | 2060-12-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     5626114 | PA      | $473904.42    | 0.02%             | 2030-01-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                            | GlaxoSmithKline Capital Inc.                                                            | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      663000 | PA      | $647554.42    | 0.02%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1253750 | PA      | $1200568.07   | 0.04%             | 2036-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2125432 | PA      | $2026368.42   | 0.07%             | 2036-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                             | GlaxoSmithKline Capital PLC                                                             | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $1034251.44   | 0.04%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                    | Global Payments Inc.                                                                    | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      102000 | PA      | $95982.01     | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                      | BX Trust 2019-OC11                                                                      | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1238000 | PA      | $988981.50    | 0.03%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       29000 | PA      | $26878.37     | 0.00%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                      | Huntington Bancshares Incorporated                                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1168097.05   | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      234000 | PA      | $216129.00    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                       | Benchmark 2021-B25 Mortgage Trust                                                       | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $650784.26    | 0.02%             | 2031-04-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO II, Ltd.                                                    | Benefit Street Partners CLO II, Ltd.                                                    | CUSIP: 08179XBA2<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | US        |      289614 | PA      | $283776.54    | 0.01%             | 2029-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      929000 | PA      | $906964.61    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II B.V.                                                       | LYB International Finance II B.V.                                                       | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1677798.69   | 0.06%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                         | Benefit Street Partners CLO Ltd                                                         | CUSIP: 08182DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $243362.25    | 0.01%             | 2034-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Berry Plastics Escrow Corporation                                                       | Berry Plastics Escrow Corporation                                                       | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $59644.00     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                                         | Blackstone Inc.                                                                         | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      287000 | PA      | $260947.06    | 0.01%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd                                                                    | BlueMountain CLO Ltd                                                                    | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $146724.00    | 0.01%             | 2034-04-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III, LLC                                                      | LYB International Finance III, LLC                                                      | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      323000 | PA      | $256621.14    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                | Lam Research Corporation                                                                | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      113000 | PA      | $109602.87    | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE21 Mortgage Trust                                                         | COMM 2014-CCRE21 Mortgage Trust                                                         | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      583844 | PA      | $559539.55    | 0.02%             | 2024-12-12      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 Commercial Mortgage Trust                                                | CSAIL 2020-C19 Commercial Mortgage Trust                                                | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1801817 | PA      | $1510991.66   | 0.05%             | 2030-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                                             | Latch, Inc.                                                                             | CUSIP: 51818V114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52569 | NS      | $2239.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                                 | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      163000 | PA      | $128407.85    | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C5 Commercial Mortgage Trust                                                 | CSAIL 2016-C5 Commercial Mortgage Trust                                                 | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      195752 | PA      | $175538.90    | 0.01%             | 2025-11-18      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274000 | PA      | $269223.66    | 0.01%             | 2036-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                               | Liberty Media Corporation                                                               | CUSIP: 531229607<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      159912 | NS      | $6257356.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                                                   | Eli Lilly and Company                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       23571 | NS      | $8623214.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $936982.44    | 0.03%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      787000 | PA      | $761404.79    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                                            | Lincoln National Corporation                                                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        7304 | NS      | $224378.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        8038 | NS      | $1601491.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XIII, Ltd                                                          | Madison Park Funding XIII, Ltd                                                          | CUSIP: 55818MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $245112.50    | 0.01%             | 2030-04-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                        | Marsh & Mclennan Companies, Inc.                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      124020 | NS      | $20522829.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                                       | Masco Corporation                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       17757 | NS      | $828719.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                       | Merck & Co., Inc.                                                                       | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      778000 | PA      | $723897.80    | 0.03%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      323000 | PA      | $293140.22    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cargill, Incorporated                                                                   | Cargill, Incorporated                                                                   | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      538000 | PA      | $519044.81    | 0.02%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                        | Gen Digital Inc.                                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        4895 | NS      | $104899.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Municipal Value Fund                                                             | Nuveen Municipal Value Fund                                                             | CUSIP: 670928100<br>LEI: 549300TFLBQ7LJSP8B20 | Long             | EC               | RF                | US        |       50442 | NS      | $433801.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Holdco Inc.                                                                     | Carrols Holdco Inc.                                                                     | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      395000 | PA      | $276825.63    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Charter Communications, Inc.                                                            | Charter Communications, Inc.                                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       15311 | NS      | $5191960.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      760000 | PA      | $545910.81    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      566000 | PA      | $541607.15    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      329000 | PA      | $325878.45    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                                                             | Covanta Holding Corporation                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      285000 | PA      | $233382.83    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      675000 | PA      | $623540.23    | 0.02%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc.                                                                              | WRKCo Inc.                                                                              | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      243000 | PA      | $238998.64    | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LG Display Co., Ltd.                                                                    | LG Display Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |       12369 | NS      | $121977.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259331.89    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                              | CrowdStrike Holdings, Inc.                                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       39087 | NS      | $4115470.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS 2018-BIOD Mortgage Trust                                                           | DBGS 2018-BIOD Mortgage Trust                                                           | CUSIP: 23306GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288289 | PA      | $277494.77    | 0.01%             | 2035-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                                                 | KB Financial Group Inc.                                                                 | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        5645 | NS      | $215201.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Limited                                                      | Agricultural Bank of China Limited                                                      | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |      951000 | NS      | $325757.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS 2018-BIOD Mortgage Trust                                                           | DBGS 2018-BIOD Mortgage Trust                                                           | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1178754 | PA      | $1111204.09   | 0.04%             | 2035-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| DBWF 2018-GLKS Mortgage Trust                                                           | DBWF 2018-GLKS Mortgage Trust                                                           | CUSIP: 23307GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343858 | PA      | $330121.15    | 0.01%             | 2025-12-19      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                                                           | Treasury Wine Estates Limited                                                           | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       26114 | NS      | $241939.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                                      | Dun & Bradstreet Corporation (The)                                                      | CUSIP: 26483NAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      425657 | PA      | $421021.68    | 0.01%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| VodafoneZiggo Group Holding B.V.                                                        | VodafoneZiggo Group Holding B.V.                                                        | CUSIP: N9833RAH2<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     6053203 | PA      | $5957258.85   | 0.21%             | 2029-01-16      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                        | GoTo Group, Inc.                                                                        | CUSIP: 54142KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1517479 | PA      | $970048.53    | 0.03%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| DBWF 2018-GLKS Mortgage Trust                                                           | DBWF 2018-GLKS Mortgage Trust                                                           | CUSIP: 23307GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $239388.43    | 0.01%             | 2025-12-19      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                             | Humana Inc.                                                                             | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2316044.35   | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                        | GoTo Group, Inc.                                                                        | CUSIP: 54142KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      433565 | PA      | $277156.73    | 0.01%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                                         | Greeneden U.S. Holdings II, LLC                                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      166430 | PA      | $159461.56    | 0.01%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                             | Humana Inc.                                                                             | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       17000 | PA      | $14680.59     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                             | Humana Inc.                                                                             | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      535000 | PA      | $418473.41    | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2021-E                                                         | Ajax Mortgage Loan Trust 2021-E                                                         | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332081 | PA      | $232471.58    | 0.01%             | 2060-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                            | Safeway Inc.                                                                            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1594000 | PA      | $1336629.83   | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                     | LBM Acquisition LLC                                                                     | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1651333 | PA      | $1427891.03   | 0.05%             | 2027-12-08      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                                | J&J Ventures Gaming, LLC                                                                | CUSIP: 46604BAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      643436 | PA      | $614481.33    | 0.02%             | 2028-04-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                             | Koztarsasagi Elnoki Hivatal                                                             | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      346000 | PA      | $345568.19    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $883359.33    | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DS Parent Inc.                                                                          | DS Parent Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      853100 | PA      | $810803.30    | 0.03%             | 2027-12-07      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                   | Gobierno de La Republica del Paraguay                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | US        |      275000 | PA      | $237875.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29581.73     | 0.00%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       67000 | PA      | $62561.51     | 0.00%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corporation                                                          | Marathon Petroleum Corporation                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       22526 | NS      | $2621801.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO 8 Ltd                                                                   | Signal Peak CLO 8 Ltd                                                                   | CUSIP: 56845NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $242036.75    | 0.01%             | 2033-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                    | Domino's Pizza, Inc.                                                                    | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       10222 | NS      | $3540900.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                    | Edison International                                                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       16066 | NS      | $1022118.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MED Trust 2021-MDLN                                                                     | MED Trust 2021-MDLN                                                                     | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2701000 | PA      | $2441717.23   | 0.08%             | 2023-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                             | Pfizer Inc.                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       84878 | NS      | $4349148.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                           | Equinix, Inc.                                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      717000 | PA      | $630382.40    | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Evgo Inc.                                                                               | Evgo Inc.                                                                               | CUSIP: 30052F118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22830 | NS      | $15245.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7779000 | PA      | $7646101.62   | 0.26%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                         | UnitedHealth Group Incorporated                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       43633 | NS      | $23133343.94  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                                                     | Expedia Group, Inc.                                                                     | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        4909 | NS      | $430028.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                                                | Extra Space Storage Inc.                                                                | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |        2082 | NS      | $306428.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                                         | UnitedHealth Group Incorporated                                                         | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       67000 | PA      | $63840.59     | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      161000 | PA      | $150888.68    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                      | American International Group, Inc.                                                      | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      245000 | PA      | $237179.38    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                    | Extended Stay America Trust 2021-ESH                                                    | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |     2125170 | PA      | $2034969.53   | 0.07%             | 2023-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                    | Extended Stay America Trust 2021-ESH                                                    | CUSIP: 30227FAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |     1483812 | PA      | $1413425.04   | 0.05%             | 2023-07-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                | Vertiv Group Corporation                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      689000 | PA      | $587922.23    | 0.02%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                               | XPO, Inc.                                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       66947 | NS      | $2228665.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                                 | Exxon Mobil Corporation                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       68612 | NS      | $7567903.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                    | Meta Platforms, Inc.                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        5792 | NS      | $697009.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                   | BX Commercial Mortgage Trust 2021-XL2                                                   | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      448530 | PA      | $431171.53    | 0.01%             | 2023-10-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                   | BX Commercial Mortgage Trust 2021-XL2                                                   | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2326055 | PA      | $2172151.87   | 0.08%             | 2023-10-16      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2021-FL3 Issuer, Ltd.                                                         | FS Rialto 2021-FL3 Issuer, Ltd.                                                         | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $94382.01     | 0.00%             | 2036-11-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2022-FL6 Issuer, LLC                                                          | FS Rialto 2022-FL6 Issuer, LLC                                                          | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1342573 | PA      | $1334717.61   | 0.05%             | 2027-05-19      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                           | Becton, Dickinson and Company                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1849716.78   | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $492071.04    | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      432000 | PA      | $340416.78    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      310000 | PA      | $305264.71    | 0.01%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                                                 | iShares MSCI Brazil ETF                                                                 | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       67660 | NS      | $1892450.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Latin America 40 ETF                                                            | iShares Latin America 40 ETF                                                            | CUSIP: 464287390<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |       58156 | NS      | $1331190.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      647000 | PA      | $648785.10    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      646000 | PA      | $666636.77    | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| iShares Biotechnology ETF                                                               | iShares Biotechnology ETF                                                               | CUSIP: 464287556<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |        3095 | NS      | $406342.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares iBoxx $ High Yield Corporate Bond ETF                                           | iShares iBoxx $ High Yield Corporate Bond ETF                                           | CUSIP: 464288513<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |       58886 | NS      | $4335776.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      323000 | PA      | $260807.23    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C6                                             | Citigroup Commercial Mortgage Trust 2018-C6                                             | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306100 | PA      | $291706.38    | 0.01%             | 2028-11-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      323000 | PA      | $307270.15    | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                         | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481000 | PA      | $373706.17    | 0.01%             | 2027-01-08      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Citibank N.A., New York Branch                                                          | Citibank N.A., New York Branch                                                          | CUSIP: 17330QAB3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     4750000 | PA      | $4738103.15   | 0.16%             | 2023-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      558000 | PA      | $523655.10    | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      283000 | PA      | $250415.10    | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      713000 | PA      | $529358.29    | 0.02%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                       | Johnson & Johnson                                                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       72324 | NS      | $12776034.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                                    | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      661000 | PA      | $612575.87    | 0.02%             | 2028-12-12      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Invesco Quality Municipal Income Trust                                                  | Invesco Quality Municipal Income Trust                                                  | CUSIP: 46133G107<br>LEI: WLEGDSEH0E242WVNUY02 | Long             | EC               | RF                | US        |       32213 | NS      | $303446.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                       | Merck & Co., Inc.                                                                       | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      255000 | PA      | $244418.80    | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                                                   | Kenbourne Invest S.A.                                                                   | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | US        |      202000 | PA      | $191572.57    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                   | Keurig Dr Pepper Inc.                                                                   | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      467000 | PA      | $443399.55    | 0.02%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                        | Principal Life Global Funding II                                                        | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15647.18     | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                         | Promigas SA ESP                                                                         | CUSIP: 74348DAA5<br>LEI: 254900IXHTV7LDSFQD65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $163449.80    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners, L.P.                                                     | Kinder Morgan Energy Partners, L.P.                                                     | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      443000 | PA      | $436904.01    | 0.02%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                                                      | KraneShares CSI China Internet ETF                                                      | CUSIP: 500767306<br>LEI: 549300VLDRC0RUX0E553 | Long             | EC               | RF                | US        |      218556 | NS      | $6600391.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                                              | Prudential Financial, Inc.                                                              | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      851000 | PA      | $836107.50    | 0.03%             | 2043-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                          | United Airlines Holdings, Inc.                                                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        9675 | NS      | $364747.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KraneShares Bosera MSCI China A 50 Connect Index ETF                                    | KraneShares Bosera MSCI China A 50 Connect Index ETF                                    | CUSIP: 500767405<br>LEI: 549300VLDRC0RUX0E553 | Long             | EC               | RF                | US        |       25705 | NS      | $655220.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Company                                                               | Kraft Heinz Foods Company                                                               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1248372.58   | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                          | Wells Fargo Commercial Mortgage Trust 2021-C59                                          | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2871601 | PA      | $239942.33    | 0.01%             | 2054-04-17      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                                      | West Pharmaceutical Services, Inc.                                                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1837 | NS      | $432337.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                                          | The Kroger Co.                                                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        8060 | NS      | $359314.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                                                             | LPL Financial Holdings Inc.                                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       66281 | NS      | $14327963.77  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Las Vegas, LLC                                                                     | Wynn Las Vegas, LLC                                                                     | CUSIP: 983130AV7<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |      432000 | PA      | $411629.11    | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                       | Admiral Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        8503 | NS      | $219877.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                               | MGM Resorts International                                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       93000 | PA      | $86441.68     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                  | MHC Commercial Mortgage Trust 2021-MHC                                                  | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2139000 | PA      | $2024850.55   | 0.07%             | 2026-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                        | TotalEnergies SE                                                                        | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       34184 | NS      | $2149811.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| NMC Health PLC                                                                          | NMC Health PLC                                                                          | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      161633 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telefonica Deutschland Holding AG                                                       | Telefonica Deutschland Holding AG                                                       | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |       85001 | NS      | $209970.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                                      | Wiwynn Corporation                                                                      | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |        7000 | NS      | $181578.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | US        |      389000 | PA      | $363656.65    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Amoy Diagnostics Co., Ltd.                                                              | Amoy Diagnostics Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      122907 | NS      | $466773.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                            | Unibail-Rodamco-Westfield SE                                                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EC               | CORP              | FR        |        2093 | NS      | $109370.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest CLO XVIII Designated Activity Company                                           | Harvest CLO XVIII Designated Activity Company                                           | CUSIP: N/A<br>LEI: 635400FOHHRBPKDLBO13       | Long             | ABS-CBDO         | CORP              | IE        |      102000 | PA      | $102892.27    | 0.00%             | 2030-10-15      | Floating      | 2.58%                 | Yes           |                  2 | On Loan: No      |
| La Francaise Des Jeux                                                                   | La Francaise Des Jeux                                                                   | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       14413 | NS      | $581268.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $222006.76    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                  | MHC Commercial Mortgage Trust 2021-MHC                                                  | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      345000 | PA      | $323467.07    | 0.01%             | 2026-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                                 | Micron Technology, Inc.                                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      136711 | NS      | $6832815.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                | Palo Alto Networks, Inc.                                                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       23137 | NS      | $3228536.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                                                              | Park Hotels & Resorts Inc.                                                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       20639 | NS      | $243333.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A.C.N. 092 200 854 Ltd                                                                  | A.C.N. 092 200 854 Ltd                                                                  | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      505698 | PA      | $505698.00    | 0.02%             | 2026-10-01      | Fixed         | 7.50%                 | Yes           |                  3 | On Loan: No      |
| U.S. Bancorp                                                                            | U.S. Bancorp                                                                            | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      360000 | PA      | $323608.07    | 0.01%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      969000 | PA      | $853696.04    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings, Inc.                                                               | Sega Sammy Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |       35400 | NS      | $534462.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amorepacific Corporation                                                                | Amorepacific Corporation                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       23416 | NS      | $2553791.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $243954.04    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pandora A/S                                                                             | Pandora A/S                                                                             | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        3672 | NS      | $257599.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                                             | Brenntag SE                                                                             | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        6330 | NS      | $406862.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REI Agro Limited                                                                        | REI Agro Limited                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      628000 | PA      | $5206.12      | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chr. Hansen Holding A/S                                                                 | Chr. Hansen Holding A/S                                                                 | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |        1328 | NS      | $95637.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                                                 | SCIH Salt Holdings Inc.                                                                 | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      892526 | PA      | $865429.12    | 0.03%             | 2027-03-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                                     | Maverick Gaming LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      538560 | PA      | $430848.00    | 0.01%             | 2026-09-03      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                                                           | Springs Windows Fashions, LLC                                                           | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      373125 | PA      | $303910.31    | 0.01%             | 2024-12-31      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                         | Informatica LLC                                                                         | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      478770 | PA      | $468715.58    | 0.02%             | 2028-10-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                                 | Meituan                                                                                 | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       24000 | NS      | $530761.22    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marcolin S.p.A.                                                                         | Marcolin S.p.A.                                                                         | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |     1590000 | PA      | $1470030.09   | 0.05%             | 2026-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                                          | Hydrofarm Holdings Group, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      408910 | PA      | $347573.50    | 0.01%             | 2028-10-21      | Floating      | 8.38%                 | No            |                  3 | On Loan: No      |
| OVG Business Services                                                                   | OVG Business Services                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1098480 | PA      | $1021586.40   | 0.04%             | 2028-10-13      | Floating      | 10.64%                | No            |                  3 | On Loan: No      |
| Altar Bidco, Inc.                                                                       | Altar Bidco, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      323022 | PA      | $307814.33    | 0.01%             | 2028-11-09      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Altar BidCo, Inc.                                                                       | Altar BidCo, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      403778 | PA      | $384767.92    | 0.01%             | 2028-11-09      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Altar BidCo, Inc.                                                                       | Altar BidCo, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1145000 | PA      | $970387.50    | 0.03%             | 2028-11-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                           | Empresa Nacional del Petroleo                                                           | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | US        |      200000 | PA      | $187951.32    | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      965000 | PA      | $941516.82    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Accesslex Institute                                                                     | Accesslex Institute                                                                     | CUSIP: 00432CDJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305670 | PA      | $295010.45    | 0.01%             | 2036-05-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard, Inc.                                                               | Activision Blizzard, Inc.                                                               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       23899 | NS      | $1829468.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        9813 | NS      | $448552.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      289496 | NS      | $24317664.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      258000 | PA      | $207018.43    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $936043.97    | 0.03%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-BIOD Mortgage Trust                                                           | DBGS 2018-BIOD Mortgage Trust                                                           | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127927 | PA      | $125731.39    | 0.00%             | 2035-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      216000 | PA      | $133572.24    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      585000 | PA      | $586056.51    | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      768000 | PA      | $784136.22    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                        | Deutsche Bank Aktiengesellschaft                                                        | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      226000 | PA      | $181058.09    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                        | Deutsche Bank Aktiengesellschaft                                                        | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $173500.00    | 0.01%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                                 | The Walt Disney Company                                                                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1257000 | PA      | $1171049.48   | 0.04%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                                  | GSK Consumer Healthcare Capital US LLC                                                  | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1663000 | PA      | $1548803.45   | 0.05%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                                  | GSK Consumer Healthcare Capital UK PLC                                                  | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1082027.39   | 0.04%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ROSS                                      | GS Mortgage Securities Corporation Trust 2021-ROSS                                      | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $216102.34    | 0.01%             | 2023-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-DM                                        | GS Mortgage Securities Corporation Trust 2021-DM                                        | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1943500 | PA      | $1806362.75   | 0.06%             | 2023-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                          | GS Mortgage Securities Corp II                                                          | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117318 | PA      | $116574.16    | 0.00%             | 2024-08-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      639000 | PA      | $639929.03    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                         | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        6704 | NS      | $687763.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       13183 | NS      | $1767840.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      156000 | PA      | $139612.97    | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                            | LIFE 2021-BMR Mortgage Trust                                                            | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1228713 | PA      | $1159691.11   | 0.04%             | 2023-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                         | Lions Gate Capital Holdings LLC                                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      515000 | PA      | $298107.66    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Logan Merger Sub, Inc.                                                                  | Logan Merger Sub, Inc.                                                                  | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      765000 | PA      | $412908.86    | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      485000 | PA      | $464478.97    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Canada Inc.                                                         | Lululemon Athletica Canada Inc.                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        7212 | NS      | $2310580.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                                                                 | Lumen Technologies Inc.                                                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       16700 | NS      | $87174.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                               | MGM Resorts International                                                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       14601 | NS      | $489571.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                            | Northrop Grumman Corporation                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       31875 | NS      | $17391318.75  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                             | ONEOK, Inc.                                                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       13360 | NS      | $877752.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      632000 | PA      | $423401.76    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      646000 | PA      | $535307.77    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust 2021-MF                                                  | PKHL Commercial Mortgage Trust 2021-MF                                                  | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      286000 | PA      | $258128.99    | 0.01%             | 2023-07-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      537500 | PA      | $421026.49    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26332.48     | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        7606 | NS      | $1997639.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                   | Elevance Health, Inc.                                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         451 | NS      | $231349.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                                          | Tapestry, Inc.                                                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       15788 | NS      | $601207.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                                  | Waste Management, Inc.                                                                  | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      657000 | PA      | $613047.16    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                           | Workday, Inc.                                                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        4541 | NS      | $759845.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                                                      | Suncor Energy Inc.                                                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       17121 | NS      | $543092.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hygeia Healthcare Holdings Co., Limited                                                 | Hygeia Healthcare Holdings Co., Limited                                                 | CUSIP: N/A<br>LEI: 2549001Z9KHQTRR29237       | Long             | EC               | CORP              | KY        |       76800 | NS      | $548736.12    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Sendas Distribuidora S/A                                                                | Sendas Distribuidora S/A                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       63539 | NS      | $234424.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP Mortgage Trust                                                           | BSST 2021-SSCP Mortgage Trust                                                           | CUSIP: 05601PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      686000 | PA      | $631069.03    | 0.02%             | 2023-04-17      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                 | The Bank of New York Mellon Corporation                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1164940.28   | 0.04%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Puma International Financing S.A.                                                       | Puma International Financing S.A.                                                       | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | US        |      260000 | PA      | $242775.00    | 0.01%             | 2024-10-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                                         | Aimbridge Acquisition Co., Inc.                                                         | CUSIP: 00900YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1387727 | PA      | $1260666.79   | 0.04%             | 2026-02-01      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Bank 2017-BNK9                                                                          | Bank 2017-BNK9                                                                          | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301862 | PA      | $279230.68    | 0.01%             | 2027-12-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                                 | Lumen Technologies Inc.                                                                 | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      265000 | PA      | $230202.48    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Greeneden U.S. Holdings II, LLC                                                         | Greeneden U.S. Holdings II, LLC                                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       77948 | PA      | $74684.50     | 0.00%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      256000 | PA      | $157417.45    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                                 | The Walt Disney Company                                                                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      704000 | PA      | $628313.73    | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      841000 | PA      | $733371.70    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier North Inc.                                                                     | Frontier North Inc.                                                                     | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $279141.11    | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                   | Gilead Sciences, Inc.                                                                   | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      756000 | PA      | $743787.12    | 0.03%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                   | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      755000 | PA      | $731481.75    | 0.03%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                   | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      648000 | PA      | $513878.94    | 0.02%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                    | Global Payments Inc.                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      142000 | PA      | $138051.02    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                                        | Goodleap Sustainable Home Solutions Trust 2021-3                                        | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890207 | PA      | $638979.67    | 0.02%             | 2036-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Acciones y Valores S.A.                                                      | Grupo Aval Acciones y Valores S.A.                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | US        |      459000 | PA      | $372954.81    | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      889000 | PA      | $888041.52    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      323000 | PA      | $282294.24    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      149000 | PA      | $138108.43    | 0.00%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV5                                                    | J.P. Morgan Mortgage Trust 2021-INV5                                                    | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10742760 | PA      | $8637011.36   | 0.30%             | 2043-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                      | Metropolitan Life Global Funding I                                                      | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11491.36     | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                   | Microsoft Corporation                                                                   | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1170549.06   | 0.04%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                   | Microsoft Corporation                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2141000 | PA      | $1429609.93   | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                   | Microsoft Corporation                                                                   | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      216000 | PA      | $139135.73    | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                       | Microchip Technology Incorporated                                                       | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      710000 | PA      | $675005.50    | 0.02%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies (US), Inc.                                                          | Mirion Technologies (US), Inc.                                                          | CUSIP: 60471A101<br>LEI: 549300EBD5JHM14L3R48 | Long             | EC               | CORP              | US        |       41950 | NS      | $277289.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                                                 | Molina Healthcare, Inc.                                                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        1397 | NS      | $461317.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                             | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99124 | PA      | $87882.43     | 0.00%             | 2025-07-17      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                                  | Morgan Stanley Capital I Trust 2020-L4                                                  | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      436000 | PA      | $368811.00    | 0.01%             | 2030-02-15      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                     | Newmont Corporation                                                                     | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      485000 | PA      | $386573.42    | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                                    | Astellas Pharma Inc.                                                                    | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       40900 | NS      | $622430.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                                            | Porsche Automobil Holding SE                                                            | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |        3400 | NS      | $186489.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                                             | BNP Paribas                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      156469 | NS      | $8933459.75   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                          | Lonza Group AG                                                                          | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        5131 | NS      | $2523365.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                           | Heineken N.V.                                                                           | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        2600 | NS      | $245247.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarcos Technology And Robotics Corporation                                              | Sarcos Technology And Robotics Corporation                                              | CUSIP: 80359A114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      120859 | NS      | $4544.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                                         | Wolfspeed, Inc.                                                                         | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      130000 | PA      | $117509.60    | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aier Eye Hospital Group Co., Ltd                                                        | Aier Eye Hospital Group Co., Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      101725 | NS      | $453681.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Limited                                            | Contemporary Amperex Technology Co., Limited                                            | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       75100 | NS      | $4229283.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jinxin Fertility Group Limited                                                          | Jinxin Fertility Group Limited                                                          | CUSIP: N/A<br>LEI: 2549000NTC85I8X21O47       | Long             | EC               | CORP              | KY        |      567500 | NS      | $522867.55    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                          | ING Groep N.V.                                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224821.20    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                             | BNP Paribas                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226690.23    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $319384.06    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $220452.05    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                        | Deutsche Bank Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224637.44    | 0.01%             | 2024-12-16      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Ferguson PLC                                                                            | Ferguson PLC                                                                            | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |        2770 | NS      | $349754.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                            | JD.com, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       18042 | NS      | $502794.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                             | BNP Paribas                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201996.22    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Ming Yuan Cloud Group Holdings Limited                                                  | Ming Yuan Cloud Group Holdings Limited                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      141000 | NS      | $125421.80    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Boparan Finance PLC                                                                     | Boparan Finance PLC                                                                     | CUSIP: N/A<br>LEI: 213800GQSQIOBR3DHN70       | Long             | DBT              | CORP              | GB        |     1517000 | PA      | $1230488.73   | 0.04%             | 2025-11-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Castor S.P.A.                                                                           | Castor S.P.A.                                                                           | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |     1370000 | PA      | $1414425.16   | 0.05%             | 2029-02-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Castor S.P.A.                                                                           | Castor S.P.A.                                                                           | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |      430000 | PA      | $409085.65    | 0.01%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VFP4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193739.09    | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                               | Aptiv PLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |       20586 | NS      | $2209289.52   | 0.08%             | 2023-06-15      | Fixed         | 5.50%                 | No            |                  1 | On Loan: No      |
| GSK PLC                                                                                 | GSK PLC                                                                                 | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       28845 | NS      | $502774.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hundsun Technologies Inc.                                                               | Hundsun Technologies Inc.                                                               | CUSIP: N/A<br>LEI: 3003003LS77D1DRDDE25       | Long             | EC               | CORP              | CN        |      128086 | NS      | $744120.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Baiyun International Airport Xianglong Restaurant                             | Guangzhou Baiyun International Airport Xianglong Restaurant                             | CUSIP: N/A<br>LEI: 300300HCH80SKW83W383       | Long             | EC               | CORP              | CN        |      377261 | NS      | $812512.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   111620055 | PA      | $107591263.10 | 3.72%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30900000 | PA      | $29784701.58  | 1.03%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                           | Alphabet Inc.                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      367151 | NS      | $32577308.23  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                | American Express Company                                                                | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      638000 | PA      | $613833.58    | 0.02%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                | American Express Company                                                                | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25520.94     | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                | American Express Company                                                                | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      656000 | PA      | $642878.85    | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                                         | British American Tobacco P.L.C.                                                         | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       11492 | NS      | $456347.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                          | Kingfisher PLC                                                                          | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       92460 | NS      | $264932.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adidas AG                                                                               | Adidas AG                                                                               | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        3630 | NS      | $497138.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $963919.25    | 0.03%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| HTA Group Limited                                                                       | HTA Group Limited                                                                       | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | US        |      324000 | PA      | $299861.69    | 0.01%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                                        | LVMH Moet Hennessy Louis Vuitton                                                        | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       30888 | NS      | $22542716.05  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                        | Welltower OP LLC                                                                        | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      773000 | PA      | $764491.90    | 0.03%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties, Inc.                                                             | Healthpeak Properties, Inc.                                                             | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       12380 | NS      | $310366.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Company                                                               | Kraft Heinz Foods Company                                                               | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       86000 | PA      | $93301.81     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                      | Hewlett Packard Enterprise Company                                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       12629 | NS      | $201558.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                          | Hilton Worldwide Holdings Inc.                                                          | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |       47497 | NS      | $6001720.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      323000 | PA      | $292280.77    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      446000 | PA      | $439601.15    | 0.02%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      398000 | PA      | $345224.05    | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2016-10HY Mortgage Trust                                                   | Hudson Yards 2016-10HY Mortgage Trust                                                   | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137645 | PA      | $115173.05    | 0.00%             | 2026-08-12      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |      685000 | PA      | $671274.66    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Informatica Inc.                                                                        | Informatica Inc.                                                                        | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70261 | NS      | $1144551.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1074000 | PA      | $1023855.29   | 0.04%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                                     | Wolters Kluwer N.V.                                                                     | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        1685 | NS      | $176515.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                                        | Societe Generale                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       37405 | NS      | $943881.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                        | Telia Company AB                                                                        | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      256277 | NS      | $654490.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                | Koninklijke Philips N.V.                                                                | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |       11412 | NS      | $171343.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                | AGC Inc.                                                                                | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |        1400 | NS      | $46363.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Vedanta Limited                                                                         | Vedanta Limited                                                                         | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |       44906 | NS      | $167795.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Road Acquisition Company                                                        | Rollins Road Acquisition Company                                                        | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      115000 | PA      | $72837.78     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                     | Suzano Austria GmbH                                                                     | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |      222000 | PA      | $185636.40    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                     | Suzano Austria GmbH                                                                     | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |      265000 | PA      | $206700.00    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                     | Synchrony Financial                                                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       12329 | NS      | $405130.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      129000 | PA      | $104422.86    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                           | Thermo Fisher Scientific Inc.                                                           | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14077.58     | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corporation                                                             | Thomson Reuters Corporation                                                             | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14259.87     | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                         | Toyota Motor Credit Corporation                                                         | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       81000 | PA      | $76159.28     | 0.00%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| USB Capital IX                                                                          | USB Capital IX                                                                          | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      594000 | PA      | $459607.50    | 0.02%             | 2500-12-31      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VNDO Trust 2016-350P                                                                    | VNDO Trust 2016-350P                                                                    | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $269721.37    | 0.01%             | 2027-01-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                               | Valero Energy Corporation                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      128272 | NS      | $16272585.92  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Semiconductor ETF                                                                | VanEck Semiconductor ETF                                                                | CUSIP: 92189F676<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |        4601 | NS      | $933726.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vedanta Resources Finance II PLC                                                        | Vedanta Resources Finance II PLC                                                        | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | US        |      200000 | PA      | $135768.35    | 0.00%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                      | Ventas Realty, Limited Partnership                                                      | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      763000 | PA      | $731887.68    | 0.03%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        9794 | NS      | $385883.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lookout, Inc.                                                                           | Lookout, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      283784 | NS      | $1563649.84   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lookout, Inc.                                                                           | Lookout, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       20710 | NS      | $75591.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Auto Trader Group PLC                                                                   | Auto Trader Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |      153584 | NS      | $963510.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen B.V.                                                                              | Adyen B.V.                                                                              | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        4256 | NS      | $5905675.66   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                                                           | AGL CLO 5 Ltd                                                                           | CUSIP: 00119TAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $238509.50    | 0.01%             | 2034-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                               | Aeropuerto Internacional de Tocumen, S.A.                                               | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164000.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                        | Air Products and Chemicals, Inc.                                                        | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      323000 | PA      | $270627.84    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Company                                                          | Archer-Daniels-Midland Company                                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      168629 | NS      | $15657202.65  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                          | AutoZone, Inc.                                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         252 | NS      | $621477.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                                                               | BP P.L.C.                                                                               | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       23594 | NS      | $824138.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                        | Ball Corporation                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        3674 | NS      | $187888.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      311297 | NS      | $10310156.64  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust 2020-A                                    | Bankers Healthcare Group Securitization Trust 2020-A                                    | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $100978.08    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      323000 | PA      | $339690.06    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                                    | Battalion CLO X Ltd.                                                                    | CUSIP: 07132JBE3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | US        |      250386 | PA      | $235454.23    | 0.01%             | 2035-01-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1321000 | PA      | $1229858.53   | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                            | Bristol-Myers Squibb Company                                                            | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      193000 | PA      | $168691.96    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sky Limited                                                                             | Sky Limited                                                                             | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | US        |      241000 | PA      | $235334.31    | 0.01%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      964000 | PA      | $870572.49    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1242000 | PA      | $1189106.82   | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2019-1 Ltd                                                           | Canyon Capital CLO 2019-1 Ltd                                                           | CUSIP: 13887TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $245423.50    | 0.01%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2019-1 Ltd                                                           | Canyon Capital CLO 2019-1 Ltd                                                           | CUSIP: 13887TAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $239153.00    | 0.01%             | 2032-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10438.01     | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1792000 | PA      | $1685542.12   | 0.06%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      824000 | PA      | $781303.26    | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      375000 | PA      | $295165.43    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                 | Mercedes-Benz Finance North America LLC                                                 | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      622000 | PA      | $590881.71    | 0.02%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       12585 | NS      | $774103.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                               | OHA Credit Funding 3 Ltd.                                                               | CUSIP: 67112RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255812 | PA      | $246883.39    | 0.01%             | 2035-07-02      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc.                                                                 | Offerpad Solutions Inc.                                                                 | CUSIP: 67623L117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34553 | NS      | $777.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                                                      | Omnicom Group Inc.                                                                      | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      306000 | PA      | $299090.86    | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                     | Oncor Electric Delivery Company LLC                                                     | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      323000 | PA      | $316050.46    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                   | Open Text Corporation                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |      963000 | PA      | $970977.82    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 94989JBB1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $469496.80    | 0.02%             | 2025-04-17      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                               | Legal & General Group PLC                                                               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       69682 | NS      | $211702.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                           | Rio Tinto PLC                                                                           | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       33299 | NS      | $2341244.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-1745                                         | Wells Fargo Commercial Mortgage Trust 2018-1745                                         | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332000 | PA      | $291702.90    | 0.01%             | 2028-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                               | BP P.L.C.                                                                               | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      128230 | NS      | $736384.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                  | Kering                                                                                  | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       15783 | NS      | $8067243.73   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                  | Mercedes-Benz Group AG                                                                  | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      169527 | NS      | $11203167.14  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                 | STMicroelectronics N.V.                                                                 | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       38120 | NS      | $1354576.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Company Limited                                                 | Anhui Gujing Distillery Company Limited                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        2200 | NS      | $35249.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                                | Oracle Corporation Japan                                                                | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        3600 | NS      | $233602.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                           | LG Chem, Ltd.                                                                           | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |        4934 | NS      | $2355516.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                           | Nomura Research Institute Ltd                                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       17200 | NS      | $411804.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-CIP                                                   | BX Commercial Mortgage Trust 2021-CIP                                                   | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1706125 | PA      | $1569805.10   | 0.05%             | 2023-12-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Cambridge Trust Company                                                                 | Cambridge Trust Company                                                                 | CUSIP: 12482HAN4<br>LEI: 549300Q8HL7EWEE0HW14 | Long             | ABS-MBS          | CORP              | US        |      335555 | PA      | $321311.90    | 0.01%             | 2037-12-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                   | Honda Motor Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       13700 | NS      | $312099.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                                        | Hoya Corporation                                                                        | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       49222 | NS      | $4730396.41   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                    | Steel Dynamics, Inc.                                                                    | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      323000 | PA      | $284802.05    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                            | Takeda Pharmaceutical Co Ltd                                                            | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | US        |      422000 | PA      | $418396.71    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                              | CD 2017-CD6 Mortgage Trust                                                              | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132488 | PA      | $113344.82    | 0.00%             | 2027-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc                                                                   | CDI Escrow Issuer Inc                                                                   | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      474000 | PA      | $427343.32    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc.                                                                     | TIBCO Software Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2254000 | PA      | $1908568.64   | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                               | The Toronto-Dominion Bank                                                               | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1055476.42   | 0.04%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                               | The Toronto-Dominion Bank                                                               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |       28000 | PA      | $25718.87     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hangzhou Robam Appliances Co., Ltd.                                                     | Hangzhou Robam Appliances Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      259000 | NS      | $1031857.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                               | CDW Corp.                                                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        4396 | NS      | $785037.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                                            | CF Industries Holdings, Inc.                                                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      124089 | NS      | $10572382.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Jawbone Inc.                                                                            | Jawbone Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       97846 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LONGi Green Energy Technology Co., Ltd.                                                 | LONGi Green Energy Technology Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |       53400 | NS      | $323995.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| True Potential LLP                                                                      | True Potential LLP                                                                      | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     1039000 | PA      | $956155.78    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| True Potential LLP                                                                      | True Potential LLP                                                                      | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | GB        |     1247000 | PA      | $1241988.87   | 0.04%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Trust 2018-TAN                                                                    | CFCRE Trust 2018-TAN                                                                    | CUSIP: 12528DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165869 | PA      | $157893.36    | 0.01%             | 2023-02-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                       | Cigna Corporation                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        3786 | NS      | $1254453.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yifeng Pharmacy Chain Co., Ltd.                                                         | Yifeng Pharmacy Chain Co., Ltd.                                                         | CUSIP: N/A<br>LEI: 300300CZZIF44N1EZO06       | Long             | EC               | CORP              | CN        |       31170 | NS      | $286020.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partners VI Designated Activity Company                        | Oak Hill European Credit Partners VI Designated Activity Company                        | CUSIP: N/A<br>LEI: 549300KDAJJQKITHIP59       | Long             | ABS-CBDO         | CORP              | IE        |      104000 | PA      | $103797.49    | 0.00%             | 2032-01-20      | Floating      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Fiber Bidco S.P.A.                                                                      | Fiber Bidco S.P.A.                                                                      | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      786000 | PA      | $887472.14    | 0.03%             | 2027-10-25      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fiber Bidco S.P.A.                                                                      | Fiber Bidco S.P.A.                                                                      | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      518000 | PA      | $550700.11    | 0.02%             | 2027-10-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                         | CSX Corporation                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        3632 | NS      | $112519.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       75103 | NS      | $6998848.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniper SE                                                                               | Uniper SE                                                                               | CUSIP: N/A<br>LEI: 549300UXRTWGIBZQ4J67       | Long             | EC               | CORP              | DE        |       29649 | NS      | $82357.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co., Ltd                                                          | Ganfeng Lithium Group Co., Ltd                                                          | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |      202120 | NS      | $1504036.10   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Airbnb, Inc.                                                                            | Airbnb, Inc.                                                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        3654 | NS      | $312417.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO XX Ltd.                                                                   | Battalion CLO XX Ltd.                                                                   | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | US        |      285165 | PA      | $277839.11    | 0.01%             | 2034-07-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Allegion Public Limited Company                                                         | Allegion Public Limited Company                                                         | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        9183 | NS      | $966602.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEL Energy VI S.a r.l.                                                                  | FEL Energy VI S.a r.l.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      274413 | PA      | $235364.12    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Deere & Company                                                                         | Deere & Company                                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       19608 | NS      | $8407126.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                               | eBay Inc.                                                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       10674 | NS      | $442650.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      355000 | PA      | $286218.75    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Company                                                               | Colgate-Palmolive Company                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        3699 | NS      | $291444.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                           | Equinix, Inc.                                                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      263000 | PA      | $210859.27    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     7747473 | PA      | $453783.44    | 0.02%             | 2030-10-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     2389382 | PA      | $204731.06    | 0.01%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1391626 | PA      | $128563.26    | 0.00%             | 2030-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                   | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $856951.80    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      544000 | PA      | $421705.93    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1214882 | PA      | $97736.04     | 0.00%             | 2030-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                            | Fidelity National Information Services, Inc.                                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        2714 | NS      | $184144.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.                                            | Fidelity National Information Services, Inc.                                            | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       21000 | PA      | $18433.44     | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                     | Fifth Third Bancorp                                                                     | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      576000 | PA      | $546748.01    | 0.02%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      674000 | PA      | $659129.71    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                                     | IHS Holding Limited                                                                     | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $161609.86    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1508000 | PA      | $1470394.70   | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      919000 | PA      | $924876.32    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                             | Intuit Inc.                                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       11804 | NS      | $4594352.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                                                             | iShares China Large-Cap ETF                                                             | CUSIP: 464287184<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |      127132 | NS      | $3597835.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Media Corporation                                                               | Liberty Media Corporation                                                               | CUSIP: 531229409<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      117667 | NS      | $4625489.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Lions Gate Entertainment Corp.                                                          | Lions Gate Entertainment Corp.                                                          | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       71971 | NS      | $410954.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                         | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        4538 | NS      | $316480.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      729000 | PA      | $612724.94    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LUXE Trust 2021-TRIP                                                                    | LUXE Trust 2021-TRIP                                                                    | CUSIP: 55066WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190704 | PA      | $180558.15    | 0.01%             | 2038-10-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2021-STOR                                                 | MHP Commercial Mortgage Trust 2021-STOR                                                 | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602000 | PA      | $559164.03    | 0.02%             | 2023-07-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                 | MasterCard Incorporated                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       62318 | NS      | $21669838.14  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                  | SAP SE                                                                                  | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       10390 | NS      | $1072144.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                          | The Charles Schwab Corporation                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      188396 | NS      | $15685850.96  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                                               | The J. M. Smucker Company                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -7790 | NS      | $-1234403.40  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20893000 | PA      | $20762418.75  | 0.72%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                     | Vertex Pharmaceuticals Incorporated                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1482 | NS      | $427971.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                        | Paramount Global                                                                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $162520.75    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                          | Zebra Technologies Corporation                                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         713 | NS      | $182820.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                         | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      323000 | PA      | $263567.94    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                         | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      651000 | PA      | $628768.74    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danone                                                                                  | Danone                                                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       68732 | NS      | $3630309.30   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fila Holdings Corp.                                                                     | Fila Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3349 | NS      | $88464.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120209.54    | 0.00%             | 2024-06-18      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                                                      | Project Ruby Ultimate Parent Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      173925 | PA      | $164079.52    | 0.01%             | 2028-03-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                         | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      646000 | PA      | $623859.51    | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                             | International Business Machines Corporation                                             | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      977000 | PA      | $929958.14    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc                                                                      | Signal Parent, Inc                                                                      | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      655013 | PA      | $390276.15    | 0.01%             | 2028-03-24      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                                                                  | ECL Entertainment, LLC                                                                  | CUSIP: 26826TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1006262 | PA      | $1002911.65   | 0.03%             | 2028-03-31      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1232097.42   | 0.04%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1359175.59   | 0.05%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| City Brewing Company, LLC                                                               | City Brewing Company, LLC                                                               | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      414857 | PA      | $177351.43    | 0.01%             | 2028-03-30      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Babilou Family                                                                          | Babilou Family                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     4036000 | PA      | $4132658.84   | 0.14%             | 2027-11-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                                             | Jazz Financing Lux S.a.r.l.                                                             | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      533596 | PA      | $528174.40    | 0.02%             | 2028-04-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                                                         | Sovos Brands Intermediate, Inc.                                                         | CUSIP: 84611UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      192418 | PA      | $186966.55    | 0.01%             | 2028-06-02      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                                                      | Ovintiv Canada ULC                                                                      | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |        9224 | NS      | $467749.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                                                    | PPG Industries, Inc.                                                                    | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      282000 | PA      | $249989.00    | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                            | The Sherwin-Williams Company                                                            | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      323000 | PA      | $283399.72    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                            | The Sherwin-Williams Company                                                            | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      323000 | PA      | $255793.16    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Volta Inc.                                                                              | Volta Inc.                                                                              | CUSIP: 92873V110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23520 | NS      | $1535.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO 2017-3 Ltd                                                                     | Voya CLO 2017-3 Ltd                                                                     | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $145445.10    | 0.01%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd                                                                     | Whitebox CLO II Ltd                                                                     | CUSIP: 96466CAL2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | US        |      213000 | PA      | $205862.80    | 0.01%             | 2034-10-24      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                                                                     | Wynn Las Vegas, LLC                                                                     | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |       93000 | PA      | $84169.96     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Agilent Technologies, Inc.                                                              | Agilent Technologies, Inc.                                                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1695 | NS      | $253656.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                                                | Allegiant Travel Company                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      372000 | PA      | $354106.99    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      323000 | PA      | $295997.23    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                  | Standard Chartered PLC                                                                  | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       17908 | NS      | $135624.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                      | Smith & Nephew PLC                                                                      | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        6913 | NS      | $93062.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      424000 | PA      | $338941.36    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                              | Xerox Holdings Corporation                                                              | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     1672000 | PA      | $1538993.69   | 0.05%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai                                                | Gree Electric Appliances, Inc. of Zhuhai                                                | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |      204200 | NS      | $946487.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      824000 | PA      | $543602.77    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Independence Plaza Trust 2018-INDP                                                      | Independence Plaza Trust 2018-INDP                                                      | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      354000 | PA      | $329396.33    | 0.01%             | 2025-07-11      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| India Green Energy Holdings                                                             | India Green Energy Holdings                                                             | CUSIP: 45410FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $241873.03    | 0.01%             | 2024-04-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hino Motors, Ltd.                                                                       | Hino Motors, Ltd.                                                                       | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       65800 | NS      | $249421.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                  | Mitsubishi Corporation                                                                  | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       22300 | NS      | $725589.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                         | Mitsubishi Electric Corporation                                                         | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       21500 | NS      | $213073.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Univar Solutions Inc.                                                                   | Univar Solutions Inc.                                                                   | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       11257 | NS      | $357972.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      325000 | PA      | $318103.71    | 0.01%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Glodon Company Limited                                                                  | Glodon Company Limited                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       62698 | NS      | $540215.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Limited                                                                           | Bunge Limited                                                                           | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |       75205 | NS      | $7503202.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Company Limited                                                                     | BYD Company Limited                                                                     | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      108000 | NS      | $3978337.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N.V.                                                                            | Ferrari N.V.                                                                            | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |       10492 | NS      | $2253145.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                       | Compass Group PLC                                                                       | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      447777 | NS      | $10462458.55  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                       | National Grid PLC                                                                       | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       10339 | NS      | $124447.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                            | Nutrien Ltd.                                                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       13683 | NS      | $998939.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $271884.00    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                | Lloyds Banking Group PLC                                                                | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $458356.50    | 0.02%             | 2024-10-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Sika AG                                                                                 | Sika AG                                                                                 | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         527 | NS      | $126934.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                     | Abbott Laboratories                                                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      153926 | NS      | $16899535.54  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XV                                                                           | Apidos CLO XV                                                                           | CUSIP: 03764QBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $271357.35    | 0.01%             | 2031-04-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                              | Apple Inc.                                                                              | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      646000 | PA      | $586427.11    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Bayview Commercial Asset Trust 2006-3                                                   | Bayview Commercial Asset Trust 2006-3                                                   | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65071 | PA      | $61602.88     | 0.00%             | 2036-10-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                      | Canadian Imperial Bank of Commerce                                                      | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       12566 | NS      | $508301.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Enbridge Inc.                                                                           | Enbridge Inc.                                                                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      514626 | NS      | $20113742.92  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                         | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                         | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        8496 | NS      | $197945.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Limited                                                                   | George Weston Limited                                                                   | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        1869 | NS      | $231885.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                                                      | Burberry Group PLC                                                                      | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       15950 | NS      | $391953.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum & Chemical Corporation                                                  | China Petroleum & Chemical Corporation                                                  | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |      410000 | NS      | $197372.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing 2022-FL10, LLC                                         | Ready Capital Mortgage Financing 2022-FL10, LLC                                         | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1997160 | PA      | $1986154.09   | 0.07%             | 2039-10-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                               | Realty Income Corporation                                                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      628000 | PA      | $640894.49    | 0.02%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                           | Banc of America Alternative Loan Trust 2006-3                                           | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      949500 | PA      | $933048.58    | 0.03%             | 2037-01-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1892000 | PA      | $1667002.75   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                               | The Toronto-Dominion Bank                                                               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |      742000 | PA      | $733781.61    | 0.03%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                            | VAT Group AG                                                                            | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |         479 | NS      | $131809.80    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Majid Al Futtaim Holding LLC                                                            | Majid Al Futtaim Holding LLC                                                            | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | US        |      300000 | PA      | $295990.50    | 0.01%             | 2024-05-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Majid Al Futtaim Holding LLC                                                            | Majid Al Futtaim Holding LLC                                                            | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | US        |      200000 | PA      | $191563.42    | 0.01%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC                                                                               | Aptiv PLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       49062 | NS      | $4569144.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                      | Seagate Technology Holdings Public Limited Company                                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        7177 | NS      | $377581.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company                                               | Trane Technologies Public Limited Company                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        3442 | NS      | $578565.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                             | AbbVie Inc.                                                                             | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2301000 | PA      | $2230246.55   | 0.08%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                        | Adani Electricity Mumbai Limited                                                        | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $227477.63    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83205.65     | 0.00%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      153000 | PA      | $87173.10     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                       | Benchmark 2021-B23 Mortgage Trust                                                       | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8375224 | PA      | $549175.18    | 0.02%             | 2054-02-18      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                       | Intel Corporation                                                                       | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      251000 | PA      | $244659.51    | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      777000 | PA      | $488415.36    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                    | Conagra Brands, Inc.                                                                    | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48379.82     | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corporation                                                                | Marathon Oil Corporation                                                                | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      337655 | NS      | $9140320.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Issuance Trust 2021-B                                                           | Oportun Issuance Trust 2021-B                                                           | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $85539.12     | 0.00%             | 2031-05-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                          | ConocoPhillips                                                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      205910 | NS      | $24297380.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                                       | Crown Castle Inc.                                                                       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      826000 | PA      | $785253.67    | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                  | PT Pertamina (Persero)                                                                  | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |      361000 | PA      | $329679.64    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                                  | PACCAR Financial Corp.                                                                  | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      528000 | PA      | $530791.39    | 0.02%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                         | Deere & Company                                                                         | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      141000 | PA      | $135550.77    | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                                  | GS Mortgage Securities Trust 2020-GC47                                                  | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      676292 | PA      | $549079.58    | 0.02%             | 2030-04-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      630000 | PA      | $621745.29    | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |      319000 | PA      | $264596.15    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                  | GS Mortgage Securities Trust 2020-GSA2                                                  | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      990053 | PA      | $90823.60     | 0.00%             | 2053-12-12      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Holding LLC                                                               | Ge Healthcare Holding LLC                                                               | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      323000 | PA      | $335127.68    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                       | Pitney Bowes Inc.                                                                       | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      616000 | PA      | $481118.43    | 0.02%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Qualcomm Incorporated                                                                   | Qualcomm Incorporated                                                                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     1747000 | PA      | $1822749.05   | 0.06%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                  | General Motors Company                                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       39222 | NS      | $1319428.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                                  | General Motors Company                                                                  | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2671000 | PA      | $2669314.60   | 0.09%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                            | Telefonica Emisiones, S.A.U.                                                            | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $482361.42    | 0.02%             | 2026-02-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vivo Energy Investments B.V.                                                            | Vivo Energy Investments B.V.                                                            | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | US        |      358000 | PA      | $320275.75    | 0.01%             | 2027-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc.                                                                              | WRKCo Inc.                                                                              | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      323000 | PA      | $310842.96    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                 | Waste Connections, Inc.                                                                 | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        1050 | NS      | $139188.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowlton Development Corporation Inc.                                                   | Knowlton Development Corporation Inc.                                                   | CUSIP: C4953EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     3528887 | PA      | $3679923.01   | 0.13%             | 2025-12-22      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                       | BHP Group Limited                                                                       | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       89069 | NS      | $2785319.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                              | Diageo PLC                                                                              | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |      -21280 | NS      | $-943829.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                | Lloyds Banking Group PLC                                                                | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    22806623 | NS      | $12562413.72  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                       | BHP Group Limited                                                                       | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       23815 | NS      | $737384.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co., Ltd.                                               | Samsung Fire & Marine Insurance Co., Ltd.                                               | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |        1041 | NS      | $164102.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co., Ltd.                                                                        | Capcom Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |         100 | NS      | $3193.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Limited                                                                | HCL Technologies Limited                                                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |       15633 | NS      | $196804.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                                     | Keyence Corporation                                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        6022 | NS      | $2343340.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                                  | Qantas Airways Limited                                                                  | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       66195 | NS      | $270191.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                                             | QBE Insurance Group Limited                                                             | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       50484 | NS      | $460924.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Company Limited                                                        | Great Wall Motor Company Limited                                                        | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      235500 | NS      | $303673.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Zijin Mining Group Co., Ltd.                                                            | Zijin Mining Group Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |       98000 | NS      | $132142.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Platinum                                                                 | Anglo American Platinum                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        3460 | NS      | $291101.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                              | Samsung Electronics Co Ltd                                                              | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |        9960 | NS      | $436819.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace CO., LTD.                                                              | Hanwha Aerospace CO., LTD.                                                              | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |        6153 | NS      | $360624.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                    | Shionogi & Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        6000 | NS      | $299379.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RXO Inc.                                                                                | RXO Inc.                                                                                | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       73617 | NS      | $1266212.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                                                    | Steel Dynamics, Inc.                                                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1071347.66   | 0.04%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2, Ltd.                                                                | TICP CLO VI 2016-2, Ltd.                                                                | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $245153.75    | 0.01%             | 2034-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TICP CLO XII, Ltd.                                                                      | TICP CLO XII, Ltd.                                                                      | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $239124.25    | 0.01%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1775625.05   | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      161000 | PA      | $146371.36    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      161000 | PA      | $139436.51    | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                            | Takeda Pharmaceutical Co Ltd                                                            | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287916.41    | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                | Talen Energy Supply, LLC                                                                | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      500000 | PA      | $519461.90    | 0.02%             | 2027-05-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                | Talen Energy Supply, LLC                                                                | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      572000 | PA      | $595158.35    | 0.02%             | 2028-06-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tap Rock Resources, LLC                                                                 | Tap Rock Resources, LLC                                                                 | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1465592.88   | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      729000 | PA      | $694310.21    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tesla Inc.                                                                              | Tesla Inc.                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       38428 | NS      | $4733561.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                          | Texas Instruments Incorporated                                                          | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      129000 | PA      | $106180.14    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                              | Apple Inc.                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      306288 | NS      | $39795999.84  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                           | Thermo Fisher Scientific Inc.                                                           | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $977342.36    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGL Energy Limited                                                                      | AGL Energy Limited                                                                      | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      110654 | NS      | $607264.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       97000 | PA      | $91653.36     | 0.00%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                               | Baxter International Inc.                                                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        3075 | NS      | $156732.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foshan Haitian Flavoring & Food Co., Ltd.                                               | Foshan Haitian Flavoring & Food Co., Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       60090 | NS      | $685020.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                                                            | Spirax-Sarco Engineering PLC                                                            | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       15719 | NS      | $2029521.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                 | Berkshire Hathaway Inc.                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        4059 | NS      | $1253825.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      925000 | PA      | $860904.22    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South32 Limited                                                                         | South32 Limited                                                                         | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      371898 | NS      | $1029424.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Healthcare Co. Ltd.                                                           | Celltrion Healthcare Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3294 | NS      | $152467.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $149996.00    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      901000 | PA      | $744904.38    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                   | Frontier Communications Holdings, LLC                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1293623.59   | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                                | Full House Resorts, Inc.                                                                | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       62000 | PA      | $54771.49     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                        | GATX Corporation                                                                        | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17206.37     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCI, LLC                                                                                | GCI, LLC                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      204000 | PA      | $173558.60    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust 2021-GCT                                                  | GCT Commercial Mortgage Trust 2021-GCT                                                  | CUSIP: 36167RAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $109575.32    | 0.00%             | 2023-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                                    | Frontier Florida LLC                                                                    | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1126578.11   | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                             | Koztarsasagi Elnoki Hivatal                                                             | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      344000 | PA      | $328516.22    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invesco QQQ Trust                                                                       | Invesco QQQ Trust                                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |       23900 | NS      | $6364092.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                                                        | JNL Government Money Market Fund                                                        | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   436245704 | NS      | $436245704.40 | 15.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      348000 | PA      | $343360.20    | 0.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LUXE Trust 2021-TRIP                                                                    | LUXE Trust 2021-TRIP                                                                    | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89982 | PA      | $86049.96     | 0.00%             | 2026-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2020-A                                                   | Mariner Finance Issuance Trust 2020-A                                                   | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $851108.76    | 0.03%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                           | MetLife, Inc.                                                                           | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      323000 | PA      | $318340.92    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands B.V.                                        | Mondelez International Holdings Netherlands B.V.                                        | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | US        |      471000 | PA      | $460669.93    | 0.02%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       66000 | PA      | $54687.90     | 0.00%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      517000 | PA      | $452815.23    | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       31000 | PA      | $26962.44     | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      174000 | PA      | $133387.13    | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1303131.10   | 0.05%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1221498.46   | 0.04%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $1080389.80   | 0.04%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                  | The PNC Financial Services Group, Inc.                                                  | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      332000 | PA      | $326606.59    | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                       | Sonova Holding AG                                                                       | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |        1707 | NS      | $405939.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                               | Rockwell Automation, Inc.                                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       14148 | NS      | $3644100.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                          | The Charles Schwab Corporation                                                          | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48336.50     | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                          | The Charles Schwab Corporation                                                          | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25740.03     | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                          | VeriSign, Inc.                                                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       15196 | NS      | $3121866.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         893 | NS      | $1058205.00   | 0.04%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                                             | Western Digital Corporation                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      155000 | PA      | $146168.77    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venustech Group Inc.                                                                    | Venustech Group Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      124398 | NS      | $466656.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                         | Santander UK Group Holdings PLC                                                         | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $225087.17    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                     | Evolution AB (publ)                                                                     | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        2943 | NS      | $287706.39    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DP World Salaam                                                                         | DP World Salaam                                                                         | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | US        |      260000 | PA      | $256963.98    | 0.01%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nongfu Spring Co., Ltd.                                                                 | Nongfu Spring Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |       24600 | NS      | $138787.78    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $546366.86    | 0.02%             | 2026-04-28      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                        | Air Products and Chemicals, Inc.                                                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       40052 | NS      | $12346429.52  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hedosophia European Growth                                                              | Hedosophia European Growth                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       40091 | NS      | $1287.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bicycle Club Joint Venture, L.P.                                                        | Bicycle Club Joint Venture, L.P.                                                        | CUSIP: N/A<br>LEI: 30030017NBX3U80ANB35       | Long             | EC               | CORP              | CN        |      186469 | NS      | $647933.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Jin Jiang International Hotel Co., Ltd.                                        | Shanghai Jin Jiang International Hotel Co., Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       50200 | NS      | $419579.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                               | The Toronto-Dominion Bank                                                               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219475.22    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corporation                                                                   | Albemarle Corporation                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       26668 | NS      | $5783222.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                                                       | Alcoa Corporation                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       38063 | NS      | $1730724.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                               | Shell PLC                                                                               | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      457190 | NS      | $12983591.69  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                        | Industria de Diseno Textil, S.A.                                                        | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       17459 | NS      | $466543.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                                                  | Align Technology, Inc.                                                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        3038 | NS      | $640714.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                                    | Baker Hughes Company                                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17163 | NS      | $506823.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178066.25    | 0.01%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                                                            | Copart, Inc.                                                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        8826 | NS      | $537415.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | EC               | CORP              | JP        |  3234450000 | PA      | $24652946.35  | 0.85%             | 2023-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                          | Estado Espanol                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     6544000 | PA      | $6378212.16   | 0.22%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                                | Darling Ingredients Inc.                                                                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        8391 | NS      | $525192.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                           | Equinix, Inc.                                                                           | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1022210.88   | 0.04%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                       | Eversource Energy                                                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       12680 | NS      | $1063091.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      269221 | PA      | $255357.83    | 0.01%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1350354 | PA      | $95294.62     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Emerging Markets ETF                                                       | iShares MSCI Emerging Markets ETF                                                       | CUSIP: 464287234<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |        8453 | NS      | $320368.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                                         | KLA Corporation                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        7036 | NS      | $2652783.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                     | Kinder Morgan, Inc.                                                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       18784 | NS      | $339614.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                                                     | Kinetik Holdings LP                                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      312000 | PA      | $292389.31    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                                     | Klabin Austria GmbH                                                                     | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $161174.17    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LKQ Corporation                                                                         | LKQ Corporation                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        2568 | NS      | $137156.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19605.87     | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      712000 | PA      | $456573.69    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      515000 | PA      | $483809.01    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      600000 | PA      | $587088.32    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mariner CLO 2016-3 LLC                                                                  | Mariner CLO 2016-3 LLC                                                                  | CUSIP: 56845AAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $245191.25    | 0.01%             | 2029-07-23      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                  | McDonald's Corporation                                                                  | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33879.77     | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MED Trust 2021-MDLN                                                                     | MED Trust 2021-MDLN                                                                     | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254000 | PA      | $244486.68    | 0.01%             | 2023-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                              | NIKE, Inc.                                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       14683 | NS      | $1718057.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                                                      | NVIDIA Corporation                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       40312 | NS      | $5891195.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2014-5, Ltd.                                                                    | OCP CLO 2014-5, Ltd.                                                                    | CUSIP: 67102SAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $191492.80    | 0.01%             | 2031-04-28      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                                 | Mazda Motor Corporation                                                                 | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       29300 | NS      | $222905.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                  | The PNC Financial Services Group, Inc.                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        2465 | NS      | $389322.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                                           | PepsiCo, Inc.                                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       13122 | NS      | $2370620.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $198000.00    | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      447000 | PA      | $351922.68    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      324000 | PA      | $296055.00    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                       | Pioneer Natural Resources Company                                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       10181 | NS      | $2325238.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                                                                | Advance Auto Parts, Inc.                                                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        3146 | NS      | $462556.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REI Agro Limited                                                                        | REI Agro Limited                                                                        | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $1533.65      | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Limited                                                                    | Schlumberger Limited                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      177699 | NS      | $9499788.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                | American Express Company                                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        3120 | NS      | $460980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                              | American Tower Corporation                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       54376 | NS      | $11520099.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                             | United Parcel Service, Inc.                                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       66204 | NS      | $11508903.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      323000 | PA      | $256466.36    | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                            | Honeywell International Inc.                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         877 | NS      | $187941.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                             | Humana Inc.                                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       33425 | NS      | $17119950.75  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                                  | Verisk Analytics, Inc.                                                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       11935 | NS      | $2105572.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                                            | ViaSat, Inc.                                                                            | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      616000 | PA      | $558616.39    | 0.02%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                        | Marsh & Mclennan Companies, Inc.                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      563000 | PA      | $546340.66    | 0.02%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                        | Marsh & Mclennan Companies, Inc.                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      742000 | PA      | $731524.30    | 0.03%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                | Marvell Technology, Inc.                                                                | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $194475.70    | 0.01%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc.                                                                 | Maxar Technologies Inc.                                                                 | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |      664000 | PA      | $691393.49    | 0.02%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                       | Merck & Co., Inc.                                                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      128094 | NS      | $14212029.30  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                                                                   | Mr. Cooper Group Inc.                                                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       16675 | NS      | $669167.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                        | NRG Energy, Inc.                                                                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      305000 | PA      | $286541.46    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP B.V.                                                                                | CUSIP: 62947QBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |      908000 | PA      | $901275.90    | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Suzano S.A.                                                                             | Suzano S.A.                                                                             | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |       12399 | NS      | $114101.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                 | DSV A/S                                                                                 | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        3092 | NS      | $488706.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                      | Anglo American PLC                                                                      | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       82150 | NS      | $3204428.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                                        | Societe Generale                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228095.03    | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Total Capital International                                                             | Total Capital International                                                             | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217050.07    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                                                  | Herens Holdco S.a r.l.                                                                  | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     1856000 | PA      | $1361562.43   | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                                            | Li Auto Inc.                                                                            | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | KY        |        6300 | NS      | $63077.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc.                                                            | JD Health International Inc.                                                            | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |      142350 | NS      | $1287493.85   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                                                  | Verisure Midholding AB                                                                  | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      238000 | PA      | $204267.07    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sani/Ikos Financial Holdings 1 S.a r.l.                                                 | Sani/Ikos Financial Holdings 1 S.a r.l.                                                 | CUSIP: N/A<br>LEI: 213800TZMBQZ462Y8A24       | Long             | DBT              | CORP              | LU        |     1224000 | PA      | $1207154.37   | 0.04%             | 2026-12-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP B.V.                                                                                | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |      183000 | PA      | $181294.55    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                | NXP B.V.                                                                                | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |      216000 | PA      | $134847.74    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | EC               | CORP              | JP        |  2070250000 | PA      | $15778636.58  | 0.55%             | 2023-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                              | Recruit Holdings Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       29146 | NS      | $930930.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iris BidCo GmbH                                                                         | Iris BidCo GmbH                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1921000 | PA      | $1766246.51   | 0.06%             | 2029-01-16      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                  | DirecTV Financing, LLC                                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      897432 | PA      | $871819.50    | 0.03%             | 2027-07-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                                   | Jack Ohio Finance LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      323519 | PA      | $316239.82    | 0.01%             | 2028-10-04      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| NTT Finance Corporation                                                                 | NTT Finance Corporation                                                                 | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |      589000 | PA      | $579686.08    | 0.02%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                         | National Australia Bank Limited                                                         | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22945.73     | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                       | Nationstar Mortgage Holdings Inc.                                                       | CUSIP: 63861CAA7<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      139000 | PA      | $124677.05    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                             | Navient Private Education Loan Trust 2021-D                                             | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $402865.97    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                             | Navient Private Education Loan Trust 2021-D                                             | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $999410.61    | 0.03%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2021-D                                             | Navient Private Education Loan Trust 2021-D                                             | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $323341.71    | 0.01%             | 2060-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                                                           | AGL CLO 5 Ltd                                                                           | CUSIP: 00119TAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      267388 | PA      | $255036.81    | 0.01%             | 2034-07-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      646000 | PA      | $507029.70    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                            | Public Service Enterprise Group Incorporated                                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        2607 | NS      | $159730.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                                           | Raymond James Financial, Inc.                                                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       45246 | NS      | $4834535.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                          | Synopsys, Inc.                                                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         631 | NS      | $201471.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                                                    | United Rentals, Inc.                                                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        4441 | NS      | $1578420.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                                                        | V.F. Corporation                                                                        | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       20356 | NS      | $562029.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      752000 | PA      | $473035.15    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGL Static CLO 18 Ltd                                                                   | AGL Static CLO 18 Ltd                                                                   | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      498000 | PA      | $470709.10    | 0.02%             | 2031-04-21      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                              | American Tower Corporation                                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1219168.05   | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $946941.92    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      693000 | PA      | $570177.05    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                          | Walgreens Boots Alliance, Inc.                                                          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       12145 | NS      | $453737.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lojas Renner S/A.                                                                       | Lojas Renner S/A.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       61674 | NS      | $227266.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                                            | Hikma Pharmaceuticals Public Limited Company                                            | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        7907 | NS      | $149306.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Euro CLO II Designated Activity Company                                            | Voya Euro CLO II Designated Activity Company                                            | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $244765.50    | 0.01%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-21M Mortgage Trust                                                              | BX 2021-21M Mortgage Trust                                                              | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      973730 | PA      | $892892.38    | 0.03%             | 2023-10-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                           | Becton, Dickinson and Company                                                           | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       77324 | NS      | $3872385.92   | 0.13%             | 2023-06-01      | Fixed         | 6.00%                 | No            |                  1 | On Loan: No      |
| Informa Jersey Limited                                                                  | Informa Jersey Limited                                                                  | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $218599.94    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                             | Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                             | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |       33889 | NS      | $3437194.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219509.07    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SURA Asset Management SA                                                                | SURA Asset Management SA                                                                | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | US        |      337000 | PA      | $332366.25    | 0.01%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                           | Boston Scientific Corporation                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      384343 | NS      | $17783550.61  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                           | Boston Scientific Corporation                                                           | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |       13608 | NS      | $1562470.56   | 0.05%             | 2023-06-01      | Fixed         | 5.50%                 | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      211025 | NS      | $681387.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                   | Volkswagen International Finance N.V.                                                   | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115744.88    | 0.00%             | 2025-10-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Brown-Forman Corporation                                                                | Brown-Forman Corporation                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        6781 | NS      | $445376.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenango Park CLO, Ltd                                                                  | Chenango Park CLO, Ltd                                                                  | CUSIP: 16409TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      263834 | PA      | $255419.28    | 0.01%             | 2030-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                | Tencent Holdings Limited                                                                | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      183600 | NS      | $7801385.85   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                     | Cabinet Office, Government of Japan                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | EC               | CORP              | JP        |  3805950000 | PA      | $29001083.80  | 1.00%             | 2023-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      162000 | PA      | $157053.45    | 0.01%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust 2020-ICE5                                                            | Cold Storage Trust 2020-ICE5                                                            | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960382 | PA      | $934008.89    | 0.03%             | 2023-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                           | LG Chem, Ltd.                                                                           | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |       14027 | NS      | $4828687.36   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Limited                                                                 | Endeavour Group Limited                                                                 | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |       74274 | NS      | $323893.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      209573 | NS      | $7328767.81   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      597000 | PA      | $497748.75    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank U.A.                                                              | Cooperatieve Rabobank U.A.                                                              | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204573.70    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                      | Hexagon Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |      109342 | NS      | $1147548.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                                    | HCA Healthcare, Inc.                                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        8658 | NS      | $2077573.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      293000 | PA      | $271047.66    | 0.01%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Medicine Co., Ltd.                                                      | Jiangsu Hengrui Medicine Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       93500 | NS      | $516679.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corporation Limited                                       | China Tourism Group Duty Free Corporation Limited                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       14400 | NS      | $444609.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      311000 | PA      | $283371.81    | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                            | The Huntington National Bank                                                            | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251028.46    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Invesco Municipal Opportunity Trust                                                     | Invesco Municipal Opportunity Trust                                                     | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |       32705 | NS      | $324106.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                                    | McKesson Corporation                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        7004 | NS      | $2627340.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TBEA Co., Ltd.                                                                          | TBEA Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       40600 | NS      | $117024.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpek S.A.B. de C.V.                                                                    | Alpek S.A.B. de C.V.                                                                    | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | US        |      289000 | PA      | $242398.75    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-B                                                        | Nelnet Student Loan Trust 2021-B                                                        | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $773063.79    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                        | Gen Digital Inc.                                                                        | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1022095.72   | 0.04%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                | Comision Federal De Electricidad, E.P.E.                                                | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |      342000 | PA      | $338823.68    | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |      231000 | PA      | $233021.25    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                        | Gen Digital Inc.                                                                        | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      460000 | PA      | $453153.55    | 0.02%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      323000 | PA      | $339230.36    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Otis Worldwide Corporation                                                              | Otis Worldwide Corporation                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       29510 | NS      | $2310928.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Bank, National Association                                                          | PNC Bank, National Association                                                          | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      882000 | PA      | $850030.41    | 0.03%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                             | Phillips 66                                                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        9870 | NS      | $1027269.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                                         | UnitedHealth Group Incorporated                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      323000 | PA      | $307451.78    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                        | Uniti Group Inc.                                                                        | CUSIP: 91327AAA0<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      195000 | PA      | $189257.65    | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Legacy Vulcan Corp.                                                                     | Legacy Vulcan Corp.                                                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       43618 | NS      | $7637947.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                                            | Walmart Inc.                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       47120 | NS      | $6681144.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      172358 | NS      | $7116661.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                          | Wells Fargo Commercial Mortgage Trust 2020-C58                                          | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5106497 | PA      | $500127.80    | 0.02%             | 2053-07-17      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                        | Welltower OP LLC                                                                        | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      679000 | PA      | $611973.94    | 0.02%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                   | Ardagh Metal Packaging Finance Public Limited Company                                   | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      261000 | PA      | $221840.65    | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Ardagh Metal Packaging Finance Public Limited Company                                   | Ardagh Metal Packaging Finance Public Limited Company                                   | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      253000 | PA      | $247881.65    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kone Corporation                                                                        | Kone Corporation                                                                        | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        5011 | NS      | $259582.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                                               | Hana Financial Group Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       14865 | NS      | $496311.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |     5455835 | PA      | $1500354.63   | 0.05%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |     6724980 | PA      | $1765307.22   | 0.06%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Embraer S.A.                                                                            | Embraer S.A.                                                                            | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |      141703 | NS      | $383946.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                                    | MS&AD Insurance Group Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        4600 | NS      | $147141.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |     2278257 | PA      | $720498.78    | 0.02%             | 2038-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc.                                                       | Mettler-Toledo International Inc.                                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         302 | NS      | $436525.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                                                           | Novozymes A/S                                                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        1993 | NS      | $101069.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Fosun Pharmaceutical (Group) Co., Ltd.                                         | Shanghai Fosun Pharmaceutical (Group) Co., Ltd.                                         | CUSIP: N/A<br>LEI: 300300DMUYLW3FP1OT73       | Long             | EC               | CORP              | CN        |       64000 | NS      | $204896.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                          | COMMERZBANK Aktiengesellschaft                                                          | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      179654 | NS      | $1707570.41   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio City Development Company B.V.                                                       | Bio City Development Company B.V.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      600000 | PA      | $57780.00     | 0.00%             | 2024-07-06      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Lenovo Group Limited                                                                    | Lenovo Group Limited                                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      196000 | NS      | $157750.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co., Ltd.                                                                    | SK Telecom Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |       10779 | NS      | $402794.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                        | Coca-Cola HBC AG                                                                        | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       18598 | NS      | $448119.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                      | Millicom International Cellular SA                                                      | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |      234000 | PA      | $217327.50    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $446296.02    | 0.02%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fideicomiso F/80460                                                                     | Fideicomiso F/80460                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      297000 | PA      | $226792.17    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PetroChina Company Limited                                                              | PetroChina Company Limited                                                              | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |      372000 | NS      | $169565.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                         | Toyota Motor Credit Corporation                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44743.40     | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                | Saudi Arabia, Kingdom of                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |      399000 | PA      | $394860.38    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OCP Euro CLO 2017-1 Designated Activity Company                                         | OCP Euro CLO 2017-1 Designated Activity Company                                         | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |      104000 | PA      | $104854.77    | 0.00%             | 2032-01-15      | Floating      | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO III Ltd                                                                    | Trestles CLO III Ltd                                                                    | CUSIP: 89532TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380356 | PA      | $373581.86    | 0.01%             | 2033-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                               | Union Pacific Corporation                                                               | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      733000 | PA      | $717369.70    | 0.02%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |      235417 | PA      | $223645.84    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 S.A.                                                               | Garfunkelux Holdco 3 S.A.                                                               | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      390000 | PA      | $330915.97    | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Douglas GmbH                                                                            | Douglas GmbH                                                                            | CUSIP: N/A<br>LEI: 5299009RL189JFHRYU70       | Long             | DBT              | CORP              | DE        |     1181000 | PA      | $1051903.60   | 0.04%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AlphaWave IP Group PLC                                                                  | AlphaWave IP Group PLC                                                                  | CUSIP: N/A<br>LEI: 213800ZXTO21EU4VMH37       | Long             | EC               | CORP              | GB        |      325443 | NS      | $403090.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco SPA                                                             | Finecobank Banca Fineco SPA                                                             | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       21573 | NS      | $359227.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministerio da Fazenda                                                                   | Ministerio da Fazenda                                                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    90281000 | PA      | $14250968.58  | 0.49%             | 2024-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                                     | Verisure Holding AB                                                                     | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      680000 | PA      | $759358.46    | 0.03%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States Oil Fund LP                                                               | United States Oil Fund LP                                                               | CUSIP: 91232N207<br>LEI: ZR7XWIN3GSRDDWZ9V446 | Long             | EC               | RF                | US        |       34651 | NS      | $2429381.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE Brasil Energia S.A.                                                               | ENGIE Brasil Energia S.A.                                                               | CUSIP: N/A<br>LEI: 52990057Q0EK2Q9YBC07       | Long             | EC               | CORP              | BR        |       32688 | NS      | $233756.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      807000 | PA      | $802280.26    | 0.03%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1393678.10   | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      961000 | PA      | $856486.00    | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                              | Fortum Oyj                                                                              | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        7502 | NS      | $125047.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour                                                                               | Carrefour                                                                               | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       13037 | NS      | $218528.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM Pacific Technology Limited                                                          | ASM Pacific Technology Limited                                                          | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |       20300 | NS      | $144437.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp.                                                              | Unimicron Technology Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      130000 | NS      | $509032.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA Corporation                                                                         | KIA Corporation                                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        4260 | NS      | $200004.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                               | Shell PLC                                                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      103276 | NS      | $5881568.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                                            | The Sherwin-Williams Company                                                            | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      467000 | PA      | $459470.19    | 0.02%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sprint Corporation                                                                      | Sprint Corporation                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1170216.12   | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                    | Steel Dynamics, Inc.                                                                    | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       68000 | PA      | $68336.94     | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                   | Cellnex Telecom, S.A.                                                                   | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      303124 | NS      | $10079662.22  | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217081.50    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |      324000 | PA      | $317115.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Fastenal Company                                                                        | Fastenal Company                                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        3900 | NS      | $184548.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195721.49    | 0.01%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $380352.16    | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      663000 | PA      | $618891.92    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Republic Bank                                                                     | First Republic Bank                                                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        3327 | NS      | $405528.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                            | Fiserv, Inc.                                                                            | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      322000 | PA      | $319095.56    | 0.01%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      700000 | PA      | $546792.59    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                            | Norfolk Southern Corporation                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        1837 | NS      | $452673.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $246901.46    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                                             | SITC International Holdings Company Limited                                             | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |      122000 | NS      | $269932.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DS Parent Inc.                                                                          | DS Parent Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11225 | PA      | $10668.46     | 0.00%             | 2027-12-07      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| SP DRI Meger Corp                                                                       | SP DRI Meger Corp                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      559190 | PA      | $478806.44    | 0.02%             | 2028-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                           | Becton, Dickinson and Company                                                           | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      660000 | PA      | $645006.98    | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                         | AstraZeneca PLC                                                                         | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       90027 | NS      | $12276725.72  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                       | Canadian National Railway Company                                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        2406 | NS      | $285805.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                                               | Vale S.A.                                                                               | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |        9526 | NS      | $161341.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                | Infineon Technologies AG                                                                | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       58932 | NS      | $1804928.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Round, Inc.                                                                       | Grand Round, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      644263 | NS      | $728017.62    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Estado Espanol                                                                          | Estado Espanol                                                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     3843000 | PA      | $3583820.15   | 0.12%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                                                                    | TE Connectivity Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       60116 | NS      | $6901316.80   | 0.24%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Kirk Beauty SUN GmbH                                                                    | Kirk Beauty SUN GmbH                                                                    | CUSIP: N/A<br>LEI: 9845005056B369360745       | Long             | DBT              | CORP              | DE        |     1469997 | PA      | $950554.64    | 0.03%             | 2026-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                              | Amgen Inc.                                                                              | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      216000 | PA      | $130918.46    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL4, Ltd.                                | Arbor Realty Commercial Real Estate Notes 2021-FL4, Ltd.                                | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105000 | PA      | $101199.15    | 0.00%             | 2036-11-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |      573072 | PA      | $154013.10    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ares LV CLO Ltd                                                                         | Ares LV CLO Ltd                                                                         | CUSIP: 04018BAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      424000 | PA      | $408206.42    | 0.01%             | 2034-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                         | AstraZeneca PLC                                                                         | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1029728.75   | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Atento Luxco 1                                                                          | Atento Luxco 1                                                                          | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $108299.21    | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25637.94     | 0.00%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      368000 | PA      | $288460.85    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55349.65     | 0.00%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                 | SMB Private Education Loan Trust 2021-A                                                 | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $616818.88    | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                                        | SPDR Gold Shares                                                                        | CUSIP: 78463V107<br>LEI: N/A                  | Long             | EC               | RF                | US        |       36058 | NS      | $6116879.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                        | Salesforce, Inc.                                                                        | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $1029975.43   | 0.04%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company                      | Shire Acquisitions Investments Ireland Designated Activity Company                      | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1268231.21   | 0.04%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      450000 | PA      | $314423.10    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      280000 | PA      | $264629.96    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      689000 | PA      | $556244.86    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11673600 | PA      | $10238111.42  | 0.35%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20710900 | PA      | $17144741.91  | 0.59%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6352900 | PA      | $5679889.66   | 0.20%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3874200 | PA      | $3891149.63   | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23209800 | PA      | $26679316.45  | 0.92%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                      | Teleperformance SE                                                                      | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |         756 | NS      | $180647.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co., Ltd.                                                      | Kobayashi Pharmaceutical Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |        4900 | NS      | $336533.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                              | East Japan Railway Company                                                              | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        6600 | NS      | $376035.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                                       | FANUC Corporation                                                                       | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       64200 | NS      | $9639537.64   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                                           | MediaTek Inc.                                                                           | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       13000 | NS      | $264167.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JEOL Ltd.                                                                               | JEOL Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4600 | NS      | $124167.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co., Ltd.                                                        | Morinaga Milk Industry Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               | CORP              | JP        |        2000 | NS      | $75769.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                           | Nippon Yusen Kabushiki Kaisha                                                           | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       12800 | NS      | $298169.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Orient Overseas (International) Limited                                                 | Orient Overseas (International) Limited                                                 | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |       16500 | NS      | $297509.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiba Bidco S.P.A.                                                                      | Shiba Bidco S.P.A.                                                                      | CUSIP: N/A<br>LEI: 815600658C215B62EA21       | Long             | DBT              | CORP              | IT        |     1589000 | PA      | $1441754.36   | 0.05%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                          | ING Groep N.V.                                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     1381629 | NS      | $16863664.39  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Masimo Corporation                                                                      | Masimo Corporation                                                                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        8168 | NS      | $1208455.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Limited                                                                             | CSL Limited                                                                             | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        1026 | NS      | $200983.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                                   | Origin Energy Limited                                                                   | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       43703 | NS      | $230108.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $184249.20    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                    | United Rentals (North America), Inc.                                                    | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      894000 | PA      | $890564.81    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                            | U.S. Bancorp                                                                            | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      689000 | PA      | $657704.52    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                            | U.S. Bancorp                                                                            | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1672000 | PA      | $1638035.83   | 0.06%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4860000 | PA      | $3709546.63   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                    | BPCE                                                                                    | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |      323000 | PA      | $241893.34    | 0.01%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-MP                                                  | Morgan Stanley Capital I Trust 2018-MP                                                  | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      338000 | PA      | $300393.51    | 0.01%             | 2028-07-13      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Indian Oil Corporation Limited                                                          | Indian Oil Corporation Limited                                                          | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |       92043 | NS      | $85370.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer