# EDGAR Filing Document

**Accession Number:** 0001571768
**File Stem:** 0001099263-26-003718
**Filing Date:** 2026-3
**Character Count:** 761905
**Document Hash:** ef9f8ee3515c06364f9b5e8db74bce09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003718.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001099263-26-003718

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22810
- **FILM NUMBER:** 26812546

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $859910066.34

**Total Liabilities:** $7526592.25

**Net Assets:** $852383474.09

**Delayed Delivery Securities:** $100452.81

**Cash Not Reported:** $906894.98

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127047 | 0.83%                | 0.86%                | 2.50%                |
| Class ID C000127048 | 0.84%                | 0.86%                | 2.46%                |
| Class ID C000169948 | 0.83%                | 0.87%                | 2.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3077276.67              | $2531788.21                                |
| Month 2  | $3353545.80              | $1953900.07                                |
| Month 3  | $5997946.26              | $14579386.20                               |

**Designated Index Information**

- **Index Name:** Benchmark for GAF

- **Index Identifier:** GAF_BMRK

### Schedule of Portfolio Investments

| Name                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3I GROUP PLC                                     | 3I GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      4175 | NS      | $191795.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 58.COM DISSENTERS RIGHTS                         | 58.COM DISSENTERS RIGHTS                                                         | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      5864 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AALBERTS NV                                      | AALBERTS NV                                                                      | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      1863 | NS      | $71536.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD-REG                                      | ABB LTD                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      4510 | NS      | $388302.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                              | ABBOTT LABORATORIES                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     12556 | NS      | $1372370.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153615.60    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5610 | NS      | $1251086.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144005.65    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29360.78     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Wall Co SER A-8 CVT PFD STOCK PP            | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2450 | NS      | $539.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Long Wall Co  SER A-9 CVT PFD STOCK PP           | ABL SPACE SYSTEMS SER A-9 CVT PFD STK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       691 | NS      | $152.02       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                         | ABN AMRO BANK NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      6564 | NS      | $241839.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BANK                        | ABU DHABI COMMERCIAL BANK PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     52625 | NS      | $218283.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                              | ACADIA REALTY TRUST                                                              | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      9766 | NS      | $195417.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADESSO SE                                        | ADESSO SE                                                                        | CUSIP: 000000000<br>LEI: 529900KOICE97ZSA1O52 | Long             | EC               | CORP              | DE        |       163 | NS      | $15718.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIDAS AG                                        | ADIDAS AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      2996 | NS      | $531201.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                | ADMIRAL GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      3428 | NS      | $129009.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5881 | NS      | $1392209.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE ENERGY LTD                             | ADVANTAGE ENERGY LTD                                                             | CUSIP: 000000000<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      4110 | NS      | $33232.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADYEN NV                                         | ADYEN NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       460 | NS      | $682108.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AEDAS HOMES SAU                                  | AEDAS HOMES SA                                                                   | CUSIP: 000000000<br>LEI: 9598005H67MP8U20RW81 | Long             | EC               | CORP              | ES        |      2154 | NS      | $61159.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEDIFICA                                         | AEDIFICA SA                                                                      | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |      1205 | NS      | $106110.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                               | AERCAP HOLDINGS NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      2298 | NS      | $330130.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148310.74    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OPENAI GROUP PCB CLASS A COMMON PP               | AESTAS LLC dba OPENAI LLC EV UNITS Class A                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $165710.16    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFRMT 2025-2A A 144A                             | AFFIRM MASTER TRUST                                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130921.51    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                           | AGNICO EAGLE MINES LTD                                                           | CUSIP: 000000000<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2749 | NS      | $522565.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                           | AGNICO EAGLE MINES LTD                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       550 | NS      | $104775.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AHS HOSPITAL CORP                                | AHS HOSPITAL CORP                                                                | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18718.32     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                    | AIA GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     61600 | NS      | $710708.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AIFUL CORP                                       | AIFUL CORP                                                                       | CUSIP: 000000000<br>LEI: 5299005WK14QZ676ZY35 | Long             | EC               | CORP              | JP        |     84000 | NS      | $298680.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LINK COMMUNICATION LTD                       | AIR LINK COMMUNICATION LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PK        |     44000 | NS      | $28839.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                   | AIR LIQUIDE SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2190 | NS      | $410104.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR WATER INC                                    | AIR WATER INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $151792.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC-CLASS A                               | AIRBNB INC                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2871 | NS      | $371421.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                        | AIRBUS SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      6389 | NS      | $1462761.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRPORTS CORP OF VIETNAM JSC                     | AIRPORTS CORP OF VIETNAM JSC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      5980 | NS      | $12634.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                       | AIRTAC INTERNATIONAL GROUP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3000 | NS      | $108571.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                 | AJINOMOTO CO INC                                                                 | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      9100 | NS      | $208179.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL N.V.                                  | AKZO NOBEL NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      1127 | NS      | $78954.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI BANK                                    | AL RAJHI BANK                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     15931 | NS      | $454930.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMOS GOLD INC-CLASS A                          | ALAMOS GOLD INC                                                                  | CUSIP: 000000000<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      5678 | NS      | $210415.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMOS GOLD INC-CLASS A                          | ALAMOS GOLD INC                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      1213 | NS      | $44759.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALCOA CORP                                       | ALCOA CORP                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       475 | NS      | $26984.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                        | ALCON AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      2900 | NS      | $234842.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ALCON FINANCE CORP 144A                          | ALCON FINANCE CORP                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218982.29    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUIT                     | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1002 | NS      | $54749.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101337.65    | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                        | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     65128 | NS      | $1385506.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING-SP ADR                     | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       626 | NS      | $106144.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIANT ENERGY CORP                              | ALLIANT ENERGY CORP                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       485 | NS      | $31966.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLSTATE CORP                                    | ALLSTATE CORP/THE                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      5851 | NS      | $1164290.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                               | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113737.61    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL A                                | ALPHABET INC                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9009 | NS      | $3045042.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL C                                | ALPHABET INC                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34605 | NS      | $11714830.65  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHAMIN RESOURCES CORP                          | ALPHAMIN RESOURCES CORP                                                          | CUSIP: 000000000<br>LEI: 529900YI7Z8X5I42E192 | Long             | EC               | CORP              | MU        |     68321 | NS      | $66732.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS LTD                                          | ALS LTD                                                                          | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     10808 | NS      | $184292.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM                                           | ALSTOM SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      2395 | NS      | $76468.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINIUM BAHRAIN BSC                            | ALUMINIUM BAHRAIN BSC                                                            | CUSIP: 000000000<br>LEI: 213800YLHRSLSVOHFH73 | Long             | EC               | CORP              | BH        |     18921 | NS      | $53871.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM CORP OF CHINA LTD-H SHS                 | ALUMINUM CORP OF CHINA LTD                                                       | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     32000 | NS      | $55874.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALVOTECH SA                                      | ALVOTECH SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |      2255 | NS      | $11802.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALVOTECH SA                                      | ALVOTECH SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |      4454 | NS      | $23917.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                        | AMADEUS IT GROUP SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      8414 | NS      | $564130.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | AMAZON.COM INC                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153432.82    | 0.02%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     33033 | NS      | $7904796.90   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                        | AMCOR PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      2837 | NS      | $125537.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                               | AMEREN CORP                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      8456 | NS      | $873335.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                      | AMEREN CORP                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187421.75    | 0.02%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                          | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129790 | PA      | $123172.21    | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5569 | NS      | $1961234.73   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    285000 | PA      | $310249.55    | 0.04%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT CL A                       | AMERICAN HOMES 4 RENT                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5384 | NS      | $168626.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | AMERICAN HONDA FINANCE CORP                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136258.65    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2411 | NS      | $432244.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349478.02    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                      | AMERICAN WATER WORKS CO INC                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       768 | NS      | $99171.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAS GOLD AND SILVER COR                     | AMERICAS GOLD & SILVER CORP                                                      | CUSIP: 000000000<br>LEI: 5493005AKGOT669Z4P51 | Long             | EC               | CORP              | CA        |     11847 | NS      | $87787.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAS GOLD AND SILVER LOCKUP 4/26             | AMERICAS GOLD & SILVER CORP                                                      | CUSIP: 03062D886<br>LEI: 5493005AKGOT669Z4P51 | Long             | EC               | CORP              | CA        |      9243 | NS      | $65153.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                       | AMETEK INC                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      8280 | NS      | $1854554.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                    | AMPHENOL CORP                                                                    | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25028.34     | 0.00%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | AMPHENOL CORP                                                                    | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56606.47     | 0.01%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPLIFON SPA                                     | AMPLIFON SPA                                                                     | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     24447 | NS      | $394151.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                               | ANALOG DEVICES INC                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6880 | NS      | $2138854.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AOMT 2021-1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48898 | PA      | $43664.42     | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL 144A                      | ANGLO AMERICAN CAPITAL PLC                                                       | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184645.66    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                               | ANGLO AMERICAN PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      5725 | NS      | $265455.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                            | ANGLOGOLD ASHANTI PLC                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      3798 | NS      | $342380.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                     | ANNALY CAPITAL MANAGEMENT INC                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     13831 | NS      | $318251.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                  | ANTOFAGASTA PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      8202 | NS      | $406421.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                           | ANZ GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     10060 | NS      | $255929.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                     | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1371 | NS      | $184454.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO HOSPITALS ENTERPRISE                      | APOLLO HOSPITALS ENTERPRISE LTD                                                  | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |      2386 | NS      | $180689.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | APPALACHIAN POWER CO                                                             | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200933.79    | 0.02%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                       | APPLE HOSPITALITY REIT INC                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      4338 | NS      | $50494.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                        | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     45726 | NS      | $11864982.48  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP-CLASS A                            | APPLOVIN CORP                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1105 | NS      | $522786.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC RESOURCES LTD                                | ARC RESOURCES LTD                                                                | CUSIP: 000000000<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |      4775 | NS      | $88616.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCA CONTINENTAL SAB DE CV                       | ARCA CONTINENTAL SAB DE CV                                                       | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     23429 | NS      | $263904.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                    | ARCELORMITTAL SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      4627 | NS      | $251283.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENX SE - ADR                                  | ARGENX SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       539 | NS      | $453029.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIFL 2023-B A2 144A                             | ARI FLEET LEASE TRUST 2023-B                                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28671 | PA      | $28876.85     | 0.00%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A2 144A                             | ARI FLEET LEASE TRUST 2026-A                                                     | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100076.85    | 0.01%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARION BANKI HF                                   | ARION BANKI HF                                                                   | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |     61468 | NS      | $100355.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | ARIS MINING CORP                                                                 | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |     22750 | NS      | $393632.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                              | ARISTA NETWORKS INC                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     10251 | NS      | $1452976.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC-SUBORDINATE VOTI                     | ARITZIA INC                                                                      | CUSIP: 000000000<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |       737 | NS      | $58092.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTEMIS GOLD INC                                 | ARTEMIS GOLD INC                                                                 | CUSIP: 04302L100<br>LEI: 529900GXBX7DGL5YMO49 | Long             | EC               | CORP              | CA        |      6024 | NS      | $174661.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | ARTHUR J GALLAGHER & CO                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20463.90     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                         | ASAHI GROUP HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     10700 | NS      | $112016.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASANTE GOLD CORP                                 | ASANTE GOLD CORP                                                                 | CUSIP: 000000000<br>LEI: 529900F9PV1G9S5YD446 | Long             | EC               | CORP              | CA        |     14844 | NS      | $20494.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE TECHNOLOGY HOLDING CO LTD                    | ASE TECHNOLOGY HOLDING CO LTD                                                    | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     32000 | NS      | $297507.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA COMMERCIAL BANK                             | ASIA COMMERCIAL BANK JSC                                                         | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |    396726 | NS      | $369490.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                                       | ASICS CORP                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      9900 | NS      | $238319.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKER HEALTHCARE GROUP AB                        | ASKER HEALTHCARE GROUP AB                                                        | CUSIP: 000000000<br>LEI: 636700RZEYK9TOWV8F05 | Long             | EC               | CORP              | SE        |     12338 | NS      | $103995.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM INTERNATIONAL NV                             | ASM INTERNATIONAL NV                                                             | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       111 | NS      | $93221.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                               | ASML HOLDING NV                                                                  | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       338 | NS      | $480974.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                  | ASML HOLDING NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1918 | NS      | $2750231.78   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                 | ASR NEDERLAND NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      1259 | NS      | $91442.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB-B                                  | ASSA ABLOY AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     10632 | NS      | $429893.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTA ENERGY SOLUTIONS AG                         | ASTA ENERGY SOLUTIONS AG                                                         | CUSIP: 000000000<br>LEI: 529900H9GYEOPOXFNN04 | Long             | EC               | CORP              | AT        |       363 | NS      | $17211.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAL LTD                                       | ASTRAL LTD                                                                       | CUSIP: 000000000<br>LEI: 3358007M1SKFTVDRMC40 | Long             | EC               | CORP              | IN        |      8566 | NS      | $137651.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                  | ASTRAZENECA PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     16144 | NS      | $3007854.75   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T INC                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197650.96    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                       | ATHENE GLOBAL FUNDING                                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175765.67    | 0.02%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                           | ATKINSREALIS GROUP INC                                                           | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      2400 | NS      | $168430.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | ATLASSIAN CORP                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35984.57     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | ATMOS ENERGY CORP                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      3377 | NS      | $561730.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRENEW INC-ADR                                  | ATRENEW INC                                                                      | CUSIP: 00138L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10800 | NS      | $63504.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS CORP                                         | ATS CORP                                                                         | CUSIP: 000000000<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      2370 | NS      | $67358.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATTIJARIWAFA BANK                                | ATTIJARIWAFA BANK                                                                | CUSIP: 000000000<br>LEI: 213800NKX83414QQZ664 | Long             | EC               | CORP              | MA        |      2766 | NS      | $223190.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUCTION TECHNOLOGY GROUP                         | AUCTION TECHNOLOGY GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |     28156 | NS      | $119128.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSGOLD LTD                                      | AUSGOLD LTD                                                                      | CUSIP: 000000000<br>LEI: 894500N1FW604CKRQQ71 | Long             | EC               | CORP              | AU        |     52521 | NS      | $40292.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV INC SDR                                  | AUTOLIV INC                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1243 | NS      | $148425.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AUTOZONE INC                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69803.08     | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AUTOZONE INC                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       346 | NS      | $1281684.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                     | AUTOZONE INC                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169650.79    | 0.02%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                        | AVALONBAY COMMUNITIES INC                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1702 | NS      | $302394.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99817.79     | 0.01%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                        | AVIVA PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     84443 | NS      | $736161.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                           | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     14059 | NS      | $641078.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS BANK LTD                                    | AXIS BANK LTD                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      8131 | NS      | $121309.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                        | AXIS CAPITAL HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       974 | NS      | $100497.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCAO                        | B3 SA - BRASIL BOLSA BALCAO                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     56070 | NS      | $172383.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD              | BADGER INFRASTRUCTURE SOLUTIONS LTD                                              | CUSIP: 000000000<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      3614 | NS      | $204341.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU INC-CLASS A                                | BAIDU INC                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      4002 | NS      | $76708.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINANCE LTD                                | BAJAJ FINANCE LTD                                                                | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     25316 | NS      | $256131.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                  | BAKER HUGHES CO                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3705 | NS      | $207628.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                        | BALL CORP                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     23008 | NS      | $1308464.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIC CLASSIFIEDS GROUP                         | BALTIC CLASSIFIEDS GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | GB        |      2166 | NS      | $6052.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MEDIOLANUM SPA                             | BANCA MEDIOLANUM SPA                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      2770 | NS      | $64979.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA SA                            | BANCA TRANSILVANIA SA                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | EC               | CORP              | RO        |     41790 | NS      | $315173.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BBVA ARGENTINA SA-ADR                      | BANCO BBVA ARGENTINA SA                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |      1450 | NS      | $29319.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARGENTA                     | BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     46341 | NS      | $1176304.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO COMERCIAL PORTUGUES-R                      | BANCO COMERCIAL PORTUGUES SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    127715 | NS      | $138239.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | BANCO SANTANDER SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     50083 | NS      | $639463.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | BANCO SANTANDER SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192889.50    | 0.02%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK ALFALAH LTD                                 | BANK ALFALAH LTD                                                                 | CUSIP: 000000000<br>LEI: 2549007VBBNOQL2IVZ08 | Long             | EC               | CORP              | PK        |    187159 | NS      | $85140.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                         | BANK CENTRAL ASIA TBK PT                                                         | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   1256700 | NS      | $555272.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK FOR FOREIGN TRADE JSC                       | BANK FOR FOREIGN TRADE OF VIETNAM JSC                                            | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |    144747 | NS      | $394059.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKMUSCAT SAOG                                  | BANK MUSCAT SAOG                                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | EC               | CORP              | OM        |     92527 | NS      | $86795.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399638.05    | 0.05%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111380.09    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     67678 | NS      | $3600469.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50014.17     | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS PLC                      | BANK OF CYPRUS HOLDINGS PLC                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |     11636 | NS      | $128384.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | BANK OF MONTREAL                                                                 | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89799.22     | 0.01%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK PEKAO SA                                    | BANK POLSKA KASA OPIEKI SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     11474 | NS      | $697825.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA PERSER                     | BANK RAKYAT INDONESIA PERSERO TBK PT                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    244800 | NS      | $55570.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                               | BANK5 2024-5YR8                                                                  | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $47346.79     | 0.01%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                    | BANNER HEALTH                                                                    | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58257.07     | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NQM1 A3 144A                           | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                           | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54789 | PA      | $50901.07     | 0.01%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | BARCLAYS PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    130562 | NS      | $871379.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $330249.39    | 0.04%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                              | BARRICK MINING CORP                                                              | CUSIP: 000000000<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     16826 | NS      | $769103.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                          | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      1188 | NS      | $64406.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114637.23    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                   | BAWAG GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      9476 | NS      | $1541517.45   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL BRDG SUB SR S10 TXBLE           | BAY AREA TOLL AUTHORITY                                                          | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    300000 | PA      | $244170.96    | 0.03%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP             | BAYVIEW FINANCING TRUST 2024-2F A                                                | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87296 | PA      | $87531.65     | 0.01%             | 2029-11-01      | Variable      | 6.54%                 | Yes           |                  3 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                           | BBCMS 2019-BWAY MORTGAGE TRUST                                                   | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $624.00       | 0.00%             | 2034-11-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/MEXICO                          | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | CUSIP: YV5671248<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    215000 | PA      | $220811.51    | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BDO UNIBANK INC                                  | BDO UNIBANK INC                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    110104 | NS      | $252351.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                      | BE SEMICONDUCTOR INDUSTRIES NV                                                   | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       722 | NS      | $140532.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BECHTLE AG                                       | BECHTLE AG                                                                       | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      1808 | NS      | $93712.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | BECTON DICKINSON & CO                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174769.89    | 0.02%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BEIERSDORF AG                                    | BEIERSDORF AG                                                                    | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      2366 | NS      | $282215.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJER REF AB                                    | BEIJER REF AB                                                                    | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |      5428 | NS      | $77266.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING HUAFENG TEST & CONTROL TECHNOLOGY CO LTD | BEIJING HUAFENG TEST & CONTROL TECHNOLOGY CO LTD                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2701 | NS      | $116898.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEL FUSE INC-CL B                                | BEL FUSE INC                                                                     | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       155 | NS      | $31184.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMARK 2023-B39 A5                                | BENCHMARK 2023-B39 MORTGAGE TRUST                                                | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $111297.34    | 0.01%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A3                                 | BENCHMARK 2024-V8 MORTGAGE TRUST                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $73957.19     | 0.01%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A5                                | BENCHMARK 2025-B41 MORTGAGE TRUST                                                | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103587.60    | 0.01%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V16 A3                                | BENCHMARK 2025-V16 MORTGAGE TRUST                                                | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $187221.82    | 0.02%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 A3                                | BENCHMARK 2025-V19 MORTGAGE TRUST                                                | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103357.87    | 0.01%             | 2058-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENETEAU                                         | BENETEAU SACA                                                                    | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |      8533 | NS      | $80250.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENZ MINING CORP-CDI                             | BENZ MINING CORP                                                                 | CUSIP: 000000000<br>LEI: 549300GDAU4EXWZFUR08 | Long             | EC               | CORP              | CA        |     15870 | NS      | $26953.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEONE MEDICINES LTD-ADR                          | BEONE MEDICINES LTD                                                              | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |       152 | NS      | $51737.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAMERICAN ENERGY HLDGS                         | BERKSHIRE HATHAWAY ENERGY CO                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23929.52     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B                      | BERKSHIRE HATHAWAY INC                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5647 | NS      | $2713552.91   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD 2025-5MW A 144A                             | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100361.73    | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                | BHARTI AIRTEL LTD                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     27654 | NS      | $593094.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                                 | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3496 | NS      | $120645.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP GROUP LTD                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     27651 | NS      | $952365.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG YELLOW GROUP PLC                             | BIG YELLOW GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |     13745 | NS      | $194571.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM BIRLESIK MAGAZALAR AS                        | BIM BIRLESIK MAGAZALAR AS                                                        | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |     19114 | NS      | $291693.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BINH MINH PLASTICS JSC                           | BINH MINH PLASTICS JSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     20600 | NS      | $129653.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC                              | BIZLINK HOLDING INC                                                              | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      7000 | NS      | $284278.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PARTNERS OFFSHORE FD-E1               | BLACKSTONE PARTNERS OFFSHORE FD-E1                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21610 | NS      | $63570650.61  | 7.46%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE STAR LTD                                    | BLUE STAR LTD                                                                    | CUSIP: 000000000<br>LEI: 335800CWJUVEKQ1TE879 | Long             | EC               | CORP              | IN        |      4046 | NS      | $80209.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LTD                              | BLUESCOPE STEEL LTD                                                              | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      2652 | NS      | $55350.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                                 | BNP PARIBAS SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $320115.38    | 0.04%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP PARIBAS SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2574 | NS      | $278333.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | BOOKING HOLDINGS INC                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       523 | NS      | $2615962.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                     | BOOZ ALLEN HAMILTON HOLDING CORP                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      5616 | NS      | $496566.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSIDENG INTL HLDGS LTD                          | BOSIDENG INTERNATIONAL HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |    116000 | NS      | $70794.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSSARD HOLDING AG-REG A                         | BOSSARD HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |       273 | NS      | $53650.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BP PLC                                           | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     52276 | NS      | $331459.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAC BANK PLC                                    | BRAC BANK PLC                                                                    | CUSIP: 000000000<br>LEI: 254900EHCK80ARTPIK21 | Long             | EC               | CORP              | BD        |    307500 | NS      | $186100.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                             | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35041.86     | 0.00%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                           | BRIDGEPOINT GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     67166 | NS      | $249839.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A                     | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99157.28     | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                     | BRITISH AMERICAN TOBACCO PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      2233 | NS      | $134903.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78803.14     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194713.87    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     19229 | NS      | $6370567.70   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                                     | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204291.83    | 0.02%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116574.35    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIO                     | BROADRIDGE FINANCIAL SOLUTIONS INC                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2317 | NS      | $456703.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                  | BROOKFIELD CORP                                                                  | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      4107 | NS      | $187215.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BRP INC/CA                                       | BRP INC                                                                          | CUSIP: 000000000<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1221 | NS      | $92154.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BRUKER CORP                                      | BRUKER CORP                                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4381 | NS      | $194034.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BT GROUP PLC                                     | BT GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    138921 | NS      | $365157.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                        | BUNZL PLC                                                                        | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     12339 | NS      | $346023.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BUSY MING GROUP CO LTD-H SHS                     | BUSY MING GROUP CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       800 | NS      | $42088.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX 2021-LGCY C 144A                              | BX TRUST 2021-LGCY                                                               | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $224789.06    | 0.03%             | 2036-10-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                              | BX TRUST 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100468.09    | 0.01%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BYTEDANCE LTD CVT PFD SR E PP                    | BYTEDANCE LTD CVT PFD SR E PP                                                    | CUSIP: 000000000<br>LEI: 300300NIFA1100061063 | Long             | EP               | CORP              | US        |      1810 | NS      | $588503.40    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| C&D INTERNATIONAL INVESTMENT                     | C&D INTERNATIONAL INVESTMENT GROUP LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24000 | NS      | $49437.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | CADENCE DESIGN SYSTEMS INC                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60365.10     | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CALBEE INC                                       | CALBEE INC                                                                       | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |      2900 | NS      | $56741.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CALIFORNIA ST UNIV REV TXBLE SER B               | CALIFORNIA STATE UNIVERSITY                                                      | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $189733.25    | 0.02%             | 2041-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                            | CAMDEN PROPERTY TRUST                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       642 | NS      | $70010.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                      | CAMECO CORP                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1817 | NS      | $224199.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC 144A                             | CAMERON LNG LLC                                                                  | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25436.88     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC 144A                             | CAMERON LNG LLC                                                                  | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36993.08     | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMURUS AB                                       | CAMURUS AB                                                                       | CUSIP: 000000000<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |      1826 | NS      | $137072.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CAN APARTMENT PROP REAL ESTA                     | CANADIAN APARTMENT PROPERTIES REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |      1849 | NS      | $52361.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY CO                         | CANADIAN NATIONAL RAILWAY CO                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      2211 | NS      | $212742.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                       | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      5704 | NS      | $212090.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $103928.92    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21687.38     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $111975.75    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $127720.23    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $129688.47    | 0.02%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANVA CLASS B COMMON STOCK PP                    | CANVA COMMON STOCK PP                                                            | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $172844.70    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP                  | CANVA SERIES A CVT PFD STOCK PP                                                  | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         4 | NS      | $6584.56      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       248 | NS      | $54294.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTGD COMM TRUST                      | CAPITALAND INTEGRATED COMMERCIAL TRUST                                           | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |     31440 | NS      | $59025.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                        | CAPITEC BANK HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1263 | NS      | $339107.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPRICORN METALS LTD                             | CAPRICORN METALS LTD                                                             | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |     16617 | NS      | $155641.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                             | CAPSTONE COPPER CORP                                                             | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     18968 | NS      | $210206.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124191.11    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CAREL INDUSTRIES SPA                             | CAREL INDUSTRIES SPA                                                             | CUSIP: 000000000<br>LEI: 815600115DA6E507AE33 | Long             | EC               | CORP              | IT        |      5599 | NS      | $139256.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                                  | CARMAX AUTO OWNER TRUST 2025-4                                                   | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29976.25     | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                             | CARPENTER TECHNOLOGY CORP                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       258 | NS      | $82000.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRVNA 2021-P4 C                                  | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $151346.57    | 0.02%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P4                                           | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40186.52     | 0.00%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | CARVANA CO                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      4791 | NS      | $1921718.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                                  | CARVANA CO                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     40397 | PA      | $44470.64     | 0.01%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                  | CARVANA CO                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     29330 | PA      | $30590.13     | 0.00%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CASH PLUS SA                                     | CASH PLUS SA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       322 | NS      | $10411.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | CATERPILLAR FINANCIAL SERVICES CORP                                              | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243913.66    | 0.03%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                  | CATERPILLAR INC                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3903 | NS      | $2565676.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                   | CAVA GROUP INC                                                                   | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3795 | NS      | $230052.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CBRE GROUP INC - A                               | CBRE GROUP INC                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1792 | NS      | $305231.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE SERVICES INC                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5016.52      | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                         | CELULOSA ARAUCO Y CONSTITUCION SA                                                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $224424.67    | 0.03%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | CENCORA INC                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7244 | NS      | $2602189.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                               | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     10437 | NS      | $205957.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CENT 2025-CITY A 144A                            | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101437.55    | 0.01%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | CENTENE CORP                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119961.94    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTRA HEALTH INC                                | CENTRA HEALTH INC                                                                | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |    385000 | PA      | $313520.31    | 0.04%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                              | CENTRUS ENERGY CORP                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       175 | NS      | $48699.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHAMPION IRON LTD                                | CHAMPION IRON LTD                                                                | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |     15818 | NS      | $63887.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES                       | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       583 | NS      | $122709.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                              | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118939.82    | 0.01%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SCHWAB (CHARLES) CORP                            | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     25255 | NS      | $2624499.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83437.99     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A A3 144A                            | CHASE AUTO OWNER TRUST 2025-1                                                    | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60527.60     | 0.01%             | 2030-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                     | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10867 | NS      | $1922372.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                  | CHEVRON USA INC                                                                  | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116174.43    | 0.01%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK-H SHS                    | CHINA CONSTRUCTION BANK CORP                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    379000 | NS      | $382687.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                         | CHINA HONGQIAO GROUP LTD                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     19000 | NS      | $86899.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA JUSHI CO LTD                               | CHINA JUSHI CO LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44700 | NS      | $137218.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INS-H SHS                          | CHINA PACIFIC INSURANCE GROUP CO LTD                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     71000 | NS      | $357615.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES BEER (HOLDINGS) CO LTD           | CHINA RESOURCES BEER HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: 254900OH02Y7OS7RNG48 | Long             | EC               | CORP              | HK        |     43500 | NS      | $145525.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES MIXC LIFESTY                     | CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     71000 | NS      | $419891.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA STEEL CORP                                 | CHINA STEEL CORP                                                                 | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |     34000 | NS      | $22370.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TOWER CORP LTD-H                           | CHINA TOWER CORP LTD                                                             | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |    150500 | NS      | $216535.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                       | CHIPOTLE MEXICAN GRILL INC                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     18478 | NS      | $718239.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                        | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6662 | NS      | $2062288.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                     | CHUGAI PHARMACEUTICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      9700 | NS      | $554071.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT GOBAIN                        | CIE DE SAINT-GOBAIN SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1608 | NS      | $158718.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCIERE RICHEMONT UTS A                   | CIE FINANCIERE RICHEMONT SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1341 | NS      | $260301.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | CIGNA GROUP/THE                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       981 | NS      | $268901.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                      | CINTAS CORP                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       467 | NS      | $89379.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                | CISCO SYSTEMS INC                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     14541 | NS      | $1138851.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70464.73     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314590.62    | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10156 | NS      | $1175150.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100006.10    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A                          | CITIGROUP MORTGAGE LOAN TRUST INC                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     43049 | PA      | $38275.02     | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CITY DEVELOPMENTS LTD                            | CITY DEVELOPMENTS LTD                                                            | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |      5400 | NS      | $39347.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L A CA DEPT ARPTS BAB TXB SUB SR C               | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $17246.48     | 0.00%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                        | CK HUTCHISON HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     11000 | NS      | $88696.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CKD CORP                                         | CKD CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $216060.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| CLICKS GROUP LTD                                 | CLICKS GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 378900E967958A677472 | Long             | EC               | CORP              | ZA        |     11285 | NS      | $224826.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                    | CME GROUP INC                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2414 | NS      | $697790.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC GROUP LTD-H SHS                             | CMOC GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    144000 | NS      | $404721.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22351.03     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH INDUSTRIAL CAPITAL LLC                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193373.53    | 0.02%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                          | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $300517.05    | 0.04%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | COCA-COLA CO/THE                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      9854 | NS      | $737177.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPEAN PARTN 144A                    | COCA-COLA EUROPACIFIC PARTNERS PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $205024.06    | 0.02%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCHLEAR LTD                                     | COCHLEAR LTD                                                                     | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       454 | NS      | $84622.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                 | COEUR MINING INC                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      1932 | NS      | $39490.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COFORGE LIMITED                                  | COFORGE LTD                                                                      | CUSIP: 000000000<br>LEI: 3358004YL9JGBNP4KF72 | Long             | EC               | CORP              | IN        |     13250 | NS      | $238445.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                             | COLGATE-PALMOLIVE CO                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10242 | NS      | $924750.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC                 | COLLIERS INTERNATIONAL GROUP INC                                                 | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       620 | NS      | $84754.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOPLAST-B                                      | COLOPLAST A/S                                                                    | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      3686 | NS      | $314213.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                              | COLT 2025-8 MORTGAGE LOAN TRUST                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |     94173 | PA      | $95272.12     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A                    | COLUMBIA PIPELINES HOLDING CO LLC                                                | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130490.33    | 0.02%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | COMCAST CORP                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98604.23     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL INTL BANK EG (CIB)                    | COMMERCIAL INTERNATIONAL BANK - EGYPT (CIB)                                      | CUSIP: 000000000<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               | CORP              | EG        |      8396 | NS      | $23933.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                              | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46537.77     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                | COMPASS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     11231 | NS      | $336766.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                   | CONOCOPHILLIPS                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     28187 | NS      | $2937931.01   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                             | CONSTELLATION ENERGY CORP                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       644 | NS      | $180757.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC WTS 8/28              | CONSTELLATION SOFTWARE INC/CANADA                                                | CUSIP: 21037X134<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        79 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD           | CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8000 | NS      | $403120.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $304699.05    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       771 | NS      | $23769.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                     | COREBRIDGE GLOBAL FUNDING                                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60619.80     | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                                 | CORP NACIONAL DEL COBRE DE CHILE                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $209226.39    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                      | CORTEVA INC                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       830 | NS      | $60424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COSMAX INC                                       | COSMAX INC                                                                       | CUSIP: 000000000<br>LEI: 988400ZU10J4AP3M4Y14 | Long             | EC               | CORP              | KR        |       523 | NS      | $73368.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FULTON CNTY GA BABS                              | COUNTY OF FULTON GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182973.94    | 0.02%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIAMI DADE CO FL TRAN SALES SURTAX SER B         | COUNTY OF MIAMI-DADE FL TRANSIT SYSTEM                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $165524.70    | 0.02%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COUPANG INC-A                                    | COUPANG INC                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      2149 | NS      | $43323.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COVER CORP                                       | COVER CORP                                                                       | CUSIP: 000000000<br>LEI: 52990035OHMHKGU4UZ13 | Long             | EC               | CORP              | JP        |     15900 | NS      | $167301.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| COX COMMUNICATIONS INC 144A                      | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102767.38    | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CP ALL PCL FOREIGN                               | CP ALL PCL                                                                       | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |    201700 | NS      | $279227.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CRAFTSMAN AUTOMATION LTD                         | CRAFTSMAN AUTOMATION LTD                                                         | CUSIP: 000000000<br>LEI: 335800Q4QC33YL9M8C65 | Long             | EC               | CORP              | IN        |       272 | NS      | $21644.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                    | CREDICORP LTD                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        27 | NS      | $9634.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH AMERICA FINANCE INC 144A                     | CRH AMERICA FINANCE INC                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399112.67    | 0.05%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRODA INTERNATIONAL PLC                          | CRODA INTERNATIONAL PLC                                                          | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      5036 | NS      | $188194.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                     | CROWDSTRIKE HOLDINGS INC                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       347 | NS      | $153167.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INTL CORP                           | CROWN CASTLE INC                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220912.74    | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                           | CROWN CASTLE INC                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25849.40     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                           | CROWN CASTLE INC                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39928.48     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4037 | NS      | $350451.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG NV                                           | CSG NV                                                                           | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      2790 | NS      | $101049.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                         | CSX CORP                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     41879 | NS      | $1581351.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC FINANCIAL HOLDING CO LTD                    | CTBC FINANCIAL HOLDING CO LTD                                                    | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    233000 | NS      | $375396.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                        | CUBESMART                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5901 | NS      | $221464.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INDIA LTD                                | CUMMINS INDIA LTD                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      6877 | NS      | $307755.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD LTD                          | CUSHMAN & WAKEFIELD LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3289 | NS      | $54071.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                         | CVC CAPITAL PARTNERS PLC                                                         | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     30935 | NS      | $549615.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76839.45     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119031.61    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25393.15     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD/ISRAEL                    | CYBERARK SOFTWARE LTD                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       507 | NS      | $218430.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyclic Materials Inc SER C CVT PFD PP            | CYCLIC MATERIALS INC PP SER C CVT PFD PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2664 | NS      | $21922.86     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CYRUS 2024-2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $137283.34    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAICEL CORPORATION                               | DAICEL CORP                                                                      | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     17800 | NS      | $168035.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIEI KANKYO CO LTD                              | DAIEI KANKYO CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $142427.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| DAIICHI SANKYO CO LTD                            | DAIICHI SANKYO CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      5600 | NS      | $102589.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA 144A                     | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154414.46    | 0.02%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                         | DAIMLER TRUCK HOLDING AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     10493 | NS      | $508060.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| DAIWABO HOLDINGS CO LTD                          | DAIWABO HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $139627.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| DANAHER CORP                                     | DANAHER CORP                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3944 | NS      | $863302.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                             | DASSAULT AVIATION SA                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       646 | NS      | $245593.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP                 | DATABRICKS SER G CVY PFD STCK PP                                                 | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       348 | NS      | $66120.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP                | DATABRICKS SER H CVT PFD STOCK PP                                                | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       927 | NS      | $176130.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP                | DATABRICKS SER I CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        96 | NS      | $18240.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER J CVT PFD STOCK PP                | DATABRICKS SER J CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       459 | NS      | $87210.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                            | DATADOG INC                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       477 | NS      | $61685.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                              | DB INSURANCE CO LTD                                                              | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |      1593 | NS      | $157276.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      6480 | NS      | $301205.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                          | DCC PLC                                                                          | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1308 | NS      | $82913.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| DRMT 2026-INV1 A1 144A                           | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1                                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100124.84    | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                       | DEERE & CO                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      7206 | NS      | $3804768.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                          | DEFINITY FINANCIAL CORP                                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     10545 | NS      | $516078.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| DELTA ELECTRONICS INC                            | DELTA ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     14000 | NS      | $534272.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DESCARTES SYSTEMS GRP/THE                        | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1376 | NS      | $102869.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DESCARTES SYSTEMS GRP/THE                        | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2139 | NS      | $159743.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG-REG                          | DEUTSCHE TELEKOM AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     23322 | NS      | $782646.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                        | DHL GROUP                                                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2032 | NS      | $113646.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                       | DIAGEO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      7288 | NS      | $167699.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36020.50     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       558 | NS      | $91484.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL CORE REIT MANAGEMENT                     | DIGITAL CORE REIT MANAGEMENT PTE LTD                                             | CUSIP: 000000000<br>LEI: 254900RTT7SLEEJYGV92 | Long             | EC               | CORP              | SG        |     41200 | NS      | $22252.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL MOBILITY SOLUTIONS L                     | DIGITAL MOBILITY SOLUTIONS LANKA LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LK        |     84824 | NS      | $45233.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                         | DIGITAL REALTY TRUST INC                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1618 | NS      | $268507.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                      | DIPLOMA PLC                                                                      | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      1113 | NS      | $81083.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORP                                       | DISCO CORP                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $85250.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY SILVER CORP                            | DISCOVERY SILVER CORP                                                            | CUSIP: 000000000<br>LEI: 98450041CCB3E8QD3F53 | Long             | EC               | CORP              | CA        |     15603 | NS      | $109776.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVI S LABORATORIES LTD                          | DIVI'S LABORATORIES LTD                                                          | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |      2408 | NS      | $158642.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIXON TECHNOLOGIES INDIA LTD                     | DIXON TECHNOLOGIES INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       583 | NS      | $66295.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH HOLDING AG                                  | DKSH HOLDING AG                                                                  | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      2040 | NS      | $149679.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                     | DNB BANK ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     23501 | NS      | $673852.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                  | DOLLAR TREE INC                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10750 | NS      | $1264092.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DONGGUAN YIHEDA AUTOMATION CO LTD                | DONGGUAN YIHEDA AUTOMATION CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11900 | NS      | $46349.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOORDASH INC - A                                 | DOORDASH INC                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       869 | NS      | $177814.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                               | DOUGLAS EMMETT INC                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6707 | NS      | $70825.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWLAIS GROUP PLC                                | DOWLAIS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |     39641 | NS      | $50522.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOWNER EDI LTD                                   | DOWNER EDI LTD                                                                   | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |     21240 | NS      | $118447.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DPM METALS INC                                   | DPM METALS INC                                                                   | CUSIP: 000000000<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      5586 | NS      | $204714.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DPM METALS INC                                   | DPM METALS INC                                                                   | CUSIP: 000000000<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      3673 | NS      | $128156.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONK 2020-2A A2 144A                             | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120480 | PA      | $117043.59    | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HONK 2021-1A A2 144A                             | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121432 | PA      | $114883.81    | 0.01%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE ENERGY CO                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45565.37     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUNDEE CORP WTS 12/26 PP                         | DUNDEE CORPORATION WTS 12/26                                                     | CUSIP: 000000000<br>LEI: 98450056568BF2A90783 | Long             | EC               | CORP              | CA        |      2854 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E INK HOLDINGS INC                               | E INK HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |     18000 | NS      | $100064.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                         | EASTGROUP PROPERTIES INC                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1640 | NS      | $297889.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED                                          | EDENRED SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     13135 | NS      | $275123.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                           | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97256 | PA      | $97755.11     | 0.01%             | 2070-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                              | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47661 | PA      | $49230.49     | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                              | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                            | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47661 | PA      | $49043.55     | 0.01%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELECTRIC CONNECTOR TECHNOLOGY CO LTD             | ELECTRIC CONNECTOR TECHNOLOGY CO LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9700 | NS      | $59460.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                    | ELEMENT FLEET MANAGEMENT CORP                                                    | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     13372 | NS      | $338805.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A                    | ELEMENT FLEET MANAGEMENT CORP                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $160264.18    | 0.02%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ANTHEM INC                                       | ELEVANCE HEALTH INC                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17821.68     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | ELEVANCE HEALTH INC                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3556 | NS      | $1229451.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTHEM INC                                       | ELEVANCE HEALTH INC                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130202.02    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | ELI LILLY & CO                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1597 | NS      | $1656328.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELITE MATERIAL CO LTD                            | ELITE MATERIAL CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $162727.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 144A                              | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7206 | PA      | $7037.56      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                        | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24394 | PA      | $23246.26     | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EMERALD RESOURCES NL                             | EMERALD RESOURCES NL                                                             | CUSIP: 000000000<br>LEI: 529900V79JFYUE9ZQB09 | Long             | EC               | CORP              | AU        |     48129 | NS      | $226276.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                               | ENACT HOLDINGS INC                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22010.48     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $48358.17     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15204.72     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      4483 | NS      | $218949.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67715.14     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | ENCOMPASS HEALTH CORP                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      4758 | NS      | $449773.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR SILVER CORP                            | ENDEAVOUR SILVER CORP                                                            | CUSIP: 000000000<br>LEI: 549300IF2E29780PPV02 | Long             | EC               | CORP              | CA        |       616 | NS      | $6722.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A                        | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190607.01    | 0.02%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                         | ENEL SPA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     22571 | NS      | $249377.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                 | ENERGY FUELS INC/CANADA                                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      5642 | NS      | $126606.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY TRANSFER OPERATNG                         | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123445.18    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | ENERGY TRANSFER LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180205.21    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENGIE                                            | ENGIE SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     15824 | NS      | $472448.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                               | ENTERPRISE FLEET FINANCING 2025-3 LLC                                            | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70790.16     | 0.01%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100857.92    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106347.99    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG RESOURCES INC                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55099.30     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG RESOURCES INC                                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55658.25     | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG RESOURCES INC                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       523 | NS      | $58643.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                                 | EPAM SYSTEMS INC                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1355 | NS      | $282653.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                         | EQT CORP                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2203 | NS      | $127179.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                      | EQUIFAX INC                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3072 | NS      | $618700.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                      | EQUINIX INC                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1100 | NS      | $903023.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                      | EQUINOR ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      9578 | NS      | $257442.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOX GOLD CORP                                | EQUINOX GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      5988 | NS      | $85665.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                    | EQUITABLE AMERICA GLOBAL FUNDING                                                 | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25098.77     | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUITY GROUP HOLDINGS PLC                        | EQUITY GROUP HOLDINGS PLC/KENYA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KE        |    311900 | NS      | $162097.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                      | EQUITY LIFESTYLE PROPERTIES INC                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     21033 | NS      | $1328654.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                               | EQUITY RESIDENTIAL                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4238 | NS      | $264112.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERMENEGILDO ZEGNA NV                             | ERMENEGILDO ZEGNA NV                                                             | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |     12177 | NS      | $105818.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ERO COPPER CORP                                  | ERO COPPER CORP                                                                  | CUSIP: 000000000<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     11079 | NS      | $371673.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                              | ERSTE GROUP BANK AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      2698 | NS      | $350764.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                               | ESSEX PORTFOLIO LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120358.49    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                         | ESSEX PROPERTY TRUST INC                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3151 | NS      | $793642.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                 | ESSILORLUXOTTICA SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       629 | NS      | $192282.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSITY AKTIEBOLAG-B SHS                          | ESSITY AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     10154 | NS      | $300646.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COMPANIES-CL A                      | ESTEE LAUDER COS INC/THE                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1519 | NS      | $175110.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ETERNAL LTD                                      | ETERNAL LTD                                                                      | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     34552 | NS      | $102991.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VGH6 EURO STOXX 50     MAR26                     | EURO STOXX 50     MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |       -13 | NC      | $9837.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VGH6 EURO STOXX 50     MAR26                     | EURO STOXX 50     MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -6 | NC      | $4540.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROFINS SCIENTIFIC                              | EUROFINS SCIENTIFIC SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      2304 | NS      | $186377.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERCORE INC-CL A                                | EVERCORE INC                                                                     | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       929 | NS      | $328187.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LTD                             | EVOLUTION MINING LTD                                                             | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      3507 | NS      | $33678.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCHANGE INCOME CORP                             | EXCHANGE INCOME CORP                                                             | CUSIP: 000000000<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      2756 | NS      | $192281.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| EART 2025-4A B                                   | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55358.56     | 0.01%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                       | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35137.75     | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 A3                                  | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                                | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45307.91     | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| EXOSENS SAS                                      | EXOSENS SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1456 | NS      | $93272.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | EXPAND ENERGY CORP                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4490 | NS      | $504720.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN FINANCE PLC 144A                        | EXPERIAN FINANCE PLC                                                             | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188301.28    | 0.02%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPERIAN PLC                                     | EXPERIAN PLC                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      4676 | NS      | $177102.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPRO GROUP HLDS NV                              | EXPRO GROUP HOLDINGS NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      5306 | NS      | $84949.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | EXTRA SPACE STORAGE LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144039.54    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                 | EXXON MOBIL CORP                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8876 | NS      | $1255066.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC CVT SR D PP         | FARMERS BUSINESS NETWORK INC CVT SR D PP                                         | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |        43 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FEDERAL REALTY INVS TRUST                        | FEDERAL REALTY INVESTMENT TRUST                                                  | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       690 | NS      | $69800.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                       | FERRARI NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1807 | NS      | $602717.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99901.58     | 0.01%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55918.34     | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     18291 | NS      | $918574.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FINECOBANK SPA                                   | FINECOBANK BANCA FINECO SPA                                                      | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      6199 | NS      | $164337.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIREFLY AEROSPACE INC                            | FIREFLY AEROSPACE INC                                                            | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |       970 | NS      | $24444.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST MINING GOLD CORP                           | FIRST MINING GOLD CORP                                                           | CUSIP: 000000000<br>LEI: 5299002LR0XBHE0LR167 | Long             | EC               | CORP              | CA        |     71073 | NS      | $35493.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                       | FIRST QUANTUM MINERALS LTD                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      7331 | NS      | $207226.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FIRSTENERGY TRANSMISSION LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60036.34     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | FISERV INC                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99615.62     | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | FISERV INC                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176828.03    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE C                     | FISHER & PAYKEL HEALTHCARE CORP LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      4266 | NS      | $99659.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLATEXDEGIRO SE                                  | FLATEXDEGIRO SE                                                                  | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |      5734 | NS      | $279703.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC-A                     | FLOOR & DECOR HOLDINGS INC                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      3083 | NS      | $203354.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FL ST DEV FIN CORP NOVA SE UNIV SER B            | FLORIDA DEVELOPMENT FINANCE CORP                                                 | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    390000 | PA      | $313992.32    | 0.04%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FLUIDRA SA                                       | FLUIDRA SA                                                                       | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      4112 | NS      | $119611.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FOOD & LIFE COMPANIES LTD                        | FOOD & LIFE COS LTD                                                              | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |      1500 | NS      | $81945.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216208.24    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORM ENERGY SER F CVT PFD PP                     | FORM ENERGY SER F CVT PFD PP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1051 | NS      | $25717.97     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORTINET INC                                     | FORTINET INC                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1455 | NS      | $118233.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FCBSL 2023-2A A1R 144A                           | FORTRESS CREDIT BSL XIX LTD                                                      | CUSIP: 34966BAN6<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-CBDO         | CORP              | JE        |    270000 | PA      | $270462.78    | 0.03%             | 2036-07-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                       | FORTUM OYJ                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      1683 | NS      | $39756.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA                                           | FORVIA SE                                                                        | CUSIP: F3445A108<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |      2603 | NS      | $42500.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                       | FOUNDRY JV HOLDCO LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213144.07    | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FPT CORP                                         | FPT CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1909 | NS      | $7686.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                           | FPT DIGITAL RETAIL JSC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     33193 | NS      | $217096.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                               | FRANCO-NEVADA CORP                                                               | CUSIP: 000000000<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      2237 | NS      | $523645.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHMS K-156 A2                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $286746.00    | 0.03%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHMS K137 A2                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $779716.08    | 0.09%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370000 | PA      | $357847.28    | 0.04%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHMS K068 A1                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5515 | PA      | $5482.70      | 0.00%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A2                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405000 | PA      | $410239.49    | 0.05%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA7 M1 144A                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     18282 | PA      | $18271.04     | 0.00%             | 2041-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                          | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     40878 | PA      | $40949.32     | 0.00%             | 2045-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 A1 144A                          | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                          | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     16500 | PA      | $16515.44     | 0.00%             | 2045-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      9432 | NS      | $568089.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER DIGITAL VENTURES LT                     | FRONTIER DIGITAL VENTURES LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    319660 | NS      | $67792.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Z H6 FTSE 100 IDX FUT  MAR26                     | FTSE 100 IDX FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -5 | NC      | $-11426.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Z H6 FTSE 100 IDX FUT  MAR26                     | FTSE 100 IDX FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -3 | NC      | $-6855.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Z H6 FTSE 100 IDX FUT  MAR26                     | FTSE 100 IDX FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -2 | NC      | $-4570.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                     | FUJIKURA LTD                                                                     | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       400 | NS      | $50274.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LIMITED                                  | FUJITSU LTD                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      5200 | NS      | $144486.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUOKA FINANCIAL GROUP INC                      | FUKUOKA FINANCIAL GROUP INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $76364.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUSO CHEMICAL CO LTD                             | FUSO CHEMICAL CO LTD                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $159052.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP                  | Farmers Business Network Inc PP                                                  | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       120 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| G MINING VENTURE CORP                            | G MINING VENTURES CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6442 | NS      | $204238.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                   | GALAXY ENTERTAINMENT GROUP LTD                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     16000 | NS      | $81292.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                             | GALP ENERGIA SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     26263 | NS      | $522571.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A23 144A                             | GALTON FUNDING MORTGAGE TRUST 2017-1                                             | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3871 | PA      | $3561.61      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX CORP                                                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    270000 | PA      | $302021.95    | 0.04%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 A1 144A                           | GCAT 2025-NQM4 TRUST                                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98870 | PA      | $100128.52    | 0.01%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA LLC                                   | GE VERNOVA INC                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       437 | NS      | $317423.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                     | GENERAL ELECTRIC CO                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      8293 | NS      | $2544209.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $294277.52    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERALI                                         | GENERALI                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      9271 | NS      | $378168.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| GENESIS MINERALS LTD                             | GENESIS MINERALS LTD                                                             | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |      4573 | NS      | $22581.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUIT GROUP PLC                                 | GENUIT GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     18480 | NS      | $84138.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUS PLC                                        | GENUS PLC                                                                        | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      4784 | NS      | $207353.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FISCHER (GEORG)-REG                              | GEORG FISCHER AG                                                                 | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |      1318 | NS      | $87845.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                         | GEORGE WASHINGTON UNIVERSITY/THE                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12787.48     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA CAPITAL PLC                              | GEORGIA CAPITAL PLC                                                              | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |      1777 | NS      | $82168.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | GILEAD SCIENCES INC                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     23370 | NS      | $3317371.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                     | GLENCORE PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     51237 | NS      | $349300.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD FIELDS LTD                                  | GOLD FIELDS LTD                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      6249 | NS      | $309042.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD ROYALTY CORP                                | GOLD ROYALTY CORP                                                                | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |      1281 | NS      | $5482.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14043.53     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115008.13    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182089.38    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP INC                            | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11094.28     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1744 | NS      | $1631355.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                    | GOODMAN GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9557 | NS      | $203025.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRACE 2020-GRCE C 144A                           | GRACE TRUST 2020-GRCE                                                            | CUSIP: 38406JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89083.51     | 0.01%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                            | GREAT-WEST LIFECO INC                                                            | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      4430 | NS      | $207372.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO ADR             | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV                                       | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       860 | NS      | $236422.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GRUPO AEROPORTUARIO SUR-ADR                      | GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV                                        | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       249 | NS      | $85937.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GRUPO MEXICO SAB DE CV-SER B                     | GRUPO MEXICO SAB DE CV                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     67408 | NS      | $743779.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC-SPON ADR                                 | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3910 | NS      | $201756.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GUARANTY TRUST HOLDING CO PL                     | GUARANTY TRUST HOLDING CO PLC                                                    | CUSIP: 000000000<br>LEI: 0292004488G9K8Y1I649 | Long             | EC               | CORP              | NG        |    965281 | NS      | $68923.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GUSTO INC PP                                     | GUSTO INC PP                                                                     | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |       826 | NS      | $20071.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP                       | GUSTO INC SER E CVT PFD PP                                                       | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |      1103 | NS      | $26802.90     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GVS SPA                                          | GVS SPA                                                                          | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |      9939 | NS      | $48907.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| H WORLD GROUP LTD                                | H WORLD GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |     28500 | NS      | $136878.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD ADR                            | H WORLD GROUP LTD                                                                | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      5937 | NS      | $282066.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HABIB BANK LTD                                   | HABIB BANK LTD                                                                   | CUSIP: 000000000<br>LEI: 549300N63RJKPUYAY631 | Long             | EC               | CORP              | PK        |     26575 | NS      | $32635.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HALYK SAVINGS BANK-GDR REG S GDR                 | HALYK SAVINGS BANK OF KAZAKHSTAN JSC                                             | CUSIP: 000000000<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |      7096 | NS      | $228167.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HANGZHOU TIGERMED CONSULTI-H                     | HANGZHOU TIGERMED CONSULTING CO LTD                                              | CUSIP: 000000000<br>LEI: 300300CP4N8WDF6DOO67 | Long             | EC               | CORP              | CN        |      8400 | NS      | $59351.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWA CO LTD                                     | HANWA CO LTD                                                                     | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      7600 | NS      | $386491.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                            | HARDEE'S FUNDING LLC                                                             | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83503 | PA      | $86337.56     | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HARMONY GOLD MINING CO LTD                       | HARMONY GOLD MINING CO LTD                                                       | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      2916 | NS      | $61960.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                      | HBX GROUP INTERNATIONAL PLC                                                      | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | EC               | CORP              | GB        |      6405 | NS      | $59547.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HCA INC                                          | HCA INC                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87200.36     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA INC                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234490.41    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HD HYUNDAI MARINE SOLUTION C                     | HD HYUNDAI MARINE SOLUTION CO LTD                                                | CUSIP: 000000000<br>LEI: 988400NV4TGR7O3GJM74 | Long             | EC               | CORP              | KR        |       460 | NS      | $58324.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                                | HDFC BANK LTD                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     17401 | NS      | $175946.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC LIFE INSURANCE CO LTD                       | HDFC LIFE INSURANCE CO LTD                                                       | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     35069 | NS      | $278926.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HEADWATER EXPLORATION INC                        | HEADWATER EXPLORATION INC                                                        | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |      7760 | NS      | $62688.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HEALTH CARE SERVICE CORP 144A                    | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                               | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96730.62     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | HEALTHCARE REALTY HOLDINGS LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29696.24     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                      | HEALTHCARE REALTY TRUST INC                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      4948 | NS      | $83076.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES                            | HEALTHPEAK OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41783.80     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                            | HEALTHPEAK OP LLC                                                                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75802.80     | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                          | HEIDELBERG MATERIALS AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       948 | NS      | $259629.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                      | HEINEKEN NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1396 | NS      | $115239.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HELIOS TOWERS PLC                                | HELIOS TOWERS PLC                                                                | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |    104733 | NS      | $248529.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL                             | HERMES INTERNATIONAL SCA                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        38 | NS      | $91427.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE                                   | HERSHEY CO/THE                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       319 | NS      | $62125.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXAWARE TECHNOLOGIES LTD                        | HEXAWARE TECHNOLOGIES LTD                                                        | CUSIP: 000000000<br>LEI: 335800ZHALNQ1Q2JCP43 | Long             | EC               | CORP              | IN        |      8444 | NS      | $64062.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                 | HF SINCLAIR CORP                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141208.28    | 0.02%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HIGHTECH PAYMENT SYSTEMS SA                      | HIGHTECH PAYMENT SYSTEMS SA                                                      | CUSIP: 000000000<br>LEI: 213800LJZZQ5KLP67S47 | Long             | EC               | CORP              | MA        |      3223 | NS      | $185570.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                               | HIKARI TSUSHIN INC                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       700 | NS      | $193326.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HGVT 2025-2A A 144A                              | HILTON GRAND VACATIONS TRUST 2025-2                                              | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77751 | PA      | $77959.32     | 0.01%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                    | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       480 | NS      | $143284.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDALCO INDUSTRIES LTD                          | HINDALCO INDUSTRIES LTD                                                          | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |      4184 | NS      | $43552.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                      | HITACHI LTD                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     26200 | NS      | $909143.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HMS NETWORKS AB                                  | HMS NETWORKS AB                                                                  | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      1426 | NS      | $64282.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HDBANK                                           | HO CHI MINH CITY DEVELOPMENT JOINT STOCK COMMERCIAL BANK                         | CUSIP: 000000000<br>LEI: 549300JA2AF0TMGHY210 | Long             | EC               | CORP              | VN        |     81706 | NS      | $89386.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOA PHAT GROUP JSC                               | HOA PHAT GROUP JSC                                                               | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |    567828 | NS      | $586831.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                                   | HOLCIM AG                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      2396 | NS      | $246953.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | HOME DEPOT INC/THE                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4906 | NS      | $1837738.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY                       | HON HAI PRECISION INDUSTRY CO LTD                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    104000 | NS      | $718891.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | HONDA MOTOR CO LTD                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      8400 | NS      | $84483.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267399.25    | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONGFA TECHNOLOGY CO LTD                         | HONGFA TECHNOLOGY CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     44324 | NS      | $182682.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                       | HONGKONG LAND HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     11600 | NS      | $98424.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIBA LTD                                       | HORIBA LTD                                                                       | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      2700 | NS      | $320235.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| HOYA CORP                                        | HOYA CORP                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1500 | NS      | $251633.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190426.99    | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC HOLDINGS PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     19706 | NS      | $347632.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $227356.78    | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                      | HUBBELL INC                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       119 | NS      | $58064.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                       | HUMANA INC                                                                       | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113669.34    | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 02/20/26 C81                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -485 | NC      | $-9942.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 02/20/26 C81                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -478 | NC      | $-9799.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 02/20/26 P81                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -478 | NC      | $-17686.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF  | HYG US 02/20/26 P81                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -485 | NC      | $-17945.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYPOPORT SE                                      | HYPOPORT SE                                                                      | CUSIP: 000000000<br>LEI: 391200GNIFXXP6KRYQ46 | Long             | EC               | CORP              | DE        |       352 | NS      | $41057.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA 144A                     | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223402.46    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                     | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177229.39    | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MARINE & FIRE INS CO                     | HYUNDAI MARINE & FIRE INSURANCE CO LTD                                           | CUSIP: 000000000<br>LEI: 988400SYR92543UITC37 | Long             | EC               | CORP              | KR        |      3129 | NS      | $61004.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                             | HYUNDAI MOBIS CO LTD                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      1105 | NS      | $345264.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR CO                                 | HYUNDAI MOTOR CO                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |       457 | NS      | $159084.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $33944.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $53346.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG PLC                                          | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |      5635 | NS      | $140217.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LTD                                   | ICICI BANK LTD                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     53136 | NS      | $783364.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LTD-SPON ADR                          | ICICI BANK LTD                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      2290 | NS      | $67074.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                           | IDEXX LABORATORIES INC                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       525 | NS      | $351991.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP EDUCATION LTD                                | IDP EDUCATION LTD                                                                | CUSIP: 000000000<br>LEI: 98450014FAFE73Q0A257 | Long             | EC               | CORP              | AU        |     12583 | NS      | $54757.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AB IGNITIS GRUPE                                 | IGNITIS GRUPE AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | EC               | CORP              | LT        |      3744 | NS      | $100351.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ILUKA RESOURCES LTD                              | ILUKA RESOURCES LTD                                                              | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     12444 | NS      | $45605.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD GROUP NV                                    | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      1789 | NS      | $167222.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                     | IMPALA PLATINUM HOLDINGS LTD                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     10844 | NS      | $202124.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                              | IMPERIAL BRANDS PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      6386 | NS      | $268964.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                          | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $115628.52    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INDRA SISTEMAS SA                                | INDRA SISTEMAS SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      2095 | NS      | $135408.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| INDUSTRIAS PENOLES SAB DE CV                     | INDUSTRIAS PENOLES SAB DE CV                                                     | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |      2164 | NS      | $125436.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                         | INFINEON TECHNOLOGIES AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     12406 | NS      | $606436.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INFO EDGE INDIA LTD                              | INFO EDGE INDIA LTD                                                              | CUSIP: 000000000<br>LEI: 335800MXUVHTBF9DEC78 | Long             | EC               | CORP              | IN        |      5425 | NS      | $73837.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                      | INFORMA PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     33750 | NS      | $407288.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV CVA NLG1                            | ING GROEP NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     20941 | NS      | $617569.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                               | INGERSOLL RAND INC                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      8594 | NS      | $739857.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INRETAIL PERU CORP                               | INRETAIL PERU CORP                                                               | CUSIP: 000000000<br>LEI: 254900VANVRONUW77L44 | Long             | EC               | CORP              | PA        |      3221 | NS      | $92442.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INSMED INC                                       | INSMED INC                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       735 | NS      | $115299.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                       | INTEL CORP                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     25024 | NS      | $1162865.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78305.89     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                    | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      8286 | NS      | $1439941.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROU                     | INTERCONTINENTAL HOTELS GROUP PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       310 | NS      | $41881.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                 | INTERDIGITAL INC                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1835 | NS      | $599017.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERGLOBE AVIATION LTD                          | INTERGLOBE AVIATION LTD                                                          | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |       215 | NS      | $10744.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BUSINESS MACHINES CORP                      | INTERNATIONAL BUSINESS MACHINES CORP                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1905 | NS      | $584263.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL CONTAINER TERM SVCS INC                     | INTERNATIONAL CONTAINER TERMINAL SERVICES INC                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |      2250 | NS      | $24644.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                           | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     30764 | NS      | $1240404.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUMP GROUP SPA                              | INTERPUMP GROUP SPA                                                              | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      4057 | NS      | $235367.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO                                  | INTESA SANPAOLO SPA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     31041 | NS      | $219751.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1605 | NS      | $809273.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC PLC                                     | INVESTEC PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |      8808 | NS      | $73143.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INVINCIBLE INVESTMENT CORPORATION                | INVINCIBLE INVESTMENT CORP                                                       | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |        90 | NS      | $38116.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| IONOS GROUP SE                                   | IONOS GROUP SE                                                                   | CUSIP: 000000000<br>LEI: 54930038KPLOYRDHV375 | Long             | EC               | CORP              | DE        |      2330 | NS      | $75119.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQIYI INC-ADR                                    | IQIYI INC                                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |     33224 | NS      | $69105.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA INC                                        | IQVIA INC                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52615.90     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L                     | ISETAN MITSUKOSHI HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     16600 | NS      | $266406.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| ISUZU MOTORS LTD                                 | ISUZU MOTORS LTD                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      5400 | NS      | $86993.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA ADR                     | ITAU UNIBANCO HOLDING SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     47050 | NS      | $404159.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORP                                      | ITOCHU CORP                                                                      | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     26800 | NS      | $343108.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE ELECTRIC INC / US                        | IVANHOE ELECTRIC INC / US                                                        | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5289 | NS      | $90389.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVANHOE ELECTRIC INC WTS 02/26                   | IVANHOE ELECTRIC INC / US WTS 02/06                                              | CUSIP: 46578C116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2595 | NS      | $26183.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                | IVANHOE MINES LTD                                                                | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      9014 | NS      | $113994.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                           | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99081.01     | 0.01%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2022-OPO B 144A                            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86000.03     | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A                    | JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171539.09    | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                      | JAMES HARDIE INDUSTRIES PLC                                                      | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      1967 | NS      | $44821.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R 144A                           | JAMESTOWN CLO XV LTD                                                             | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250728.00    | 0.03%             | 2035-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JAMIESON WELLNESS INC                            | JAMIESON WELLNESS INC                                                            | CUSIP: 470748104<br>LEI: 254900EIXJ4NHQFFRO95 | Long             | EC               | CORP              | CA        |      3701 | NS      | $94179.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN PRIME REALTY INVESTMEN                     | JAPAN PRIME REALTY INVESTMENT CORP                                               | CUSIP: 000000000<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               | CORP              | JP        |        70 | NS      | $47472.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN REAL ESTATE INVESTMENT                     | JAPAN REAL ESTATE INVESTMENT CORP                                                | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |        55 | NS      | $44373.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE PEET'S NV 144A                               | JDE PEET'S NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $282700.53    | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JERONIMO MARTINS                                 | JERONIMO MARTINS SGPS SA                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     25496 | NS      | $601222.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JETTI HOLDINGS SER C CVT PFD STOCK PP            | JETTI HOLDINGS SER C CVT PFD STOCK PP                                            | CUSIP: TC2S64YY5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       255 | NS      | $16944.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JETTI HOLDINGS SER D CVT PFD STOCK PP            | JETTI HOLDINGS SER D CVT PFD STOCK PP                                            | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1084 | NS      | $144054.93    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JFE HOLDINGS INC                                 | JFE HOLDINGS INC                                                                 | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      1300 | NS      | $17502.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGSU ZHONGTIAN TECHNOLOGY CO LTD              | JIANGSU ZHONGTIAN TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39300 | NS      | $125792.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STAINLESS LTD                             | JINDAL STAINLESS LTD                                                             | CUSIP: 000000000<br>LEI: 3358003QFQMSFDO7BP20 | Long             | EC               | CORP              | IN        |      1686 | NS      | $15045.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STEEL LTD                                 | JINDAL STEEL LTD                                                                 | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |      1860 | NS      | $22791.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOBSOHIO BEV-B-UNREF                             | JOBSOHIO BEVERAGE SYSTEM                                                         | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10037.64     | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | JOHN DEERE CAPITAL CORP                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262279.98    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                | JOHNSON & JOHNSON                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5536 | NS      | $1258056.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMMT 2019-HYB1 B4 144A                          | JP MORGAN MORTGAGE TRUST 2019-HYB1                                               | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54840 | PA      | $55366.25     | 0.01%             | 2049-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A15 144A                         | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25255 | PA      | $22860.47     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A3 144A                          | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29907 | PA      | $27228.93     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A3 144A                          | JP MORGAN MORTGAGE TRUST 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12274 | PA      | $11137.14     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                          | JP MORGAN MORTGAGE TRUST 2025-DSC2                                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     24092 | PA      | $24255.42     | 0.00%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                          | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156620 | PA      | $158365.93    | 0.02%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                          | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     18246 | NS      | $5581268.94   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71959.29     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233707.43    | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142940.19    | 0.02%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | JPY/USD FWD 20260213 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4005.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                    | JSW STEEL LTD                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |      2640 | NS      | $34701.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                            | JULIUS BAER GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      2437 | NS      | $203563.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JYP ENTERTAINMENT CORP                           | JYP ENTERTAINMENT CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2052 | NS      | $104428.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KANZHUN LTD - ADR                                | KANZHUN LTD                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |     20292 | NS      | $375807.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JSC KASPI.KZ ADR                                 | KASPI.KZ JSC                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |      1877 | NS      | $142971.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES                        | KAWASAKI HEAVY INDUSTRIES LTD                                                    | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |       800 | NS      | $66780.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KB FINANCIAL GROUP INC                           | KB FINANCIAL GROUP INC                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      4038 | NS      | $377953.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC ANCORA                                       | KBC ANCORA                                                                       | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |       817 | NS      | $75080.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORP                                        | KDDI CORP                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     21700 | NS      | $366382.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KE HOLDINGS INC-CL A                             | KE HOLDINGS INC                                                                  | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |     28701 | NS      | $182455.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KE HOLDINGS INC-ADR                              | KE HOLDINGS INC                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |      4351 | NS      | $81450.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEI INDUSTRIES LTD                               | KEI INDUSTRIES LTD                                                               | CUSIP: 000000000<br>LEI: 335800UDWBC2AWPU7M56 | Long             | EC               | CORP              | IN        |       968 | NS      | $42398.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELT EXPLORATION LTD                             | KELT EXPLORATION LTD                                                             | CUSIP: 000000000<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |      8749 | NS      | $50117.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                            | KENTUCKY UTILITIES CO                                                            | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55069.11     | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEPPEL DC REIT                                   | KEPPEL DC REIT                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     31300 | NS      | $56086.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING                                           | KERING SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       545 | NS      | $170137.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY PROPERTIES LTD                             | KERRY PROPERTIES LTD                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     17500 | NS      | $53125.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KEYCORP                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      6574 | NS      | $141472.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYENCE CORP                                     | KEYENCE CORP                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       300 | NS      | $110058.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                         | KEYSIGHT TECHNOLOGIES INC                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     15160 | NS      | $3279562.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KHANG DIEN HOUSE TRADING & INVST                 | KHANG DIEN HOUSE TRADING AND INVESTMENT JSC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |    127483 | NS      | $135181.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY CORP                               | KILROY REALTY CORP                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1245 | NS      | $42927.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24562.97     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                | KIMCO REALTY CORP                                                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      1358 | NS      | $28626.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINAXIS INC                                      | KINAXIS INC                                                                      | CUSIP: 000000000<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       962 | NS      | $97143.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | KINDER MORGAN INC                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1992 | NS      | $60736.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KING YUAN ELECTRONICS CO LTD                     | KING YUAN ELECTRONICS CO LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     67000 | NS      | $620766.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGBOARD LAMINATES HLDG LTD                     | KINGBOARD LAMINATES HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: 529900B76JV9QCZINB33 | Long             | EC               | CORP              | KY        |     32000 | NS      | $60081.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                   | KINGFISHER PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     33423 | NS      | $154026.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                               | KINGSPAN GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      5509 | NS      | $479694.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                | KINROSS GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      9967 | NS      | $313872.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                    | KION GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      3760 | NS      | $265587.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KITAZATO CORP                                    | KITAZATO CORP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $87719.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KKR & CO INC                                     | KKR & CO INC                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      2274 | NS      | $259827.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                         | KLA CORP                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1628 | NS      | $2324686.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KLABIN SA - UNIT                                 | KLABIN SA                                                                        | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |     37592 | NS      | $137360.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLABIN SA-PREF                                   | KLABIN SA                                                                        | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EP               | CORP              | BR        |         1 | NS      | $0.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLARNA GROUP PLC                                 | KLARNA GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      1233 | NS      | $28445.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                 | KNIFE RIVER CORP                                                                 | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $52997.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP           | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2594 | NS      | $292114.49    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KOBOLD METALS SER B-PRIME CVT PFD STOCK PP       | KOBOLD METALS SER B-PRIME CVT PFD STOCK                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2843 | NS      | $320154.78    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KODIAK GAS SERVICES INC                          | KODIAK GAS SERVICES INC                                                          | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $58309.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOJAMO OYJ                                       | KOJAMO OYJ                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |     32523 | NS      | $367752.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                      | KOMATSU LTD                                                                      | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      5700 | NS      | $218168.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONICA MINOLTA INC                               | KONICA MINOLTA INC                                                               | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     54300 | NS      | $237684.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| KONINKLIJKE PHILIPS NV                           | KONINKLIJKE PHILIPS NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     16351 | NS      | $469532.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                          | KOTAK MAHINDRA BANK LTD                                                          | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |    115040 | NS      | $510550.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                          | KT CORP                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      4867 | NS      | $202674.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP-SP ADR                                   | KT CORP                                                                          | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      5293 | NS      | $110729.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORP                                      | KUBOTA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      3900 | NS      | $59754.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                          | KYMERA THERAPEUTICS INC                                                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1023 | NS      | $74361.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORITSU MAINTENANCE CO LTD                      | KYORITSU MAINTENANCE CO LTD                                                      | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |      4400 | NS      | $80009.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KYUSHU RAILWAY COMPANY                           | KYUSHU RAILWAY CO                                                                | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |      5400 | NS      | $137513.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L OREAL                                          | L'OREAL SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       515 | NS      | $236611.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HARRIS CORPORATION                               | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49784.52     | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LABEL VIE                                        | LABEL VIE                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       211 | NS      | $98083.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LABORATORIOS FARMACEUTICOS R                     | LABORATORIOS FARMACEUTICOS ROVI SA                                               | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |      2558 | NS      | $218405.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                | LAM RESEARCH CORP                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3128 | NS      | $730262.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LARSEN & TOUBRO LTD                              | LARSEN & TOUBRO LTD                                                              | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |      8443 | NS      | $361253.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LB GROUP CO LTD                                  | LB GROUP CO LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20100 | NS      | $64007.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LCH - USD ZCIS 5/16/30 REC CPI_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-387.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LCH-USD ZCIS 6/25/27 REC CPI BARC_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-840.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LCH-USD ZCIS 6/25/27 REC CPI CITI_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-705.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LECTRA                                           | LECTRA                                                                           | CUSIP: 000000000<br>LEI: 9695000KWQEBUDT6IO19 | Long             | EC               | CORP              | FR        |      2786 | NS      | $74694.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| LEG IMMOBILIEN SE                                | LEG IMMOBILIEN SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       939 | NS      | $67896.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                       | LEGRAND SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1591 | NS      | $254015.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LENSKART SOLUTIONS LTD                           | LENSKART SOLUTIONS LTD                                                           | CUSIP: 000000000<br>LEI: 984500L5O4479DCDCF14 | Long             | EC               | CORP              | IN        |     11053 | NS      | $54954.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA                                     | LEONARDO SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      3068 | NS      | $205024.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                      | LG CHEM LTD                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       852 | NS      | $182942.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INDIA LTD                         | LG ELECTRONICS INDIA LTD                                                         | CUSIP: 000000000<br>LEI: 3358001R8E6IU2XJFQ88 | Long             | EC               | CORP              | IN        |       323 | NS      | $5142.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC 144A                    | LIBERTY MUTUAL GROUP INC                                                         | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17579.18     | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LILAC SOLUTIONS SER C-1 CVT PFD STOCK PP         | LILAC SOLUNTIONS SER C-1                                                         | CUSIP: 000000000<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EC               | CORP              | US        |       971 | NS      | $9370.15      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LILAC SOLUTIONS SERIES B CVT PFD STOCK PP        | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                         | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |      2783 | NS      | $27607.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LINDE PLC                                        | LINDE PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      5476 | NS      | $2502367.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEA DIRECTA ASEGURADORA SA                     | LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REASEGUROS                         | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |    175552 | NS      | $244834.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LINEAGE INC                                      | LINEAGE INC                                                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $27889.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LION FINANCE GROUP PLC                           | LION FINANCE GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |       246 | NS      | $33987.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    745280 | NS      | $1112855.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA PREF                      | LOCALIZA RENT A CAR SA                                                           | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EP               | CORP              | BR        |       438 | NS      | $3895.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR                              | LOCALIZA RENT A CAR SA                                                           | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |     39982 | NS      | $368006.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LONCIN MOTOR CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     56500 | NS      | $124487.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTES CO LTD                                     | LOTES CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $45037.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                           | LOUISIANA-PACIFIC CORP                                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       914 | NS      | $76538.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                   | LOWE'S COS INC                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62782.14     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                                   | LOWE'S COS INC                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6892 | NS      | $1840577.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN GOLD INC                                  | LUNDIN GOLD INC                                                                  | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       878 | NS      | $65821.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUNR ROYALTIES CORP                              | LUNR ROYALTIES CORP                                                              | CUSIP: 550428106<br>LEI: 529900Q168TQRO7FZ844 | Long             | EC               | CORP              | CA        |      1009 | NS      | $13338.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYNAS RARE EARTHS LTD                            | LYNAS RARE EARTHS LTD                                                            | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      4911 | NS      | $49434.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | MACQUARIE GROUP LTD                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1278 | NS      | $187559.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                             | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100603.74    | 0.01%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MAEDA KOSEN CO LTD                               | MAEDA KOSEN CO LTD                                                               | CUSIP: 000000000<br>LEI: 353800PBX8SI9I66NP60 | Long             | EC               | CORP              | JP        |      6700 | NS      | $80187.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE                       | MAGNUM ICE CREAM CO NV/THE                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      5277 | NS      | $93689.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE                       | MAGNUM ICE CREAM CO NV/THE                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      4296 | NS      | $76353.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MAKEMYTRIP LTD                                   | MAKEMYTRIP LTD                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |      2785 | NS      | $173728.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MANDATUM OYJ                                     | MANDATUM OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     23911 | NS      | $195002.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                         | MANUFACTURERS & TRADERS TRUST CO                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252327.01    | 0.03%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MARICO BANGLADESH LTD                            | MARICO BANGLADESH LTD                                                            | CUSIP: 000000000<br>LEI: 549300WONGQWIS652Y42 | Long             | EC               | CORP              | BD        |      3254 | NS      | $73987.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS & SPENCER GROUP PLC                        | MARKS & SPENCER GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     76753 | NS      | $384931.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL -CL A                     | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1546 | NS      | $487453.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289664.16    | 0.03%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                                    | MARS INC                                                                         | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125874.18    | 0.01%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                             | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3702 | NS      | $696679.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MD ECON DEV SEAGIRT MARINE PRJ SER B             | MARYLAND ECONOMIC DEVELOPMENT CORP                                               | CUSIP: 57420NDK4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    175000 | PA      | $150439.80    | 0.02%             | 2042-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MD ST HHEFA UNI MD MED SYS SR B                  | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY                        | CUSIP: 574218NF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19843.80     | 0.00%             | 2036-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN 144A                    | MASSMUTUAL GLOBAL FUNDING II                                                     | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223143.38    | 0.03%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                               | MASTERCARD INC                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3127 | NS      | $1684796.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSUKIYOCOCOKARA & CO                           | MATSUKIYOCOCOKARA & CO                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $59269.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MCDONALD S CORP                                  | MCDONALD'S CORP                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7916 | NS      | $2493540.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MED LIFE SA                                      | MED LIFE SA                                                                      | CUSIP: 000000000<br>LEI: 254900RJWPQ4SLGCPI85 | Long             | EC               | CORP              | RO        |     31381 | NS      | $96372.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE INC-CL A                                 | MEDLINE INC                                                                      | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      1436 | NS      | $63471.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDSTAR HEALTH INC                               | MEDSTAR HEALTH INC                                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95551.83     | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                           | MELROSE INDUSTRIES PLC                                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     15255 | NS      | $131161.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                 | MERCADOLIBRE INC                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       399 | NS      | $856968.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA 144A                        | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155206.03    | 0.02%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                           | MERCEDES-BENZ GROUP AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1195 | NS      | $81671.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                                 | MERCK & CO INC                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4330 | NS      | $477469.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                       | MERCK KGAA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      2339 | NS      | $348494.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIDIAN MINING PLC                              | MERIDIAN MINING PLC                                                              | CUSIP: 000000000<br>LEI: 984500EB404A37FD8886 | Long             | EC               | CORP              | GB        |     17411 | NS      | $20202.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING 144A                    | MET TOWER GLOBAL FUNDING                                                         | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241144.99    | 0.03%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | META PLATFORMS INC                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115398.54    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A                       | META PLATFORMS INC                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6373 | NS      | $4566254.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                      | METLIFE INC                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4541 | NS      | $358194.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO BRANDS LTD                                 | METRO BRANDS LTD                                                                 | CUSIP: 000000000<br>LEI: 894500HOIH518O40VN09 | Long             | EC               | CORP              | IN        |      4172 | NS      | $47678.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MET GOVT NASH DAV CO TN VANDERBILT SER B         | METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $129690.68    | 0.02%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL                     | METTLER-TOLEDO INTERNATIONAL INC                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       456 | NS      | $626197.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                            | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    305000 | PA      | $263036.91    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     28242 | NS      | $12152250.18  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-ATLANTIC INTERSTATE 144A                     | MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110130.08    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MILDEF GROUP AB                                  | MILDEF GROUP AB                                                                  | CUSIP: 000000000<br>LEI: 9845009F7Q0D56B38270 | Long             | EC               | CORP              | SE        |      2936 | NS      | $43261.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| MILITARY COMMERCIAL JOINT                        | MILITARY COMMERCIAL JOINT STOCK BANK                                             | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |    163742 | NS      | $172188.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                      | MILLICOM INTERNATIONAL CELLULAR SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      2591 | NS      | $158128.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI INC                              | MINEBEA MITSUMI INC                                                              | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |      4400 | NS      | $89922.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TMIH6 MINI TPX IDX FUT  MAR26                    | MINI TPX IDX FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -38 | NC      | $-28472.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TMIH6 MINI TPX IDX FUT  MAR26                    | MINI TPX IDX FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -20 | NC      | $-14985.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TMIH6 MINI TPX IDX FUT  MAR26                    | MINI TPX IDX FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -51 | NC      | $-38213.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MINISO GROUP HOLDING LTD                         | MINISO GROUP HOLDING LTD                                                         | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | EC               | CORP              | KY        |     14800 | NS      | $68725.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                          | MIPS AB                                                                          | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      2439 | NS      | $75916.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRVAC GROUP                                     | MIRVAC GROUP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32051 | NS      | $44511.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                         | MITSUBISHI ELECTRIC CORP                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     21300 | NS      | $665878.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                         | MITSUBISHI ESTATE CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     28900 | NS      | $736543.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES                      | MITSUBISHI HEAVY INDUSTRIES LTD                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      2300 | NS      | $67721.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $296484.98    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO                     | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     78300 | NS      | $1418041.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                            | MITSUI FUDOSAN CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     30700 | NS      | $352033.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIURA CO LTD                                     | MIURA CO LTD                                                                     | CUSIP: 000000000<br>LEI: 3538005VS7UNWU9PHX56 | Long             | EC               | CORP              | JP        |     12900 | NS      | $265250.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBILE WORLD INVESTMENT CORP                     | MOBILE WORLD INVESTMENT CORP                                                     | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |     58000 | NS      | $208334.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                                      | MONCLER SPA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      2680 | NS      | $156146.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                       | MONDELEZ INTERNATIONAL INC                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     39553 | NS      | $2312663.91   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                     | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       221 | NS      | $248437.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAGE GOLD CORP                                | MONTAGE GOLD CORP                                                                | CUSIP: 000000000<br>LEI: 9845004C6BCE77ACA795 | Long             | EC               | CORP              | CA        |      2907 | NS      | $26131.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTANA AEROSPACE AG                             | MONTANA AEROSPACE AG                                                             | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |      8522 | NS      | $367825.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY S CORP                                     | MOODY'S CORP                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       904 | NS      | $466066.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $374969.45    | 0.04%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7659 | NS      | $1400065.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MSBAM 2025-C35 A5                                | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35                      | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $68685.79     | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                           | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96002 | PA      | $97076.66     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                           | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                         | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88600 | PA      | $89586.32     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51266.49     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                | MP MATERIALS CORP                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       778 | NS      | $45723.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MPI CORP                                         | MPI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $158057.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85951.88     | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC               | MS&AD INSURANCE GROUP HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     14800 | NS      | $377068.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MFSH6 MSCI EAFE         MAR26                    | MSCI EAFE         MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -14 | NC      | $-106503.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MSWF 2023-2 A5                                   | MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                            | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53899.84     | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVER AG-REG                       | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       198 | NS      | $120003.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN EMPREENDIMENTOS                        | MULTIPLAN EMPREENDIMENTOS IMOBILIARIOS SA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     22822 | NS      | $143278.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH GA TXB BABS                       | MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    121000 | PA      | $131980.25    | 0.02%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MUNTERS GROUP AB                                 | MUNTERS GROUP AB                                                                 | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      3247 | NS      | $64107.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVWOT 2019-2A A 144A                             | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31806 | PA      | $31767.09     | 0.00%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA B 144A                            | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16132 | PA      | $15654.83     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NAC KAZATOMPROM JSC GDR                          | NAC KAZATOMPROM JSC                                                              | CUSIP: 000000000<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      3777 | NS      | $308628.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NAKANISHI INC                                    | NAKANISHI INC                                                                    | CUSIP: 000000000<br>LEI: 353800EXA7IQ42YKF224 | Long             | EC               | CORP              | JP        |      9900 | NS      | $138808.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAM LONG INVESTMENT CORP                         | NAM LONG INVESTMENT CORP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     69509 | NS      | $79102.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN YA PRINTED CIRCUIT BOARD                     | NAN YA PRINTED CIRCUIT BOARD CORP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5000 | NS      | $60896.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATERA INC                                       | NATERA INC                                                                       | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       893 | NS      | $206408.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | NATIONAL BANK OF CANADA                                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250522.38    | 0.03%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | NATIONAL BANK OF CANADA                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1078 | NS      | $128451.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE                          | NATIONAL BANK OF GREECE SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      1705 | NS      | $30100.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                | NATIONAL GRID PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     48773 | NS      | $828631.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY 144A                     | NATIONWIDE BUILDING SOCIETY                                                      | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $398356.06    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45509 | PA      | $45077.12     | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                             | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14186 | PA      | $13386.91     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA A 144A                             | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13844 | PA      | $13206.19     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                              | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                      | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65222.63     | 0.01%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NEC CORP                                         | NEC CORP                                                                         | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      6900 | NS      | $233907.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                 | NEINOR HOMES SA                                                                  | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |      2755 | NS      | $65645.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                            | NELNET STUDENT LOAN TRUST 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84797 | PA      | $79919.82     | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NESTLE NIGERIA PLC                               | NESTLE NIGERIA PLC                                                               | CUSIP: 000000000<br>LEI: 0292002173F4KD5E5347 | Long             | EC               | CORP              | NG        |     20994 | NS      | $32597.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA-REG                                    | NESTLE SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     11337 | NS      | $1081850.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                      | NETEASE INC                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     12745 | NS      | $330478.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17871 | NS      | $1492049.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NETWEALTH GROUP LTD                              | NETWEALTH GROUP LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1884 | NS      | $31922.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUB 2022-48A A1R 144A                           | NEUBERGER BERMAN LOAN ADVISERS CLO 48 LTD                                        | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249997.50    | 0.03%             | 2036-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NEW FOUND GOLD CORP                              | NEW FOUND GOLD CORP                                                              | CUSIP: 000000000<br>LEI: 98450056568BF2A90783 | Long             | EC               | CORP              | CA        |     12377 | NS      | $33904.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRZT 2022-INV1 A4 144A                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1                                    | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116008 | PA      | $100727.26    | 0.01%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    121954 | PA      | $123236.32    | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG 144A                    | NEW YORK LIFE GLOBAL FUNDING                                                     | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195262.37    | 0.02%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH INC TX BUILD AMER                | NEW YORK STATE DORMITORY AUTHORITY                                               | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15340.44     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS 144A                     | NEW YORK STATE ELECTRIC & GAS CORP                                               | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66947.21     | 0.01%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                     | NEWMONT CORP                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1810 | NS      | $203353.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXITY                                           | NEXITY SA                                                                        | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |      9181 | NS      | $103811.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NEXT PLC                                         | NEXT PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1177 | NS      | $213694.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTAGE CO LTD                                   | NEXTAGE CO LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19200 | NS      | $406755.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30339.16     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      4414 | NS      | $387990.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS SELECT TRUST                               | NEXUS SELECT TRUST                                                               | CUSIP: 000000000<br>LEI: 3358005ZHLYHK1WZGL78 | Long             | EC               | CORP              | IN        |     22845 | NS      | $38339.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGEX MINERALS LTD                                | NGEX MINERALS LTD                                                                | CUSIP: 000000000<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |      5076 | NS      | $104975.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                        | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154213.18    | 0.02%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                        | NIAGARA MOHAWK POWER CORP                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50316.78     | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                       | NIDEC CORP                                                                       | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      6600 | NS      | $94411.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIFCO INC                                        | NIFCO INC/JAPAN                                                                  | CUSIP: 000000000<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      2700 | NS      | $84061.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                  | NINTENDO CO LTD                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      6300 | NS      | $390131.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON PROLOGIS REIT INC                         | NIPPON PROLOGIS REIT INC                                                         | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |        66 | NS      | $38512.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORP                       | NIPPON SANSO HOLDINGS CORP                                                       | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      5000 | NS      | $151715.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| NIPPON SEIKI CO LTD                              | NIPPON SEIKI CO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $163570.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SODA CO LTD                               | NIPPON SODA CO LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $210014.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                | NIPPON STEEL CORP                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     74900 | NS      | $312112.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| NISOURCE FINANCE CORP                            | NISOURCE INC                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81265.09     | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                            | NISOURCE INC                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213772.65    | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NITERRA CO LTD                                   | NITERRA CO LTD                                                                   | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      7000 | NS      | $306053.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBA BANK GROUP AB                               | NOBA BANK GROUP AB                                                               | CUSIP: 000000000<br>LEI: 21380057HUGFEAF25W84 | Long             | EC               | CORP              | SE        |      8042 | NS      | $104410.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | NOK/USD FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-186.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE                        | NOMURA RESEARCH INSTITUTE LTD                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      2000 | NS      | $60840.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDNET AB PUBL                                  | NORDNET AB PUBL                                                                  | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |      2649 | NS      | $85703.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                            | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2425 | NS      | $706257.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORSK HYDRO ASA                                  | NORSK HYDRO ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      7362 | NS      | $65358.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH WEST CO INC/THE                            | NORTH WEST CO INC/THE                                                            | CUSIP: 000000000<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |      1827 | NS      | $65222.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NORTHAM PLATINUM HOLDINGS LT                     | NORTHAM PLATINUM HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |      4074 | NS      | $97064.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                      | NORTHERN STAR RESOURCES LTD                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      6208 | NS      | $114123.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                              | NORTHERN TRUST CORP                                                              | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74986.88     | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                            | NORTHROP GRUMMAN CORP                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       677 | NS      | $468660.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                          | NOV INC                                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      4669 | NS      | $85676.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LJUBLJANSKA BANKA DD                        | NOVA LJUBLJANSKA BANKA DD                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       436 | NS      | $96459.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA GDR REG S                       | NOVA LJUBLJANSKA BANKA DD                                                        | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |     16639 | NS      | $724505.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| NOVARTIS AG-REG                                  | NOVARTIS AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4492 | NS      | $666477.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                               | NOVO NORDISK A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     14112 | NS      | $837959.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK A/S-SPONS ADR                       | NOVO NORDISK A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2606 | NS      | $154874.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                   | NRG ENERGY INC                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       237 | NS      | $36173.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC LTD                                         | NTPC LTD                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |     31605 | NS      | $122455.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DC REIT                                      | NTT DC REIT                                                                      | CUSIP: 000000000<br>LEI: 2549007AN8RVE3OG2252 | Long             | EC               | CORP              | SG        |     69600 | NS      | $71008.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                            | NTT FINANCE CORP                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203958.55    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISL-A                     | NU HOLDINGS LTD/CAYMAN ISLANDS                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     31710 | NS      | $562852.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                       | NUCOR CORP                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1148 | NS      | $204022.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                       | NUCOR CORP                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65802.20     | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                       | NUCOR CORP                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121052.39    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                               | NVENT ELECTRIC PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       494 | NS      | $55456.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     84086 | NS      | $16071357.18  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    375000 | PA      | $336090.19    | 0.04%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L A 144A                              | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100489.13    | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35433.77     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      5409 | NS      | $532299.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144199.78    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OBARA GROUP INC                                  | OBARA GROUP INC                                                                  | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      5300 | NS      | $129473.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| OBX 2019-EXP3 2A2 144A                           | OBX 2019-EXP3 TRUST                                                              | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1888 | PA      | $1888.95      | 0.00%             | 2059-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                           | OBX 2025-NQM15 TRUST                                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     89710 | PA      | $90387.92     | 0.01%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107925.97    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                            | OCTANE RECEIVABLES TRUST 2024-RVM1                                               | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61002 | PA      | $61895.32     | 0.01%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                            | OCTANE RECEIVABLES TRUST 2025-RVM1                                               | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96029 | PA      | $96222.08     | 0.01%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ALROSA PJSC                                      | OFAC RESTR ALROSA PJSC                                                           | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     80680 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POLYUS PJSC - MICEX EXCH                         | OFAC RESTR POLYUS PJSC                                                           | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      2940 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OJI HOLDINGS CORP                                | OJI HOLDINGS CORP                                                                | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     42300 | NS      | $250562.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                        | OLD DOMINION FREIGHT LINE INC                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      9444 | NS      | $1635700.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS CORP                                     | OLYMPUS CORP                                                                     | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     12200 | NS      | $145723.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAI GOLD MINES CORP                             | OMAI GOLD MINES CORP                                                             | CUSIP: 000000000<br>LEI: 254900GOHPZOKN6K3C88 | Long             | EC               | CORP              | CA        |     41582 | NS      | $51609.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNIVISION INTEGRATED CIRCUITS GROUP INC         | OMNIVISION INTEGRATED CIRCUITS GROUP INC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14900 | NS      | $259726.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                           | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1663 | NS      | $98795.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV PETROM SA                                    | OMV PETROM SA                                                                    | CUSIP: 000000000<br>LEI: 549300UKYDM6L8HEPU79 | Long             | EC               | CORP              | RO        |    782709 | NS      | $185301.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK INC                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1532 | NS      | $121319.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN HOUSE GROUP CO LTD                          | OPEN HOUSE GROUP CO LTD                                                          | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      4900 | NS      | $288324.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OQ GAS NETWORKS SAOC                             | OQ GAS NETWORKS SAOC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | OM        |    297457 | NS      | $159282.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OR ROYALTIES INC                                 | OR ROYALTIES INC                                                                 | CUSIP: 000000000<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      7382 | NS      | $291073.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| ORACLE CORP                                      | ORACLE CORP                                                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112359.90    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | ORACLE CORP                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2368 | NS      | $389725.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                      | ORACLE CORP                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147731.29    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                   | ORANGE SA                                                                        | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199408.63    | 0.02%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                        | ORIX CORP                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     19500 | NS      | $594270.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| ORSTED A/S                                       | ORSTED AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     24190 | NS      | $544160.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | OTIS WORLDWIDE CORP                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5586 | NS      | $477156.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                     | OTP BANK NYRT                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      4854 | NS      | $610788.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | OVINTIV INC                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1936 | NS      | $84157.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                    | OWENS CORNING                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52544.08     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | OWENS CORNING                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1532 | NS      | $183594.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD NANOPORE TECHNOLOGIES                     | OXFORD NANOPORE TECHNOLOGIES PLC                                                 | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Long             | EC               | CORP              | GB        |     30136 | NS      | $64266.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                            | PACCAR FINANCIAL CORP                                                            | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195247.76    | 0.02%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267114.94    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II 144A                          | PACIFIC LIFE GLOBAL FUNDING II                                                   | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175152.40    | 0.02%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                        | PACKAGING CORP OF AMERICA                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5995 | NS      | $1334187.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGE INDUSTRIES LTD                              | PAGE INDUSTRIES LTD                                                              | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |       181 | NS      | $64966.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                      | PALANTIR TECHNOLOGIES INC                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3011 | NS      | $441382.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                          | PANASONIC HOLDINGS CORP                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     10300 | NS      | $141220.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK24 CO LTD                                    | PARK24 CO LTD                                                                    | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |      9100 | NS      | $126814.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORP                             | PARKER-HANNIFIN CORP                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2667 | NS      | $2495885.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                        | PARTNERS GROUP HOLDING AG                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       229 | NS      | $312251.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| PAX LABS CLASS A COMMON PP                       | PAX LABS CLASS A COMMON PP                                                       | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     21572 | NS      | $6687.32      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PEAC 2025-1A A2 144A                             | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                            | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109007 | PA      | $109640.96    | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A A3 144A                             | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                            | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45142.92     | 0.01%             | 2033-07-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                          | PEBBLEBROOK HOTEL TRUST                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      5979 | NS      | $68280.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PENTA-OCEAN CONSTRUCTION CO                      | PENTA-OCEAN CONSTRUCTION CO LTD                                                  | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     20900 | NS      | $219349.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| PENTAIR PLC                                      | PENTAIR PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     10672 | NS      | $1124508.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPCO GROUP NV                                   | PEPCO GROUP NV                                                                   | CUSIP: 000000000<br>LEI: 213800OVMJPFP79OB449 | Long             | EC               | CORP              | NL        |     12344 | NS      | $100873.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES CORP                           | PERMIAN RESOURCES CORP                                                           | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4860 | NS      | $78391.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERPLEXITY AI SER E-1 CVT PFD PP                 | PERPLEXITY AI SER E-1 CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        98 | NS      | $68153.49     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PERSIMMON PLC                                    | PERSIMMON PLC                                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     13029 | NS      | $250902.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSOL HOLDINGS CO LTD                           | PERSOL HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |     42200 | NS      | $73909.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PERU                                             | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40000 | PA      | $40786.76     | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PET VALU HOLDINGS LTD                            | PET VALU HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      3000 | NS      | $60147.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PFISTERER HOLDING SE                             | PFISTERER HOLDING SE                                                             | CUSIP: 000000000<br>LEI: 529900APPYG9TGZYS639 | Long             | EC               | CORP              | DE        |       599 | NS      | $51825.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                       | PFIZER INC                                                                       | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125345.80    | 0.01%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                      | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1393 | NS      | $249959.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                      | PHILLIPS 66                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       444 | NS      | $63740.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHU NHUAN JEWELRY JSC                            | PHU NHUAN JEWELRY JSC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     83620 | NS      | $411065.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY AND CASUALTY-H SHS                 | PICC PROPERTY & CASUALTY CO LTD                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    120000 | NS      | $248423.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PINTEREST INC- CLASS A                           | PINTEREST INC                                                                    | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     19064 | NS      | $421886.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                        | PLANET FITNESS INC                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      4402 | NS      | $400758.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANISWARE SA                                    | PLANISWARE SA                                                                    | CUSIP: 000000000<br>LEI: 969500356FAUM2X41Q59 | Long             | EC               | CORP              | FR        |      3671 | NS      | $87250.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                           | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40965.84     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| POLYCAB INDIA LTD                                | POLYCAB INDIA LTD                                                                | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |      1904 | NS      | $145543.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                               | POSCO HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       281 | NS      | $67429.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PREF 2025-1A A2 144A                             | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88797 | PA      | $89600.94     | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                     | POWER GRID CORP OF INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |     72502 | NS      | $202391.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                               | PPG INDUSTRIES INC                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3874 | NS      | $447950.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRADA S.P.A.                                     | PRADA SPA                                                                        | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     47800 | NS      | $244371.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                          | PRECISION DRILLING CORP                                                          | CUSIP: 000000000<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |       714 | NS      | $56945.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PREDICTIVE DISCOVERY LTD                         | PREDICTIVE DISCOVERY LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    123781 | NS      | $68392.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                         | PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                         | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22255.62     | 0.00%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1 144A                     | PRICOA GLOBAL FUNDING I                                                          | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175050.04    | 0.02%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP 144A                     | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99940.04     | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145881.13    | 0.02%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                          | PROCTER & GAMBLE CO/THE                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     18459 | NS      | $2801522.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2024-SFR5 A 144A                            | PROGRESS RESIDENTIAL 2024-SFR5 TRUST                                             | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99442 | PA      | $94531.84     | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | PROGRESSIVE CORP/THE                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3712 | NS      | $772096.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                     | PROLOGIS INC                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5911 | NS      | $771740.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS                                           | PROSUS NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      7227 | NS      | $415561.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PFMT 2019-1 B1 144A                              | PROVIDENT FUNDING MORTGAGE TRUST 2019-1                                          | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171388 | PA      | $150000.88    | 0.02%             | 2049-12-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| ALBERTA                                          | PROVINCE OF ALBERTA CANADA                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    135000 | PA      | $133823.67    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                                 | PROVINCE OF BRITISH COLUMBIA CANADA                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $316725.93    | 0.04%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                            | PROVINCE OF NEW BRUNSWICK CANADA                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $249031.15    | 0.03%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PRUDENT CORPORATE ADVISORY S                     | PRUDENT CORPORATE ADVISORY SERVICES LTD                                          | CUSIP: 000000000<br>LEI: 335800YN8XGUHYLE4R90 | Long             | EC               | CORP              | IN        |      2176 | NS      | $56736.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                   | PRUDENTIAL PLC                                                                   | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      7676 | NS      | $126080.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                     | PRYSMIAN SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      4552 | NS      | $539154.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC                                          | PTC INC                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3160 | NS      | $493370.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2376 | NS      | $656227.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                   | PUBLIC STORAGE OPERATING CO                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142216.00    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUIG BRANDS SA-B                                 | PUIG BRANDS SA                                                                   | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |      4002 | NS      | $79572.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PULTE GROUP INC                                  | PULTEGROUP INC                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4450 | NS      | $556650.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR NATIONAL BANK                              | QATAR NATIONAL BANK QPSC                                                         | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     56704 | NS      | $308945.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN N.V.                                      | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      2686 | NS      | $142409.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QINETIQ GROUP PLC                                | QINETIQ GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |     16897 | NS      | $116410.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                            | QNITY ELECTRONICS INC                                                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       565 | NS      | $54341.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | QUEST DIAGNOSTICS INC                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6397 | NS      | $1196430.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RAD POWER BIKES INC CL A COMMON PP               | RAD PWR BIKES INC CLASS A C                                                      | CUSIP: TC2GFC392<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16193 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RAIA DROGASIL SA                                 | RAIA DROGASIL SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    116952 | NS      | $543120.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN BANK LTD                                 | RAKUTEN BANK LTD                                                                 | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      1500 | NS      | $71787.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| RAMBUS INC                                       | RAMBUS INC                                                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1876 | NS      | $213545.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMELIUS RESOURCES LTD                           | RAMELIUS RESOURCES LTD                                                           | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |      9311 | NS      | $28676.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                             | RANGE RESOURCES CORP                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     29258 | NS      | $1107415.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                     | RAYONIER INC                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      3066 | NS      | $69720.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                               | REALTY INCOME CORP                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67256.33     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                          | RECRUIT HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     11700 | NS      | $616283.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REDCARE PHARMACY NV                              | REDCARE PHARMACY NV                                                              | CUSIP: SBYYH7G96<br>LEI: 529900JK6UXHY1YKZ082 | Long             | EC               | CORP              | NL        |      3010 | NS      | $222429.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| REDWOOD MATERIALS SER C CVT STOCK PP             | REDWOOD MATERIALS SER C CVT STOCK PP                                             | CUSIP: TC25HIZF2<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |      1666 | NS      | $78418.62     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGENCY CENTERS CORP                             | REGENCY CENTERS CORP                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4223 | NS      | $307730.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                               | REGENCY CENTERS LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35096.38     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS                        | REGENERON PHARMACEUTICALS INC                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       823 | NS      | $610213.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                     | RELIANCE INC                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       742 | NS      | $244489.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                      | RELIANCE INDUSTRIES LTD                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     34220 | NS      | $519970.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE WORLDWIDE CORP LTD                      | RELIANCE WORLDWIDE CORP LTD                                                      | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |     17104 | NS      | $44445.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELO GROUP INC                                   | RELO GROUP INC                                                                   | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |     14500 | NS      | $164714.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| RELX CAPITAL INC                                 | RELX CAPITAL INC                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95099.21     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                         | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      2149 | NS      | $76186.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                         | RENESAS ELECTRONICS CORP                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     54800 | NS      | $911075.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RENGO CO LTD                                     | RENGO CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $219308.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| RENISHAW PLC                                     | RENISHAW PLC                                                                     | CUSIP: 000000000<br>LEI: 21380048ADXM6Z67CT18 | Long             | EC               | CORP              | GB        |      2030 | NS      | $105548.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                    | REPLIGEN CORP                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1796 | NS      | $268268.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND                                           | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     55000 | PA      | $54944.34     | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      7894 | NS      | $1697920.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                              | RESONA HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     31100 | NS      | $362630.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTTRUST INC                                  | RESORTTRUST INC                                                                  | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |      9700 | NS      | $113030.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REVVITY INC                                      | REVVITY INC                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217037.11    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                      | REVVITY INC                                                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      8956 | NS      | $974412.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY IN                     | REXFORD INDUSTRIAL REALTY INC                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      8635 | NS      | $349976.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                          | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80483.11     | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                          | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110210.33    | 0.01%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                          | RGA GLOBAL FUNDING                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103621.45    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                   | RHEINMETALL AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       228 | NS      | $483097.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RICHELIEU HARDWARE LTD                           | RICHELIEU HARDWARE LTD                                                           | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |      2595 | NS      | $77603.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| RIGAKU HOLDINGS CORP                             | RIGAKU HOLDINGS CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $99965.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                    | RIO TINTO PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2258 | NS      | $206007.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RIYUE HEAVY INDUSTRY CO LTD                      | RIYUE HEAVY INDUSTRY CO LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     38100 | NS      | $76009.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBERTET SA                                      | ROBERTET SA                                                                      | CUSIP: 000000000<br>LEI: 969500EUEC3HIYQOCS92 | Long             | EC               | CORP              | FR        |       136 | NS      | $136361.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBEX RESOURCES INC-CDI                          | ROBEX RESOURCES INC                                                              | CUSIP: 000000000<br>LEI: 529900UBILRW1I57HF58 | Long             | EC               | CORP              | CA        |      2192 | NS      | $9727.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBEX RESOURCES INC                              | ROBEX RESOURCES INC                                                              | CUSIP: 000000000<br>LEI: 529900UBILRW1I57HF58 | Long             | EC               | CORP              | CA        |      6615 | NS      | $28516.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBINHOOD MARKETS INC - A                        | ROBINHOOD MARKETS INC                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1622 | NS      | $161356.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG-GENUSSCHEIN                     | ROCHE HOLDING AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2866 | NS      | $1303284.63   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKT 2022-1A A1R 144A                           | ROCKFORD TOWER CLO 2022-1 LTD                                                    | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250282.00    | 0.03%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168365.79    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                         | ROLLS-ROYCE HOLDINGS PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     51120 | NS      | $854571.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                     | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $209404.92    | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       347 | NS      | $128816.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49946.75     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROSEBANK INDUSTRIES PLC                          | ROSEBANK INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 2138005KFPHBAEW69F51 | Long             | EC               | CORP              | JE        |     13006 | NS      | $62154.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                  | ROSS STORES INC                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1045 | NS      | $197139.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROTORK PLC                                       | ROTORK PLC                                                                       | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |     44588 | NS      | $216374.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROUND ONE CORP                                   | ROUND ONE CORP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27700 | NS      | $195695.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                             | ROYAL BANK OF CANADA                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $225195.42    | 0.03%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                   | ROYAL GOLD INC                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        59 | NS      | $15535.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL UNIBREW                                    | ROYAL UNIBREW A/S                                                                | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |       862 | NS      | $81213.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                            | RPM INTERNATIONAL INC                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       501 | NS      | $53586.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSTA AB                                         | RUSTA AB                                                                         | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |      8405 | NS      | $77273.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                             | RYANAIR HOLDINGS PLC                                                             | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      2459 | NS      | $83456.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR                      | RYANAIR HOLDINGS PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      4073 | NS      | $287553.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                     | S&P500 EMINI FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -8 | NC      | $-13939.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                     | S&P500 EMINI FUT  MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -15 | NC      | $-26137.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50124.70     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA                                        | SAFRAN SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1267 | NS      | $452688.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKATA INX CORP                                  | SAKATA INX CORP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12300 | NS      | $188622.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                   | SALESFORCE INC                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1670 | NS      | $354524.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ-A SHS                                  | SAMPO OYJ                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     32188 | NS      | $358970.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                               | SAMSONITE GROUP SA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     56900 | NS      | $144564.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                       | SAMSUNG ELECTRONICS CO LTD                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     34409 | NS      | $3801326.68   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                       | SANDVIK AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     26268 | NS      | $1037227.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SANKYU INC                                       | SANKYU INC                                                                       | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |      2200 | NS      | $131065.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                           | SANOFI SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      5137 | NS      | $484541.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SANRIO CO LTD                                    | SANRIO CO LTD                                                                    | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |      1100 | NS      | $34032.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                           | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117361.14    | 0.01%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132966.17    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | SANTANDER UK GROUP HOLDINGS PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196891.49    | 0.02%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANY HEAVY INDUSTRY CO LTD                       | SANY HEAVY INDUSTRY CO LT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     91400 | NS      | $287963.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANY HEAVY INDUSTRY CO LTD-H SHS                 | SANY HEAVY INDUSTRY CO LTD                                                       | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |     15800 | NS      | $48158.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                           | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      5924 | NS      | $1183428.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPPHIRE FOODS INDIA LTD                         | SAPPHIRE FOODS INDIA LTD                                                         | CUSIP: 000000000<br>LEI: 335800Y2BJLU8A79CD84 | Long             | EC               | CORP              | IN        |     20865 | NS      | $43021.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH                         | SARTORIUS STEDIM BIOTECH                                                         | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      2159 | NS      | $482467.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN MINING CO                          | SAUDI ARABIAN MINING CO                                                          | CUSIP: 000000000<br>LEI: 254900R4HAVLB4GY9713 | Long             | EC               | CORP              | SA        |      4308 | NS      | $87529.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SAUDI NATIONAL BANK                          | SAUDI NATIONAL BANK/THE                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     51306 | NS      | $613382.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                          | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       134 | NS      | $24670.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP                                    | SCENTRE GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     99880 | NS      | $283056.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                            | SCHNEIDER ELECTRIC SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2092 | NS      | $599780.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHOTT PHARMA AG& CO KGAA                        | SCHOTT PHARMA AG & CO KGAA                                                       | CUSIP: 000000000<br>LEI: 529900TU48UE99NHEY88 | Long             | EC               | CORP              | DE        |      6924 | NS      | $117767.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD ADR                                      | SEA LTD                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     14718 | NS      | $1714499.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGA SAMMY HOLDINGS INC                          | SEGA SAMMY HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |     14100 | NS      | $221157.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PLC                                        | SEGRO PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     79897 | NS      | $832413.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                            | SEQUOIA MORTGAGE TRUST 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4394 | PA      | $4113.38      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERV 2021-1 A2I 144A                             | SERVICEMASTER FUNDING LLC                                                        | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123044 | PA      | $115611.84    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                   | SERVICENOW INC                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    235000 | PA      | $207130.87    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                   | SERVICENOW INC                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4112 | NS      | $481145.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                        | SEVEN & I HOLDINGS CO LTD                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     39300 | NS      | $562799.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     18478 | NS      | $711908.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC-ADR                                    | SHELL PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      5499 | NS      | $423587.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      9987 | NS      | $383895.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | SHENZHEN INOVANCE TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8800 | NS      | $94504.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YUTO TECH.                                       | SHENZHEN YUTO PACKAGING TECHNOLOGY CO LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19700 | NS      | $81808.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHOU INTERNATIONAL GROUP                     | SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |     55600 | NS      | $442206.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       809 | NS      | $286903.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178771.89    | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                     | SHIMIZU CORP                                                                     | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      7200 | NS      | $127864.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                        | SHIN-ETSU CHEMICAL CO LTD                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     16500 | NS      | $542595.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP -A                     | SHOALS TECHNOLOGIES GROUP INC                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6792 | NS      | $64116.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC - CLASS A                            | SHOPIFY INC                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3575 | NS      | $469147.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC - CLASS A                            | SHOPIFY INC                                                                      | CUSIP: 000000000<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       305 | NS      | $40020.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LTD                           | SIBANYE STILLWATER LTD                                                           | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     25292 | NS      | $110081.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG-REG                                   | SIEMENS AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      7428 | NS      | $2245709.41   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                                | SIEMENS ENERGY AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       625 | NS      | $106487.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                          | SIEMENS HEALTHINEERS AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      9375 | NS      | $467939.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SRFC 2025-2A A 144A                              | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                  | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72196 | PA      | $72587.62     | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A A 144A                              | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                  | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84576 | PA      | $84575.59     | 0.01%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                           | SIGNAL PEAK CLO 5 LTD                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250261.75    | 0.03%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                       | SIGNIFY NV                                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      3107 | NS      | $65960.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP INC                         | SIMON PROPERTY GROUP INC                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2601 | NS      | $497597.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $306484.66    | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                     | SK HYNIX INC                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2894 | NS      | $1806948.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SK SQUARE CO LTD                                 | SK SQUARE CO LTD                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       677 | NS      | $265012.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKAN GROUP AG                                    | SKAN GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 506700N25H370ZSEFR11 | Long             | EC               | CORP              | CH        |       453 | NS      | $34243.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SKANDINAVISKA ENSKILDA BAN-A                     | SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     11230 | NS      | $241382.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LTD                             | SKEENA RESOURCES LTD                                                             | CUSIP: 000000000<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      5764 | NS      | $164455.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                             | SL GREEN REALTY CORP                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       328 | NS      | $14687.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                          | SLB LTD                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     41749 | NS      | $2019816.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENTERTAINMENT CO LTD                          | SM ENTERTAINMENT CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2708 | NS      | $217208.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SM INVESTMENTS CORP                              | SM INVESTMENTS CORP                                                              | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |      4830 | NS      | $57406.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMARTSTOP SELF STORAGE REIT                      | SMARTSTOP SELF STORAGE REIT INC                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      5346 | NS      | $168078.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB 2020-BA A1A 144A                             | SMB PRIVATE EDUCATION LOAN TRUST                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28534 | PA      | $27293.66     | 0.00%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 144A                              | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                          | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      9415 | PA      | $9367.41      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT1 144A                             | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80923 | PA      | $74273.84     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                 | SMITHS GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      3215 | NS      | $110409.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWLINE GOLD CORP                               | SNOWLINE GOLD CORP                                                               | CUSIP: 000000000<br>LEI: 529900VVFSE66NAIST38 | Long             | EC               | CORP              | CA        |     11250 | NS      | $140785.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                              | SOCIETE GENERALE SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     13457 | NS      | $1179230.35   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLENO THERAPEUTICS INC                          | SOLENO THERAPEUTICS INC                                                          | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      2426 | NS      | $93546.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLVENTUM CORP                                   | SOLVENTUM CORP                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44549.47     | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                            | SONOVA HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1425 | NS      | $389998.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                  | SONY GROUP CORP                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     36400 | NS      | $802543.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SORTERA TECH SER C-1 CVT PFD STOCK PP            | SORTERA TECH SER C-1 CVT PFD STOCK PP                                            | CUSIP: TC3IWOQO4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       764 | NS      | $10529.30     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Ser C-2 Warrants 6/28 PP            | SORTERA TECH SER C-2 WARRANTS 6.28 PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-1 PFD PP                 | SORTERA TECH SERIES PF2-1 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-10 PFD PP                | SORTERA TECH SERIES PF2-10 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-11 PFD PP                | SORTERA TECH SERIES PF2-11 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-12 PFD PP                | SORTERA TECH SERIES PF2-12 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-13 PFD PP                | SORTERA TECH SERIES PF2-13 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-14 PFD PP                | SORTERA TECH SERIES PF2-14 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-15 PFD PP                | SORTERA TECH SERIES PF2-15 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-16 PFD PP                | SORTERA TECH SERIES PF2-16 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-17 PFD PP                | SORTERA TECH SERIES PF2-17 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-18 PFD PP                | SORTERA TECH SERIES PF2-18 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-19 PFD PP                | SORTERA TECH SERIES PF2-19 PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         7 | NS      | $4605.26      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-2 PFD PP                 | SORTERA TECH SERIES PF2-2 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-3 PFD PP                 | SORTERA TECH SERIES PF2-3 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-4 PFD PP                 | SORTERA TECH SERIES PF2-4 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-5 PFD PP                 | SORTERA TECH SERIES PF2-5 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-6 PFD PP                 | SORTERA TECH SERIES PF2-6 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-7 PFD PP                 | SORTERA TECH SERIES PF2-7 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-8 PFD PP                 | SORTERA TECH SERIES PF2-8 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sortera Tech Series PF2-9 PFD PP                 | SORTERA TECH SERIES PF2-9 PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9 | NS      | $5921.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOUTH BOW CORP                                   | SOUTH BOW CORP                                                                   | CUSIP: 000000000<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      2418 | NS      | $68687.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                         | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35542.54     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | SOUTHERN CO GAS CAPITAL CORP                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100113.25    | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | SOUTHERN CO/THE                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94539.47     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     23399 | NS      | $2089764.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                             | SOUTHERN COPPER CORP                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2779 | NS      | $528899.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN PALLADIUM LTD                           | SOUTHERN PALLADIUM LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3681 | NS      | $5053.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SOVEREIGN METALS LTD                             | SOVEREIGN METALS LTD                                                             | CUSIP: 000000000<br>LEI: 213800NSPXSASTENFQ34 | Long             | EC               | CORP              | AU        |     12767 | NS      | $6112.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| HWAH6 SP500 MIC EMIN FUTMAR26                    | SP500 MIC EMIN FUTMAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -41 | NC      | $-2980.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                          | SPIE SA                                                                          | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     16281 | NS      | $892100.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRAX GROUP PLC                                 | SPIRAX GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      2606 | NS      | $259673.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                            | SPOTIFY TECHNOLOGY SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       260 | NS      | $130091.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINGER NATURE AG & CO KGAA                     | SPRINGER NATURE AG & CO KGAA                                                     | CUSIP: 000000000<br>LEI: 549300UMNC43HQB3JA96 | Long             | EC               | CORP              | DE        |      8045 | NS      | $167528.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPROTT PHYSICAL URANIUM TR                       | SPROTT PHYSICAL URANIUM TRUST                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | CA        |      2500 | NS      | $56512.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG ISSUER SA                                     | SPX US 03/20/26 P6375                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -56 | NC      | $-212520.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SQUARE PHARMACEUTICALS PLC                       | SQUARE PHARMACEUTICALS PLC                                                       | CUSIP: 000000000<br>LEI: 254900R3NU1J5X39Y909 | Long             | EC               | CORP              | BD        |     26171 | NS      | $46883.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                          | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      4828 | NS      | $160470.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | STANDARD CHARTERED PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     45195 | NS      | $1156378.77   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A1 144A                           | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8403 | PA      | $8077.43      | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CA ST TXBLE BUILD AMERICA                        | STATE OF CALIFORNIA                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $41826.80     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | STEEL DYNAMICS INC                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1123 | NS      | $201657.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFUEL 2025-BA B 144A                             | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20153.29     | 0.00%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA A4 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                    | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45227.12     | 0.01%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                    | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      5220 | NS      | $51113.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: 549300BRDKZ1HFI2J358 | Long             | EC               | CORP              | IE        |       554 | NS      | $145480.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                             | STORA ENSO OYJ                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     46774 | NS      | $538462.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STORAGEVAULT CANADA INC                          | STORAGEVAULT CANADA INC                                                          | CUSIP: 000000000<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |     28087 | NS      | $102310.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRAUMANN HOLDING AG-REG                         | STRAUMANN HOLDING AG                                                             | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      2738 | NS      | $329298.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| STRIKE CO LTD                                    | STRIKE CO LTD                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $62687.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| STRYKER CORP                                     | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       510 | NS      | $188475.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                      | SUBARU CORP                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      5600 | NS      | $120221.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBSEA 7 SA                                      | SUBSEA 7 SA                                                                      | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |      7551 | NS      | $193019.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO CORP                                       | SUMCO CORP                                                                       | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      5200 | NS      | $54288.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                    | SUMITOMO CORP                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     18000 | NS      | $730963.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                  | SUMITOMO MITSUI TRUST GROUP INC                                                  | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      6700 | NS      | $223771.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO SEIKA CHEMICALS CO                      | SUMITOMO SEIKA CHEMICALS CO LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $55472.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                              | SUN COMMUNITIES INC                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2103 | NS      | $267985.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES                          | SUN HUNG KAI PROPERTIES LTD                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      6583 | NS      | $105715.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                | SUNCOR ENERGY INC                                                                | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      1759 | NS      | $93174.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                | SUNCOR ENERGY INC                                                                | CUSIP: 000000000<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      3454 | NS      | $182561.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                                | SUZUKI MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     10800 | NS      | $147258.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB - A SHARES                           | SWEDBANK AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      5510 | NS      | $214230.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIGGY LTD                                       | SWIGGY LTD                                                                       | CUSIP: 000000000<br>LEI: 335800R11DC3QR7KH186 | Long             | EC               | CORP              | IN        |     17980 | NS      | $60621.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PROPERTIES LTD                             | SWIRE PROPERTIES LTD                                                             | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     28000 | NS      | $84869.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYENSQO SA                                       | SYENSQO SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |       478 | NS      | $40230.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SYMRISE AG                                       | SYMRISE AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      2040 | NS      | $171741.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCONA LTD                                      | SYNCONA LTD                                                                      | CUSIP: 000000000<br>LEI: 213800X8MBI5VQITLW60 | Long             | EC               | RF                | GG        |     28376 | NS      | $38308.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | SYNOPSYS INC                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       454 | NS      | $211162.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSTEMS LTD                                      | SYSTEMS LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PK        |    124869 | NS      | $68874.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRP DYNAMIC GLOBAL BOND FD-I                     | T ROWE PR DYN GLBL BND-I                                                         | CUSIP: 77956H468<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |   2022411 | NS      | $15350096.75  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMRG MKTS LOCAL CURR BD FD-I                 | T ROWE PR EM MKT LOC CUR-I                                                       | CUSIP: 77956H369<br>LEI: 308254AVG0WE2QK20V13 | Long             | EC               | RF                | US        |   3789137 | NS      | $19741404.57  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMER MKTS BND FD-I                           | T ROWE PR EMRG MKTS BND-I                                                        | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   3285756 | NS      | $32561845.97  | 3.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST FLOATING RATE FUND                      | T ROWE PR INST FLTNG RT-INST                                                     | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |    819313 | NS      | $7668770.30   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                         | T ROWE PR INST HI YLD-INST                                                       | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   2342509 | NS      | $18646375.36  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED) - I                | T ROWE PR INTL BD USD HG-I                                                       | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1102225 | NS      | $9446068.60   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR INTL BND-I                             | T ROWE PR INTL BND-I                                                             | CUSIP: 77956H450<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |   3729554 | NS      | $27337632.20  | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTEGRATED US SMCC EQ FD-I                   | T ROWE PRICE INTEGRATED US SMALL-MID CAP CORE EQUITY FUND                        | CUSIP: 779917707<br>LEI: 549300W1UD5BSCDBEY41 | Long             | EC               | RF                | US        |   2056178 | NS      | $54694343.59  | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                  | T-MOBILE US INC                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     14918 | NS      | $2941978.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-MOBILE USA INC                                                                 | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158259.83    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund            | T. Rowe Price Government Reserve Fund                                            | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  37803236 | NS      | $37803235.69  | 4.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIHEIYO CEMENT CORP                             | TAIHEIYO CEMENT CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $417686.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                     | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    117000 | NS      | $6469624.64   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR                      | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      2472 | NS      | $817144.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKASHIMAYA CO LTD                               | TAKASHIMAYA CO LTD                                                               | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |     16500 | NS      | $206241.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL CO LTD                     | TAKEDA PHARMACEUTICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      5000 | NS      | $170198.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEUCHI MFG CO LTD                              | TAKEUCHI MANUFACTURING CO LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $103510.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| TALON CAPITAL CORP                               | TALON CAPITAL CORP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2024 | NS      | $20766.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon Capital Sponsor LLC CL A MBR INT PP        | TALON CAPITAL SPONSOR LLC CL A MBR INT P                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2406 | NS      | $6015.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TAMARACK VALLEY ENERGY LTD                       | TAMARACK VALLEY ENERGY LTD                                                       | CUSIP: 000000000<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |      7900 | NS      | $53434.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | TARGA RESOURCES CORP                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       788 | NS      | $158372.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                             | TARGA RESOURCES CORP                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46095.96     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75058.47     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TATA STEEL LTD                                   | TATA STEEL LTD                                                                   | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     38370 | NS      | $80091.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDING AS                     | TAV HAVALIMANLARI HOLDING AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | EC               | CORP              | TR        |      8238 | NS      | $65967.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR WIMPEY PLC                                | TAYLOR WIMPEY PLC                                                                | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     47752 | NS      | $69811.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL TECHNOLOGY GROUP CORP                        | TCL TECHNOLOGY GROUP CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    387900 | NS      | $270823.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                              | TE CONNECTIVITY PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      6638 | NS      | $1478813.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TECAN GROUP AG-REG                               | TECAN GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |       576 | NS      | $101482.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHCOM SECURITIES JSC                           | TECHCOM SECURITIES JSC                                                           | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |     21000 | NS      | $45752.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                   | TECHNIPFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     30314 | NS      | $1689096.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                     | TECHTRONIC INDUSTRIES CO LTD                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     12500 | NS      | $170643.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TECK RESOURCES LTD-B                             | TECK RESOURCES LTD                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      2986 | NS      | $160527.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                        | TELEDYNE TECHNOLOGIES INC                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       523 | NS      | $324416.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                                | TELEFONAKTIEBOLAGET LM ERICSSON                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     27528 | NS      | $298132.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT                  | TELKOM INDONESIA PERSERO TBK PT                                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    455100 | NS      | $97282.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                | TELSTRA GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     43251 | NS      | $146936.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA-ADR                                   | TENARIS SA                                                                       | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1325 | NS      | $58697.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD-UNS ADR                     | TENCENT HOLDINGS LTD                                                             | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      3735 | NS      | $285316.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     31463 | NS      | $2418303.07   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5980 | NS      | $1131894.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                              | TERRENO REALTY CORP                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3791 | NS      | $233298.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                        | TESLA INC                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2844 | NS      | $1224086.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78702.84     | 0.01%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      9072 | NS      | $1955469.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TGS ASA                                          | TGS ASA                                                                          | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |     19123 | NS      | $201562.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                     | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1506 | NS      | $871386.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THYSSENKRUPP AG                                  | THYSSENKRUPP AG                                                                  | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |      2861 | NS      | $38139.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13144.42     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13032.45     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TINGYI (CAYMAN ISLN) HLDG CO                     | TINGYI CAYMAN ISLANDS HOLDING CORP                                               | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |     40000 | NS      | $60625.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN CO LTD                                     | TITAN CO LTD                                                                     | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |      4964 | NS      | $214793.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                | TJX COS INC/THE                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6833 | NS      | $1023651.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                                      | TJX COS INC/THE                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48278.43     | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                    | TMX GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      1320 | NS      | $48732.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                        | TOKIO MARINE HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      5700 | NS      | $212453.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                               | TOKYO ELECTRON LTD                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1000 | NS      | $266459.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO KIRABOSHI FINANCIAL GROUP INC              | TOKYO KIRABOSHI FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $267686.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO SEIMITSU CO LTD                            | TOKYO SEIMITSU CO LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $362402.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| TOKYO TATEMONO CO LTD                            | TOKYO TATEMONO CO LTD                                                            | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |     12100 | NS      | $284740.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLL BROTHERS INC                                | TOLL BROTHERS INC                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      4376 | NS      | $632288.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGCHENG TRAVEL HOLDINGS LTD                    | TONGCHENG TRAVEL HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |     25200 | NS      | $74957.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TONIAN HOLD SR A NV CVT PFD UNITS PP             | TONIAN HOLDINGS NON-VOTING CVT PFD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2304 | NS      | $3271.68      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TONIAN HOLD SR A VTG CVT PFD UNITS PP            | TONIAN HOLDINGS VOTING CVT PFD UNITS                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3239 | NS      | $4599.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TOREX GOLD RESOURCES INC                         | TOREX GOLD RESOURCES INC                                                         | CUSIP: 000000000<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       352 | NS      | $16942.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | TORONTO-DOMINION BANK/THE                                                        | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92378.84     | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORRENT PHARMACEUTICALS LTD                      | TORRENT PHARMACEUTICALS LTD                                                      | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |      1768 | NS      | $76186.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                          | TOTALENERGIES CAPITAL USA LLC                                                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189854.24    | 0.02%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TOTALENERGIES SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     21624 | NS      | $1572686.81   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                         | TOTVS SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     10208 | NS      | $86528.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP                              | TOURMALINE OIL CORP                                                              | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      2027 | NS      | $95927.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| TPMT 2018-1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2764 | PA      | $2748.37      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                             | TOWD POINT MORTGAGE TRUST 2024-2                                                 | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199335 | PA      | $201523.13    | 0.02%             | 2064-12-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES4 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2025-CES4                                              | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |     94576 | PA      | $95168.24     | 0.01%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                          | TOWER SEMICONDUCTOR LTD                                                          | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       134 | NS      | $18053.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO TIRE CORP                                   | TOYO TIRE CORP                                                                   | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     10800 | NS      | $291057.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TLOT 2025-A A4 144A                              | TOYOTA LEASE OWNER TRUST 2025-A                                                  | CUSIP: 89239NAE5<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $86010.51     | 0.01%             | 2029-06-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                | TOYOTA MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     50700 | NS      | $1149141.21   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | TOYOTA MOTOR CREDIT CORP                                                         | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154653.85    | 0.02%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TPIC PRE FUND SR TERM NOTE PP                    | TPIC Pre Fund Sr Term Note PP                                                    | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |      3566 | PA      | $3565.82      | 0.00%             | 2026-04-30      | Fixed         | 125.27%               | Yes           |                  3 | On Loan: No      |
| TPIC ROLLUP SR TERM NOTES PP                     | TPIC Rollup Sr Term Notes PP                                                     | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |      3941 | PA      | $3940.67      | 0.00%             | 2026-12-06      | Fixed         | 46.47%                | Yes           |                  3 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                      | TPIC SPV I LLC                                                                   | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |     91917 | PA      | $81836.73     | 0.01%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TR FINANCE LLC                                   | TR FINANCE LLC                                                                   | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.73      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                           | TRACTOR SUPPLY CO                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     17842 | NS      | $907800.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                     | TRADEWEB MARKETS INC                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4870 | NS      | $501950.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                              | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $111348.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A                       | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $127255.33    | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/THE                            | TRAVELERS COS INC/THE                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1509 | NS      | $429325.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL                | TREASURY RESERVE FUND - Collateral                                               | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   4471354 | NS      | $4471354.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Treeline Bio Common WTS 8/35 PP                  | TREELINE BIO COMMON WTS 8.35 PP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $1246.08      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TREELINE BIO SER A CVT PFD STOCK PP              | TREELINE BIO SER A CVT PFD STOCK PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1491 | NS      | $10864.92     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TREELINE BIO SER A-1 CVT PFD STOCK PP            | TREELINE BIO SER A-1 CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5423 | NS      | $39517.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Treeline Bio SER A-2 CVT PFD PP                  | TREELINE BIO SER A-2 NV CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1138 | NS      | $8292.61      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRELLEBORG AB-B SHS                              | TRELLEBORG AB                                                                    | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      1896 | NS      | $76724.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TROAX GROUP AB                                   | TROAX GROUP AB                                                                   | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      2887 | NS      | $47100.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AAPL 2Y 01/19/2028/118707233/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-967.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ABBV 2Y 01/19/2028/117816125/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $2088.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ABNB 2Y 01/19/2028/117816255/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7973.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ADI 2Y 01/19/2028/117814528/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3684.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS AEE 2Y 01/19/2028/118046410CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-402.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS AEE 2Y 01/19/2028/118256762/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-95.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AEP 2Y 01/19/2028/117814532/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-371.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ALL 2Y 01/19/2028/118049171CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4193.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ALLE 2Y 01/19/2028/118498257/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $-1332.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS AMD 2Y 01/19/2028/117814540/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $16617.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AMGN 2Y 01/19/2028/117814522/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3163.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ANET 2Y 01/19/2028/118046415CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $16638.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS APO 2Y 01/19/2028/118046409CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14985.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AT/EBS 2Y 01/20/2028/117816247/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | AT        |         1 | NC      | $10675.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/ANZ 2Y 01/20/2028/117793533/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $13237.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/ANZ 2Y 01/20/2028/118105472/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $1516.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/ANZ 2Y 01/20/2028/118256789/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $1919.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/COH 2Y 01/20/2028/117793431/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-5415.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/DOW 2Y 01/20/2028/117793515/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $1319.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/FMG 2Y 01/20/2028/117793524/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $10657.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/MPL 2Y 01/20/2028/117793539/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-4235.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/NAB 2Y 01/20/2028/117793478/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-11211.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS AU/RWC 2Y 01/20/2028/119021813/UBSWGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |         1 | NC      | $-1828.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS AXON 2Y 01/19/2028/117816218/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $30935.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS AXP 2Y 01/19/2028/117814524/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-26789.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS BAC 2Y 01/19/2028/118046412CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1656.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS BE/UCB 2Y 01/20/2028/117816200/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BE        |         1 | NC      | $-2755.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS BIIB 2Y 01/19/2028/117816177/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6048.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BK 2Y 01/19/2028/117814577/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1763.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS BKNG 2Y 01/19/2028/118046414CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3830.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BKR 2Y 01/19/2028/117816292/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $20570.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS BMY 2Y 01/19/2028/118049172CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3500.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS BR 2Y 01/19/2028/119099620/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2361.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS BX 2Y 01/19/2028/117814573/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $22092.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS BXP 2Y 01/19/2028/118049182CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4000.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/BAM 2Y 01/19/2028/117816262/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $36136.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/BAM 2Y 01/19/2028/118256768/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $6013.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CA/BMO 2Y 01/19/2028/118339965/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |         1 | NC      | $1281.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS CA/BNS 2Y 01/19/2028/118288878/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |         1 | NC      | $480.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS CA/CM 2Y 01/19/2028/118281394/MSLNGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |         1 | NC      | $2109.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/CS 2Y 01/19/2028/117816268/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $12465.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/FSV 2Y 01/19/2028/117816264/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $10453.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/FSV 2Y 01/19/2028/118256766/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $1739.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/IVN 2Y 01/19/2028/118564286/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $7920.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/MFC 2Y 01/19/2028/117816223/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-1163.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/MFC 2Y 01/19/2028/118339952/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-476.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/SLF 2Y 01/19/2028/117816270/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-4494.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/TOU 2Y 01/19/2028/117816290/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $9637.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CA/X 2Y 01/19/2028/117816122/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-1654.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CAH 2Y 01/19/2028/118046893CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1063.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CAT 2Y 01/19/2028/117814530/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $24278.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CEG 2Y 01/19/2028/117814572/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $36654.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/CFR 2Y 01/20/2028/117816282/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-26457.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/NOVN 2Y 01/20/2028/117816168/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-502.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/NOVN 2Y 01/20/2028/118256790/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-83.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS CH/ROG 2Y 01/20/2028/118683556/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-2174.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/SIKA 2Y 01/20/2028/117816258/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $4126.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/SOON 2Y 01/20/2028/117816251/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-9456.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/STMN 2Y 01/20/2028/117816213/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $6470.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CH/UBSG 2Y 01/20/2028/118339963/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |         1 | NC      | $-8944.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CI 2Y 01/19/2028/117816123/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5937.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CL 2Y 01/19/2028/118046911CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $23519.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CL 2Y 01/19/2028/118256763/CHASGB2LXXX_C                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3914.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CME 2Y 01/19/2028/118046897CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $17199.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CMS 2Y 01/19/2028/117814529/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $5003.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CMS 2Y 01/19/2028/118256757/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $1226.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CNP 2Y 01/19/2028/117816150/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1410.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS COF 2Y 01/19/2028/117816252/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $18381.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS COP 2Y 01/19/2028/118046895CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $14516.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS COST 2Y 01/19/2028/117816167/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5792.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS CRL 2Y 01/19/2028/118600951/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11560.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS CRM 2Y 01/19/2028/117814571/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9647.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CRWD 2Y 01/19/2028/117816106/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7608.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CSCO 2Y 01/19/2028/118046900CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $5167.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CSX 2Y 01/19/2028/117814521/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $21192.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS CSX 2Y 01/19/2028/118256769/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $3526.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CUBE 2Y 01/19/2028/118046914CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11010.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS CVNA 2Y 01/19/2028/118104307CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14626.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DAY 2Y 01/19/2028/118104308CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-193.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DD 2Y 01/19/2028/117816293/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3105.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/ADS 2Y 01/20/2028/117816250/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-19775.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/BAS 2Y 01/20/2028/117814560/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-2895.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/BAS 2Y 01/20/2028/118256764/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-482.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/BAYN 2Y 01/20/2028/117814547/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $9773.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/BMW 2Y 01/20/2028/117816232/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-4965.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/DB1 2Y 01/20/2028/117816231/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1907.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/DB1 2Y 01/20/2028/118256765/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $375.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/ENR 2Y 01/20/2028/118683537/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-13251.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DE/FRE 2Y 01/20/2028/117837502/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |         1 | NC      | $16462.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DE/FRE 2Y 01/20/2028/118256761/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |         1 | NC      | $2760.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/G24 2Y 01/20/2028/117816271/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $3682.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/HAG 2Y 01/20/2028/117814581/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $7219.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/HNR1 2Y 01/20/2028/117816217/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $5796.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/HNR1 2Y 01/20/2028/118256775/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $1584.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/IFX 2Y 01/20/2028/118256866/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-123.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/MRK 2Y 01/20/2028/117814548/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $4556.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS DE/MUV2 2Y 01/20/2028/118790361/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |         1 | NC      | $6989.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/P911 2Y 01/20/2028/117816261/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $5700.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/SHL 2Y 01/20/2028/117816116/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $-22888.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/VNA 2Y 01/20/2028/117816114/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $4225.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DE/VOW3 2Y 01/20/2028/117816254/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |         1 | NC      | $270.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DECK 2Y 01/19/2028/117816256/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-20571.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DHR 2Y 01/19/2028/117814527/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-21856.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DK/NOVOB 2Y 01/20/2028/117816216/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DK        |         1 | NC      | $2496.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DK/NOVOB 2Y 01/20/2028/118256777/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DK        |         1 | NC      | $725.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DK/NSISB 2Y 01/20/2028/119082603/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DK        |         1 | NC      | $-1756.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS DK/PNDORA 2Y 01/20/2028/117816286/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DK        |         1 | NC      | $7900.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS DOV 2Y 01/19/2028/118046884CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8658.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DOW 2Y 01/19/2028/117816124/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10391.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DTE 2Y 01/19/2028/117814539/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $6356.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS DVN 2Y 01/19/2028/117816190/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $17450.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ED 2Y 01/19/2028/117814545/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $6136.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS EL 2Y 01/19/2028/117816163/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $6436.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EPAM 2Y 01/19/2028/118104765CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6780.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EQIX 2Y 01/19/2028/118047158CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $7003.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ES 2Y 01/19/2028/117816172/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2983.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/CABK 2Y 01/20/2028/117814584/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |         1 | NC      | $35479.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/CABK 2Y 01/20/2028/118105475/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |         1 | NC      | $3715.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/FER 2Y 01/20/2028/117816259/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |         1 | NC      | $2854.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ES/IBE 2Y 01/20/2028/117816197/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |         1 | NC      | $-5632.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ESAB 2Y 01/19/2028/118104785CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-847.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ETR 2Y 01/19/2028/117816157/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6711.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS ETR 2Y 01/19/2028/118256784/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3857.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS EVRG 2Y 01/19/2028/117816111/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4473.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EWBC 2Y 01/19/2028/118047156CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6527.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS EWBC 2Y 01/19/2028/118256758/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1086.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS EXC 2Y 01/19/2028/117816225/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2010.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS EXC 2Y 01/19/2028/118256771/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-829.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS F 2Y 01/19/2028/117816203/GSILGB2XXXX_C                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-595.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FAST 2Y 01/19/2028/117816151/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2075.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FAST 2Y 01/19/2028/118256776/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $345.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FE 2Y 01/19/2028/117816145/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1453.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/ELISA 2Y 01/20/2028/117816226/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-729.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117816224/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $7301.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117929704/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $580.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117987289/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $650.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/FORTUM 2Y 01/20/2028/117996281/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $278.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/SAMPO 2Y 01/20/2028/117816214/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-17017.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/SAMPO 2Y 01/20/2028/118256780/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-3233.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FI/STERV 2Y 01/20/2028/117816215/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |         1 | NC      | $-23539.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FICO 2Y 01/19/2028/117816176/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $15686.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FITB 2Y 01/19/2028/118104772CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $5954.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FIX 2Y 01/19/2028/118683555/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10628.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118576289/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-1054.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118600177/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-2803.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118672094/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-282.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118699528/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-745.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118704660/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-3368.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/AIR 2Y 01/20/2028/118710915/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-2724.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/BNP 2Y 01/20/2028/117814561/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-22316.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/CAP 2Y 01/20/2028/117814546/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $18708.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/CS 2Y 01/20/2028/117814553/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-10230.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/DG 2Y 01/20/2028/117816222/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $7562.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | TRS FR/EDEN 2Y 01/20/2028/117838877/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | FR        |         1 | NC      | $1843.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FR/EDEN 2Y 01/20/2028/118127225CA/CHASGB2LXXX_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FR        |         1 | NC      | $921.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/MC 2Y 01/20/2028/117816246/GSILGB2XXXX_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-39499.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/ORA 2Y 01/20/2028/117816196/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $21402.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/SAF 2Y 01/20/2028/118539245/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $-8551.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/SAN 2Y 01/20/2028/117816191/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $13480.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS FR/SAN 2Y 01/20/2028/118105480/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |         1 | NC      | $2137.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FRT 2Y 01/19/2028/118104767CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1695.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS FTV 2Y 01/19/2028/117816289/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-18224.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS FTV 2Y 01/19/2028/118256759/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3031.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS FWONK 2Y 01/19/2028/119082605/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3647.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/ADM 2Y 01/20/2028/117816273/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $32843.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/AV/ 2Y 01/20/2028/117816188/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-17511.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/AV/ 2Y 01/20/2028/118105476/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-3586.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/BA/ 2Y 01/20/2028/117816194/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-4917.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/BARC 2Y 01/20/2028/117816180/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $474.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/BARC 2Y 01/20/2028/118256773/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $118.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/GLEN 2Y 01/20/2028/118707236/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JE        |         1 | NC      | $4213.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/IHG 2Y 01/19/2028/118557564/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1470.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/IMB 2Y 01/20/2028/117816189/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-209.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/MKS 2Y 01/20/2028/118025535/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $1070.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/PRU 2Y 01/20/2028/117816193/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-5703.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/PRU 2Y 01/20/2028/118256774/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-949.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/RR/ 2Y 01/20/2028/118539246/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-6689.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/SHEL 2Y 01/20/2028/117814574/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $3175.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS GB/SN/ 2Y 01/20/2028/118105530/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-323.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GB/WTB 2Y 01/20/2028/118138446/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |         1 | NC      | $2600.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS GEN 2Y 01/19/2028/118104793CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-27087.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS GEN 2Y 01/19/2028/118256755/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4506.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS GEV 2Y 01/19/2028/117816275/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-26497.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS GILD 2Y 01/19/2028/117816160/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $30173.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS GS 2Y 01/19/2028/117816201/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $334.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS GWW 2Y 01/19/2028/118104782CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4644.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HAL 2Y 01/19/2028/117816161/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5131.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HCA 2Y 01/19/2028/117816295/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1171.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS HD 2Y 01/19/2028/117816152/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $12892.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS HD 2Y 01/19/2028/118256781/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $2284.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS HK/1299 2Y 01/20/2028/117789469/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | HK        |         1 | NC      | $15020.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS HSY 2Y 01/19/2028/117816156/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3534.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IE/KSP 2Y 01/20/2028/117814576/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $2079.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS IFF 2Y 01/19/2028/117816147/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1821.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS INTC 2Y 01/19/2028/118104946CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8259.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS IP 2Y 01/19/2028/118047305CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9171.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS ISRG 2Y 01/19/2028/118047306CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9168.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT 2Y 01/19/2028/117816179/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11847.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/FBK 2Y 01/20/2028/117814568/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $1359.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/G 2Y 01/20/2028/117816187/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $-6929.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/ISP 2Y 01/20/2028/117816204/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $5743.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/ISP 2Y 01/20/2028/118105479/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $601.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS IT/UCG 2Y 01/20/2028/117816241/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |         1 | NC      | $4355.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS IVZ 2Y 01/19/2028/117814583/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | BM        |         1 | NC      | $-5245.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS JNJ 2Y 01/19/2028/117816162/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4204.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/2413 2Y 01/20/2028/117793510/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-25537.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/2587 2Y 01/20/2028/117789440/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-67.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/2802 2Y 01/20/2028/118907228/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-13673.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/2914 2Y 01/20/2028/117793456/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-5247.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/3382 2Y 01/20/2028/117789453/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-2918.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/3563 2Y 01/20/2028/117789471/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-2036.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4063 2Y 01/20/2028/117789439/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $3791.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4307 2Y 01/20/2028/117793434/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $29980.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4507 2Y 01/20/2028/117793484/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-8827.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4519 2Y 01/20/2028/117793471/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $4841.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4523 2Y 01/20/2028/117793473/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-17599.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/4543 2Y 01/20/2028/117789443/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $9215.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4568 2Y 01/20/2028/117789445/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-36826.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/4578 2Y 01/20/2028/118907226/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-6651.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6098 2Y 01/20/2028/117793545/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-14263.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6098 2Y 01/20/2028/118539247/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-25524.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6367 2Y 01/20/2028/117793481/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-2890.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6479 2Y 01/20/2028/117793465/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $2435.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6501 2Y 01/20/2028/117793446/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $10264.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6503 2Y 01/20/2028/117789442/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $2761.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6594 2Y 01/20/2028/117789456/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-3403.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6701 2Y 01/20/2028/117793459/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-8173.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6702 2Y 01/20/2028/117789455/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $12798.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6723 2Y 01/20/2028/117793526/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $16137.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6861 2Y 01/20/2028/117793429/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $889.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/6869 2Y 01/20/2028/117789438/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $20146.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6914 2Y 01/20/2028/117793514/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-3045.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/6920 2Y 01/20/2028/117793544/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $14648.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/7203 2Y 01/20/2028/117793525/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $7779.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7203 2Y 01/20/2028/118256785/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-3978.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/7733 2Y 01/20/2028/117793442/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-26285.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/7741 2Y 01/20/2028/117793437/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $5179.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/7832 2Y 01/20/2028/117789452/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $7507.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8035 2Y 01/20/2028/118339961/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $15000.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8136 2Y 01/20/2028/117793482/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-6762.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8309 2Y 01/20/2028/117793517/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $18839.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8316 2Y 01/20/2028/117793435/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $12777.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8316 2Y 01/20/2028/118256778/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-3803.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8630 2Y 01/20/2028/117789462/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $21212.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8729 2Y 01/20/2028/117793535/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $12835.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8750 2Y 01/20/2028/117789472/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $8909.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/8766 2Y 01/20/2028/117793428/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $21757.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8795 2Y 01/20/2028/117793529/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-320.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8802 2Y 01/20/2028/117793474/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-1054.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/8830 2Y 01/20/2028/117793436/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $12503.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/9022 2Y 01/20/2028/117793432/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-895.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/9432 2Y 01/20/2028/117789449/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $4326.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/9697 2Y 01/20/2028/119083017/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $6646.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS JP/9766 2Y 01/20/2028/117793511/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-4566.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                               | TRS JP/9983 2Y 01/20/2028/118707235/UBSWGB2LXXX_C                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |         1 | NC      | $-18401.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS JPM 2Y 01/19/2028/118256871/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1232.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS KEY 2Y 01/19/2028/118047313CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4618.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS KMB 2Y 01/19/2028/117816165/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2101.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS LIN 2Y 01/19/2028/117816276/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $17320.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS LIN 2Y 01/19/2028/118256770/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |         1 | NC      | $2597.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LLY 2Y 01/19/2028/118047317CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $383.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LNT 2Y 01/19/2028/118047321CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4817.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LNT 2Y 01/19/2028/118105478/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1047.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LRCX 2Y 01/19/2028/118683554/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $9146.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS LRCX 2Y 01/19/2028/118707234/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $2971.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS LW 2Y 01/19/2028/118339967/MSLNGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2515.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS LW 2Y 01/19/2028/118384120/MSLNGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3761.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS LW 2Y 01/19/2028/118408101/MSLNGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3785.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS LYV 2Y 01/19/2028/117816119/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $745.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MCD 2Y 01/19/2028/117816139/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $3987.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS MDLN 2Y 01/19/2028/118339953/MSLNGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5069.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MMC 2Y 01/19/2028/117816154/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $623.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MMM 2Y 01/19/2028/117816136/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $16782.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MRK 2Y 01/19/2028/118140779/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2877.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MS 2Y 01/19/2028/117814536/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $2734.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS MSFT 2Y 01/19/2028/118105114CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5865.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MU 2Y 01/19/2028/118907229/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $15948.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS MU 2Y 01/19/2028/118943348/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $2733.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NDAQ 2Y 01/19/2028/117816240/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5054.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NDAQ 2Y 01/19/2028/118256760/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2251.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NI 2Y 01/19/2028/117816135/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4679.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NL/UMG 2Y 01/20/2028/117814570/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |         1 | NC      | $-5658.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NO/EQNR 2Y 01/20/2028/117816220/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |         1 | NC      | $-10263.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NO/EQNR 2Y 01/20/2028/118883305/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |         1 | NC      | $-1521.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NO/NHY 2Y 01/20/2028/117814556/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |         1 | NC      | $-1831.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS NSC 2Y 01/19/2028/117816130/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS OKE 2Y 01/19/2028/117816131/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-21695.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PCAR 2Y 01/19/2028/118105477/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $388.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PCAR 2Y 01/19/2028/118122402CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $2512.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PFE 2Y 01/19/2028/117816138/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6248.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PFE 2Y 01/19/2028/118256783/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1039.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PG 2Y 01/19/2028/118122412CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $13928.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PG 2Y 01/19/2028/118256767/CHASGB2LXXX_C                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $2507.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS PH 2Y 01/19/2028/118122408CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5388.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS PKG 2Y 01/19/2028/118564287/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $3847.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PL/ZAB 2Y 01/20/2028/117816263/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | LU        |         1 | NC      | $13169.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS PM 2Y 01/19/2028/117814569/CITIUS33XXX_C                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $20625.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PNR 2Y 01/19/2028/117816117/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |         1 | NC      | $6685.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS PSX 2Y 01/19/2028/117816109/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-845.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PT/BCP 2Y 01/20/2028/117816239/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |         1 | NC      | $2042.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS PT/GALP 2Y 01/20/2028/117814575/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |         1 | NC      | $3412.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS QCOM 2Y 01/19/2028/119052747/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4944.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS REGN 2Y 01/19/2028/118122409CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-312.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ROK 2Y 01/19/2028/117816134/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $184.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ROP 2Y 01/19/2028/117816128/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $27976.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ROP 2Y 01/19/2028/118256787/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5114.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS SAIA 2Y 01/19/2028/118126973CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12790.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SBUX 2Y 01/19/2028/117816137/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5214.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SE/BOL 2Y 01/20/2028/117816274/GSILGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |         1 | NC      | $-6656.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SE/HEXAB 2Y 01/20/2028/117816243/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |         1 | NC      | $13750.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SE/NOBA 2Y 01/20/2028/117816294/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |         1 | NC      | $-9680.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SE/SAABB 2Y 01/20/2028/117814586/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |         1 | NC      | $-601.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SE/SCAB 2Y 01/20/2028/117816175/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |         1 | NC      | $33060.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SE/SWEDA 2Y 01/20/2028/118907225/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |         1 | NC      | $-3039.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS SJM 2Y 01/19/2028/117816229/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9301.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS SNDK 2Y 01/19/2028/118683536/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $44373.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS SRE 2Y 01/19/2028/118126958CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10130.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS STT 2Y 01/19/2028/118943349/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-15285.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS STZ 2Y 01/19/2028/117816178/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1579.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SWKS 2Y 01/19/2028/117816166/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10153.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS SYF 2Y 01/19/2028/117814582/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $26837.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS T 2Y 01/19/2028/117816253/GSILGB2XXXX_C                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-39818.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TER 2Y 01/19/2028/118126978CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $7749.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS TGT 2Y 01/19/2028/117814533/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5582.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TJX 2Y 01/19/2028/118907227/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4217.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TJX 2Y 01/19/2028/118943350/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-979.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TKO 2Y 01/19/2028/119082606/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $7396.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TMO 2Y 01/19/2028/117816182/CITIUS33XXX_C                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4736.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TMUS 2Y 01/19/2028/118126979CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $5891.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TRGP 2Y 01/19/2028/118126976CA/CHASGB2LXXX_C                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $10146.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS TSCO 2Y 01/19/2028/117816174/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $1259.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS TSLA 2Y 01/19/2028/117816288/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3201.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS TW 2Y 01/19/2028/118122425CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1201.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS TYL 2Y 01/19/2028/117814555/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $37198.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UBER 2Y 01/19/2028/117816244/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8079.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UHS 2Y 01/19/2028/117816173/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3844.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UHS 2Y 01/19/2028/118256786/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $778.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS UL 2Y 01/19/2028/118122433CA/CHASGB2LXXX_C                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |         1 | NC      | $5887.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS UPS 2Y 01/19/2028/117816202/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3777.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS URI 2Y 01/19/2028/117814550/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $35054.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS USB 2Y 01/19/2028/118122432CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $12376.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS USB 2Y 01/19/2028/118256753/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $2060.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS V 2Y 01/19/2028/118122436CA/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3866.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS VLTO 2Y 01/19/2028/117816269/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16830.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS VMC 2Y 01/19/2028/118339955/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $289.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS VMC 2Y 01/19/2028/118373581/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $289.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS VRSN 2Y 01/19/2028/117814551/GSILGB2XXXX_C                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6488.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                     | TRS VRTX 2Y 01/19/2028/117814544/CITIUS33XXX_C                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |         1 | NC      | $-319.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS VZ 2Y 01/19/2028/117816205/GSILGB2XXXX_C                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-32801.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WFC 2Y 01/19/2028/117814559/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7251.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS WFG 2Y 01/19/2028/118122434CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CA        |         1 | NC      | $-4411.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WRB 2Y 01/19/2028/117814535/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2470.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WRB 2Y 01/19/2028/118105473/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $258.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS WSM 2Y 01/19/2028/117816170/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2884.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XOM 2Y 01/19/2028/118122447CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $28780.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XYL 2Y 01/19/2028/118122438CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7822.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XYL 2Y 01/19/2028/118256756/CHASGB2LXXX_C                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2660.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRS XYZ 2Y 01/19/2028/118122444CA/CHASGB2LXXX_C                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6901.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ZBH 2Y 01/19/2028/118883306/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1426.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ZTS 2Y 01/19/2028/117986665/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-596.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS ZTS 2Y 01/19/2028/119021812/GSILGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $504.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUE CORP PCL/NEW-NVDR                           | TRUE CORP PCL                                                                    | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |     35000 | NS      | $12890.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                             | TSURUHA HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $239021.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TURACO GOLD LTD                                  | TURACO GOLD LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    101004 | NS      | $49247.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145455.20    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                                 | UBS GROUP AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      5499 | NS      | $260187.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                                  | ULTA BEAUTY INC                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1167 | NS      | $755469.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICHARM CORP                                    | UNICHARM CORP                                                                    | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     18300 | NS      | $111139.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     10254 | NS      | $893595.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2459 | NS      | $167399.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     25448 | NS      | $1731212.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP                        | UNIMICRON TECHNOLOGY CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     39000 | NS      | $463586.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | UNION PACIFIC CORP                                                               | CUSIP: 907818DJ4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9016.68      | 0.00%             | 2041-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                          | UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2227 | PA      | $2218.43      | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT SER A                    | UNITED AIRLINES 2018-1 CLASS A PASS THROUGH TRUST                                | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224456 | PA      | $214113.70    | 0.03%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                         | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      5400 | NS      | $162751.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149624 | PA      | $149056.57    | 0.02%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    123259 | PA      | $116845.87    | 0.01%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83161 | PA      | $44887.62     | 0.01%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    377023 | PA      | $381441.34    | 0.04%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    757719 | PA      | $745376.57    | 0.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    722253 | PA      | $704224.60    | 0.08%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162630 | PA      | $93582.30     | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    539193 | PA      | $419685.86    | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1634796 | PA      | $1618192.20   | 0.19%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214625 | PA      | $161891.03    | 0.02%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    469376 | PA      | $470897.45    | 0.06%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    522028 | PA      | $524638.34    | 0.06%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296012 | PA      | $290681.47    | 0.03%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1056249 | PA      | $1055423.57   | 0.12%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    388856 | PA      | $348800.81    | 0.04%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    199579 | PA      | $145724.18    | 0.02%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1061894 | PA      | $1014565.43   | 0.12%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148524 | PA      | $108468.79    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    256323 | PA      | $184833.16    | 0.02%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    746505 | PA      | $743268.10    | 0.09%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915565 | PA      | $1920054.42   | 0.23%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    612493 | PA      | $478342.73    | 0.06%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    201787 | PA      | $200777.70    | 0.02%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1332257 | PA      | $1257369.59   | 0.15%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    987644 | PA      | $1002883.34   | 0.12%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1467864 | PA      | $1497622.65   | 0.18%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900245 | PA      | $2990764.52   | 0.35%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    539196 | PA      | $552465.28    | 0.06%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    661304 | PA      | $698915.14    | 0.08%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135178 | PA      | $113396.38    | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    393928 | PA      | $427842.39    | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210240 | PA      | $208515.38    | 0.02%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173887 | PA      | $125062.61    | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149266 | PA      | $148992.14    | 0.02%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1142759 | PA      | $1083746.38   | 0.13%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3376822 | PA      | $3509256.76   | 0.41%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    253955 | PA      | $238261.47    | 0.03%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    302675 | PA      | $226096.21    | 0.03%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TIPS                                             | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    718075 | PA      | $689043.07    | 0.08%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $220346.88    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $358394.53    | 0.04%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $53998.44     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $353582.03    | 0.04%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $365432.81    | 0.04%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $360241.80    | 0.04%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $49765.63     | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $129468.75    | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $93860.16     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4565000 | PA      | $3251849.22   | 0.38%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $86882.81     | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $165206.25    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $734414.06    | 0.09%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $181954.69    | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $498881.25    | 0.06%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $323887.50    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1009553.91   | 0.12%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $542325.78    | 0.06%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1867429.69   | 0.22%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    740000 | PA      | $548871.88    | 0.06%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $1257745.31   | 0.15%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $277681.25    | 0.03%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $996890.63    | 0.12%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1353257.81   | 0.16%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $1127704.30   | 0.13%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $570375.00    | 0.07%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $625000.00    | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $324678.91    | 0.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $185384.38    | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $368496.88    | 0.04%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $253251.56    | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $1124403.13   | 0.13%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $152414.06    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $287538.28    | 0.03%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100132.81    | 0.01%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $676792.97    | 0.08%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $563679.69    | 0.07%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $208392.19    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $484518.75    | 0.06%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2490000 | PA      | $1455093.75   | 0.17%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $372984.38    | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $238932.81    | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $28237.50     | 0.00%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $262538.28    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $113610.94    | 0.01%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $64437.50     | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $364374.22    | 0.04%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $143648.44    | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2245000 | PA      | $1356120.31   | 0.16%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $247450.00    | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $663996.09    | 0.08%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $243373.05    | 0.03%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $160921.09    | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $998362.50    | 0.12%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $827815.63    | 0.10%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $110671.88    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77515.05     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203901.80    | 0.02%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7743 | NS      | $2221698.99   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MICROWAVE TECH                         | UNIVERSAL MICROWAVE TECHNOLOGY INC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $138322.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                         | UNIVERSAL MUSIC GROUP NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     18818 | NS      | $461371.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                  | UPM-KYMMENE OYJ                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      4224 | NS      | $116532.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| UPWORK INC                                       | UPWORK INC                                                                       | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     10491 | NS      | $210134.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                              | URANIUM ENERGY CORP                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     32777 | NS      | $565075.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26                     | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-316.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26                     | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         5 | NC      | $-1582.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26                     | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        33 | NC      | $-24148.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                            | US FOODS HOLDING CORP                                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      6407 | NS      | $535753.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| USH6 US LONG BOND(CBT) MAR26                     | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1548.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USH6 US LONG BOND(CBT) MAR26                     | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         6 | NC      | $-9289.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26                     | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         3 | NC      | $-8183.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USA RARE EARTH INC PIPE PP                       | USA RARE EARTH INC PIPE PP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $59445.51     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIBANK N A                                     | USD/AUD FWD 20260227 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13038.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/CHF FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20368.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                      | USD/DKK FWD 20260227 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6436.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/EUR FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115826.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/GBP FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30677.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                  | USD/HKD FWD 20260227 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $771.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/ILS FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $569.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/JPY FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $103037.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/NZD FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/SEK FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9065.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/SGD FWD 20260227 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3865.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                          | VALE SA                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      2765 | NS      | $44195.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | VALERO ENERGY CORP                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      9150 | NS      | $1660084.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMET OYJ                                       | VALMET OYJ                                                                       | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      2774 | NS      | $95055.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VALTERRA PLATINUM LIMITED                        | VALTERRA PLATINUM LTD                                                            | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      2896 | NS      | $260200.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | VAR ENERGI ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |      7479 | NS      | $27346.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANT FASHIONS LTD                              | VEDANT FASHIONS LTD                                                              | CUSIP: 000000000<br>LEI: 335800EPS7Z6EH9QKD16 | Long             | EC               | CORP              | IN        |      4288 | NS      | $22638.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                       | VENTAS INC                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5699 | NS      | $442641.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERAI DISCOVERIES SER A CVT PFD STK PP           | VERAI DISCOVERIES SER A CVT PFD STK PP                                           | CUSIP: TC9MMU7R0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       802 | NS      | $36300.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERALTO CORP                                     | VERALTO CORP                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       268 | NS      | $26526.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24829.84     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94971.92     | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO-A                             | VERTIV HOLDINGS CO                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2307 | NS      | $429517.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS 2021-1 A1 144A                             | VERUS SECURITIZATION TRUST 2021-1                                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21010 | PA      | $19253.56     | 0.00%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV1 A1 144A                          | VERUS SECURITIZATION TRUST 2023-INV1                                             | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71963 | PA      | $71764.02     | 0.01%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                            | VERUS SECURITIZATION TRUST 2025-7                                                | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |     95565 | PA      | $95658.04     | 0.01%             | 2070-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| VICENNE                                          | VICENNE                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MA        |       526 | NS      | $24673.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                              | VICI PROPERTIES INC                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     19945 | NS      | $560055.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIETNAM PROSPERITY JSC BANK                      | VIETNAM PROSPERITY JSC BANK                                                      | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |     42500 | NS      | $45953.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                         | VINCI SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2087 | NS      | $300078.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                            | VIPER ENERGY INC                                                                 | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1617 | NS      | $68463.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRBAC SA                                        | VIRBAC SACA                                                                      | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |       487 | NS      | $203015.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VA ST CMWLTH UNIV HLTH SYS TXBL A                | VIRGINIA COMMONWEALTH UNIVERSITY HEALTH SYSTEM AUTHORITY                         | CUSIP: 92778LBL3<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23932.95     | 0.00%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VISA INC-CLASS A SHARES                          | VISA INC                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     15571 | NS      | $5011214.93   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV ADR                       | VISTA ENERGY SAB DE CV                                                           | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |      7571 | NS      | $457969.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| VISTRA OPERATIONS CO LLC 144A                    | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189844.86    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIVENDI SE                                       | VIVENDI SE                                                                       | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     23845 | NS      | $66526.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG-PREF                               | VOLKSWAGEN AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       984 | NS      | $119364.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                             | VORNADO REALTY TRUST                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3148 | NS      | $100358.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                               | WALT DISNEY CO/THE                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      8491 | NS      | $957784.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WANGUO GOLD GROUP LTD                            | WANGUO GOLD GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 984500A4815DA9DE4623 | Long             | EC               | CORP              | KY        |     28000 | NS      | $42541.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAREHOUSES DE PAUW SCA                           | WAREHOUSES DE PAUW CVA                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |     19738 | NS      | $559289.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                             | WARRIOR MET COAL INC                                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1107 | NS      | $98855.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                            | WASTE CONNECTIONS INC                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $137024.41    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WATCHES OF SWITZERLAND GRP                       | WATCHES OF SWITZERLAND GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |     15522 | NS      | $110557.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYMO LLC SER A-2 CVT PFD UNITS PP               | WAYMO LLC SER A-2 CVT PFD UNITS PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1669 | NS      | $281610.37    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL                     | WEATHERFORD INTERNATIONAL PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      1380 | NS      | $129830.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                           | WEG SA                                                                           | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     32925 | NS      | $325449.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC/THE                               | WEIR GROUP PLC/THE                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      4528 | NS      | $199996.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELF 2019-1A A2RR 144A                           | WELLFLEET CLO 2019-1 LTD                                                         | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250028.75    | 0.03%             | 2032-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | WELLS FARGO & CO                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423826.38    | 0.05%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54 A4                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $43067.14     | 0.01%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                    | WELLTOWER INC                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     14180 | NS      | $2670944.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                        | WEST FRASER TIMBER CO LTD                                                        | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       887 | NS      | $60575.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| WESTERN ALLIANCE BANCORP                         | WESTERN ALLIANCE BANCORP                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      5022 | NS      | $447711.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                      | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      9470 | NS      | $2179425.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD 144A                     | WESTPAC NEW ZEALAND LTD                                                          | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $206232.97    | 0.02%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | WEYERHAEUSER CO                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1040 | NS      | $26811.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHARF REAL ESTATE INVESTMENT                     | WHARF REAL ESTATE INVESTMENT CO LTD                                              | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |      8000 | NS      | $27774.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                     | WHEATON PRECIOUS METALS CORP                                                     | CUSIP: 000000000<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      2211 | NS      | $291287.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WFLF 2025-2A A1 144A                             | WHEELS FLEET LEASE FUNDING 1 LLC                                                 | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171272.08    | 0.02%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | WILLIAMS COS INC/THE                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35489.59     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | WILLIAMS COS INC/THE                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60636.85     | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                 | WILLIAMS COS INC/THE                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3998 | NS      | $268905.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | WILLIS NORTH AMERICA INC                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161303.00    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                              | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100335.35    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WISE PLC - A                                     | WISE PLC                                                                         | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     18503 | NS      | $238646.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER                                   | WOLTERS KLUWER NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      3037 | NS      | $285183.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                        | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     67000 | PA      | $66276.58     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                        | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $105205.77    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                     | WP CAREY INC                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113700.10    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                          | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     16328 | NS      | $67732.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDGF                                             | WUS PRINTED CIRCUIT KUNSHAN CO LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10000 | NS      | $99886.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI APPTEC CO LTD-H SHS                         | WUXI APPTEC CO LTD                                                               | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     15800 | NS      | $224834.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                  | WW GRAINGER INC                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       588 | NS      | $635004.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IXPH6 XAE ENERGY        MAR26                    | XAE ENERGY        MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-84736.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IXPH6 XAE ENERGY        MAR26                    | XAE ENERGY        MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-12105.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                  | XCEL ENERGY INC                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      4341 | NS      | $330176.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XIAMEN TUNGSTEN CO LTD                           | XIAMEN TUNGSTEN CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14700 | NS      | $117955.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA CORP                                      | YAMAHA CORP                                                                      | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |      6300 | NS      | $45791.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS AG                                           | YANTAI JEREH OILFIELD SERVICES GROUP CO LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9800 | NS      | $124362.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YELLOW CAKE PLC                                  | YELLOW CAKE PLC                                                                  | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |      6166 | NS      | $57563.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                           | YOKOGAWA ELECTRIC CORP                                                           | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      3500 | NS      | $116686.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YOUGOV PLC                                       | YOUGOV PLC                                                                       | CUSIP: 000000000<br>LEI: 213800MZGBGCJIPOBB41 | Long             | EC               | CORP              | GB        |     17332 | NS      | $56805.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YULIFE HOLDINGS LTD SR C CVT PFD STK PP          | YULIFE HOLDINGS LTD SR C CVT PFD STK PP                                          | CUSIP: TC1ZDZE25<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       475 | NS      | $5927.69      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| YUNNAN ALUMINIUM CO LTD                          | YUNNAN ALUMINIUM CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    104070 | NS      | $497287.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEALAND PHARMA A/S                               | ZEALAND PHARMA A/S                                                               | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |      1557 | NS      | $104128.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ZEPP HEALTH CORP ADR                             | ZEPP HEALTH CORP                                                                 | CUSIP: 98945L204<br>LEI: 529900B5C2R4FTJCRN49 | Long             | EC               | CORP              | KY        |       700 | NS      | $12614.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZHEJIANG DINGLI MACHINERY CO LTD                 | ZHEJIANG DINGLI MACHINERY CO LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8600 | NS      | $69574.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIJIN GOLD INTERNATIONAL CO                      | ZIJIN GOLD INTERNATIONAL CO LTD                                                  | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |      3932 | NS      | $108932.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ZIJIN MINING GROUP CO LTD-H SHS                  | ZIJIN MINING GROUP CO LTD                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     62000 | NS      | $323269.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | ZOETIS INC                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191059.25    | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                      | ZSCALER INC                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1343 | NS      | $268613.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO EXPRESS CAYMAN INC                           | ZTO EXPRESS CAYMAN INC                                                           | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |     13674 | NS      | $301924.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-03

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President